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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTBRL__00496523"/>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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        <name>Bank of America</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTTHB__00495667"/>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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      <invstOrSec>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J P MORGAN CHASE BANK</name>
        <lei>N/A</lei>
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          <ticker value="CMZNH25"/>
          <other otherDesc="Bloomberg Ticker" value="LXH5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>J P MORGAN CHASE BANK</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <other otherDesc="Other" value="N/A"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTTHB__00496289"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>14619.70000000</amtCurSold>
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        </derivativeInfo>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00496575"/>
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        <currencyConditional curCd="CNY" exchangeRt="7.34150000"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <name>United States of America</name>
        <lei>N/A</lei>
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          <ticker value="TYH25"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>J P MORGAN CHASE BANK</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US91282CLZ22"/>
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            <expDate>2025-03-23</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2025-03-19</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00495666"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="THB" exchangeRt="34.09500000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>142111.06000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00493878"/>
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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>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTZAR__00494222"/>
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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>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTHUF__00496782"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00493870"/>
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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00495944"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1990.91000000</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">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>53809524.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>38526.55000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>1990.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>DAX INDEX FUTURE  MAR25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FDXH5"/>
          <other otherDesc="Bloomberg Ticker" value="GXH5"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.96572000"/>
        <valUSD>-2595472.80000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>DAX INDEX FUTURE Mar 2025</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            </descRefInstrmnt>
            <expDate>2025-03-24</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>40438.52000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00494637"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="85.61375000"/>
        <valUSD>-22408.67000000</valUSD>
        <pctVal>-0.00186628510</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>1308520.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>110867736.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-22408.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00493565"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="994.52500000"/>
        <valUSD>-1814.69000000</valUSD>
        <pctVal>-0.00015113475</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>75590.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>73359375.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-1814.69000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00495908"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="397.26220000"/>
        <valUSD>-682.80000000</valUSD>
        <pctVal>-0.00005686635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>118785.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>47078440.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-682.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00496295"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.64365000"/>
        <valUSD>-288.50000000</valUSD>
        <pctVal>-0.00002402745</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>33426.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>120439.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-288.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00501882"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2147.98000000</valUSD>
        <pctVal>0.000178892503</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>1745657.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>85045.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>2147.98000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00498515"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>205.26000000</valUSD>
        <pctVal>0.000017094886</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>48963.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>8025.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>205.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00501628"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="57.84500000"/>
        <valUSD>334.72000000</valUSD>
        <pctVal>0.000027876841</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>42446.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>334.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00501354"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-35.09000000</valUSD>
        <pctVal>-0.00000292243</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>500000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>14709.10000000</amtCurPur>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-35.09000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COPPER FUTURE     MAR25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HGH25"/>
          <other otherDesc="Bloomberg Ticker" value="HGH5"/>
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        <balance>-2.00000000</balance>
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        <valUSD>-201325.00000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Copper</issuerName>
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                  <ticker value="HGCH25"/>
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            <expDate>2025-03-30</expDate>
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            <unrealizedAppr>6114.69000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00496568"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1591.99000000</valUSD>
        <pctVal>0.000132587396</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>302375.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00502179"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="57.84500000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>84313.90000000</amtCurSold>
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            <amtCurPur>5000000.00000000</amtCurPur>
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            <unrealizedAppr>1248.77000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00503382"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>589.88000000</valUSD>
        <pctVal>0.000049127603</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>222000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>54193.07000000</amtCurPur>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>589.88000000</unrealizedAppr>
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        <name>N/A</name>
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      <invstOrSec>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00501930"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00501955"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00494272"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00494305"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00496605"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00502903"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTPLN__00494968"/>
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        <name>CITIGROUP</name>
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        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00498516"/>
        </identifiers>
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        <curCd>USD</curCd>
        <valUSD>205.30000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>48963.00000000</amtCurSold>
            <curSold>BRL</curSold>
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            <unrealizedAppr>205.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00501944"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47.56000000</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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>11000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
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            <unrealizedAppr>47.56000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CAC40 10 EURO FUT JAN25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FCEF5"/>
          <other otherDesc="Bloomberg Ticker" value="CFF5"/>
        </identifiers>
        <balance>-146.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.96572000"/>
        <valUSD>-11164074.47000000</valUSD>
        <pctVal>-0.92978949185</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CAC40 10 EURO FUT Jan 2025</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            </descRefInstrmnt>
            <expDate>2025-01-20</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>143969.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00493454"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.34150000"/>
        <valUSD>-11270.78000000</valUSD>
        <pctVal>-0.00093867636</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>721227.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5201811.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-11270.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2025-01-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00004058"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="57.84500000"/>
        <valUSD>135301.59000000</valUSD>
        <pctVal>0.011268466271</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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>10560000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>620406811.20000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2025-01-10</settlementDt>
            <unrealizedAppr>135301.59000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00495925"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4084.15000000</valUSD>
        <pctVal>0.000340144609</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>400125.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>298383.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>4084.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00503182"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>884.01000000</valUSD>
        <pctVal>0.000073623945</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>610080.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>148191.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>884.01000000</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>CATTLE FEEDER FUT MAR25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FCH25"/>
          <other otherDesc="Bloomberg Ticker" value="FCH5"/>
        </identifiers>
        <balance>6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>788925.00000000</valUSD>
        <pctVal>0.065704880134</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Feeder Cattle</issuerName>
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                  <ticker value="FCCH25"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-03-30</expDate>
            <notionalAmt>751738.10000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>37186.90000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SET50 FUTURES     MAR25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="S50H5"/>
          <other otherDesc="Bloomberg Ticker" value="BCH5"/>
        </identifiers>
        <balance>-77.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="34.09500000"/>
        <valUSD>-408092.10000000</valUSD>
        <pctVal>-0.03398756854</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SET50 FUTURES Mar 2025</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2025-03-31</expDate>
            <notionalAmt>-404794.70000000</notionalAmt>
            <curCd>THB</curCd>
            <unrealizedAppr>-3297.40000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00494959"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.34150000"/>
        <valUSD>-9345.50000000</valUSD>
        <pctVal>-0.00077833121</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>CITIGROUP</counterpartyName>
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            <amtCurSold>718044.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5192590.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-9345.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00501611"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>313.35000000</valUSD>
        <pctVal>0.000026097061</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>250000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>12185.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>313.35000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00494282"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>240.33000000</valUSD>
        <pctVal>0.000020015659</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>109374.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>5996.89000000</amtCurPur>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>240.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00502170"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.64365000"/>
        <valUSD>-275.44000000</valUSD>
        <pctVal>-0.00002293976</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>30501.81000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>109857.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-275.44000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00501624"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="6.17785000"/>
        <valUSD>-370.07000000</valUSD>
        <pctVal>-0.00003082093</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>CITIGROUP</counterpartyName>
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            <amtCurSold>137812.13000000</amtCurSold>
            <curSold>USD</curSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00495654"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00494948"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Canada</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT MAR25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="CGBH5"/>
          <other otherDesc="Bloomberg Ticker" value="CNH5"/>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>N/A</name>
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        <title>S&amp;P/TSX 60 IX FUT MAR25 PHYSICAL INDEX FUTURE.</title>
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        <identifiers>
          <ticker value="SXFH5"/>
          <other otherDesc="Bloomberg Ticker" value="PTH5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: USD/CZK SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00501605"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00503385"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCLP__00494951"/>
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        <name>NMC HEALTH PLC</name>
        <lei>2138008YQEVWBE1V2M52</lei>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>CITIGROUP</name>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00495626"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTCZK__00495916"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00493886"/>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL MEXICO NET RETURN INDEX IN</title>
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          <other otherDesc="All Others" value="TR7MX0319"/>
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          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00498514"/>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>N/A</name>
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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTUSD__00502907"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTCOP__00501939"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTPHP__00498512"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00503383"/>
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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>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502607"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00498513"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTZAR__00496310"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <title>LONG GILT FUTURE  MAR25 FINANCIAL COMMODITY FUTURE.</title>
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        <name>N/A</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: USD/INR SETTLE 2025-03-19</title>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00493490"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <other otherDesc="FX Forwards" value="CCTUSD__00502207"/>
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      <invstOrSec>
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      <invstOrSec>
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        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00501614"/>
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      <invstOrSec>
        <name>N/A</name>
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        <title>SOYBEAN MEAL FUTR MAR25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="SMH25"/>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTILS__00502911"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00498519"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00494214"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTZAR__00496223"/>
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          <other otherDesc="FX Forwards" value="CCTINR__00496528"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>CITIGROUP</name>
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        <name>Republique Francaise</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>United States of America</name>
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        <name>CITIGROUP</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTZAR__00495018"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00495651"/>
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        <currencyConditional curCd="COP" exchangeRt="4405.54000000"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00496195"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>THE COCA-COLA COMPANY</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>COCA-COLA CO/THE COMMON STOCK</title>
        <cusip>191216100</cusip>
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          <isin value="US1912161007"/>
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        <balance>466667.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00495619"/>
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        <currencyConditional curCd="CNY" exchangeRt="7.34150000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>718520.97000000</amtCurSold>
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            <amtCurPur>5192590.00000000</amtCurPur>
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            <unrealizedAppr>-9822.41000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="BBHMMSEI"/>
        </identifiers>
        <balance>43486130.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.01000000</valUSD>
        <pctVal>0.000000000832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00495981"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="994.52500000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>34366.20000000</amtCurSold>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-676.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502163"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>490.61000000</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>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00496832"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="HUF" exchangeRt="397.26220000"/>
        <valUSD>-4432.20000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502221"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00496353"/>
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        <currencyConditional curCd="BRL" exchangeRt="6.17785000"/>
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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>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>S&amp;P MID 400 EMINI MAR25 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="DMH25"/>
          <other otherDesc="Bloomberg Ticker" value="FAH5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>BARCLAY BANK PLC</counterpartyName>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTILS__00496332"/>
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        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>Merrill Lynch</name>
        <lei>GGDZP1UYGU9STUHRDP48</lei>
        <title>BRK: MERRILL LYNCH REF: TEL AVIV 35 INDEX- 2025-03-19</title>
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          <other otherDesc="All Others" value="TRTAL0319"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Merrill Lynch</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00494648"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1234429.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7265213.00000000</amtCurPur>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-74004.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>PLATINUM (OSE)    OCT25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JPLV5"/>
          <other otherDesc="Bloomberg Ticker" value="JAV5"/>
        </identifiers>
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        <currencyConditional curCd="JPY" exchangeRt="157.16000000"/>
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        <pctVal>-0.00248167022</pctVal>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Platinum</issuerName>
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                  <ticker value="EPLV25"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-10-31</expDate>
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            <curCd>JPY</curCd>
            <unrealizedAppr>-12.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00498503"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="32.78450000"/>
        <valUSD>-2424.43000000</valUSD>
        <pctVal>-0.00020191638</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>170316.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5500000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-2424.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00494241"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="24.31195000"/>
        <valUSD>-555.65000000</valUSD>
        <pctVal>-0.00004627679</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>44504.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1066500.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-555.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00502571"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.64365000"/>
        <valUSD>-52.37000000</valUSD>
        <pctVal>-0.00000436158</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>18140.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>65740.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-52.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/TWD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00494270"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>89.13000000</valUSD>
        <pctVal>0.000007423108</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>134614.00000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>4198.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>89.13000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00495948"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>510.63000000</valUSD>
        <pctVal>0.000042527341</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>840854.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>35161.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>510.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00496306"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.87000000"/>
        <valUSD>-11021.27000000</valUSD>
        <pctVal>-0.00091789615</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>304719.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5580236.00000000</amtCurPur>
            <curPur>ZAR</curPur>
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            <unrealizedAppr>-11021.27000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI CRUDE FUTURE  MAR25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CLH25"/>
          <other otherDesc="Bloomberg Ticker" value="CLH5"/>
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        <balance>157.00000000</balance>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Crude Oil</issuerName>
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                  <ticker value="CLH25"/>
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              </otherRefInst>
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            <expDate>2025-02-23</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00503184"/>
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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>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>24725275.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00493461"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="994.52500000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00494971"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="85.61375000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00496269"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="20.79275000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>278930.81000000</amtCurSold>
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            <amtCurPur>5750000.00000000</amtCurPur>
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            <unrealizedAppr>-5876.12000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00495642"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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

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          <other otherDesc="FX Forwards" value="CCTKRW__00496854"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTPHP__00498511"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00494995"/>
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        <balance>1.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00496268"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>MICROSOFT CORPORATION</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MICROSOFT CORP COMMON STOCK</title>
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          <isin value="US5949181045"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00501881"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTINR__00495603"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTCZK__00502913"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>Bank of America</name>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00494709"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTTWD__00503398"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCLP__00495982"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00503395"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502217"/>
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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>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <unrealizedAppr>30.41000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00495704"/>
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        <balance>1.00000000</balance>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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          <other otherDesc="FX Forwards" value="CCTUSD__00502190"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTILS__00501919"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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        <title>FX Forward Contract: KRW/USD SETTLE 2025-03-19</title>
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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00495924"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTCNH__00501345"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00501350"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="24.31195000"/>
        <valUSD>-425.28000000</valUSD>
        <pctVal>-0.00003541904</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>20979.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>498777.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-425.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00496290"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="34.09500000"/>
        <valUSD>124.42000000</valUSD>
        <pctVal>0.000010362203</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>14619.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>124.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>N/A</lei>
        <title>EURO-BTP FUTURE   MAR25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FBTPH5"/>
          <other otherDesc="Bloomberg Ticker" value="IKH5"/>
        </identifiers>
        <balance>139.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.96572000"/>
        <valUSD>17269208.47000000</valUSD>
        <pctVal>1.438249862204</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>J P MORGAN CHASE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Italy Govt. Bond Futures</issuerName>
                <issueTitle>Euro-BTP Futures Mar 2025</issueTitle>
                <identifiers>
                  <isin value="IT0005544082"/>
                  <ticker value="FBTPH25"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-03-09</expDate>
            <notionalAmt>17910794.28000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-641585.81000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00496811"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.79275000"/>
        <valUSD>-1348.74000000</valUSD>
        <pctVal>-0.00011232854</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>56197.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1155000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-1348.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00493908"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.87000000"/>
        <valUSD>-34980.05000000</valUSD>
        <pctVal>-0.00291328072</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>946668.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>17321976.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-34980.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00494289"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.79275000"/>
        <valUSD>-1634.93000000</valUSD>
        <pctVal>-0.00013616361</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>96610.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2000000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-1634.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canada</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT MAR25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CGBH5"/>
          <other otherDesc="Bloomberg Ticker" value="CNH5"/>
        </identifiers>
        <balance>86.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.43820000"/>
        <valUSD>7331706.29000000</valUSD>
        <pctVal>0.610614295358</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>J P MORGAN CHASE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Canada Govt. Bond Futures</issuerName>
                <issueTitle>Canadian Govt 10 Year Bond Future Mar 2025</issueTitle>
                <identifiers>
                  <isin value="CA135087Q236"/>
                  <ticker value="CGBH25"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-03-23</expDate>
            <notionalAmt>7416994.24000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-85287.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00495605"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="85.61375000"/>
        <valUSD>-18744.87000000</valUSD>
        <pctVal>-0.00156114895</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>1441128.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>122614926.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-18744.87000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00501890"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="6.17785000"/>
        <valUSD>13.00000000</valUSD>
        <pctVal>0.000001082692</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>4939.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31006.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>13.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00495987"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2380.92000000</valUSD>
        <pctVal>0.000198292693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>4159146.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>173774.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>2380.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSCEI FUTURES     JAN25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HCEIF5"/>
          <other otherDesc="Bloomberg Ticker" value="HCF5"/>
        </identifiers>
        <balance>-9.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.76795000"/>
        <valUSD>-421617.03000000</valUSD>
        <pctVal>-0.03511397967</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>H-SHARES IDX FUT Jan 2025</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            <expDate>2025-01-30</expDate>
            <notionalAmt>-417677.80000000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>-3939.23000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00495699"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2449.06000000</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">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <unrealizedAppr>2449.06000000</unrealizedAppr>
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        <securityLending>
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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: COP/USD SETTLE 2025-01-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00004049"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4405.54000000"/>
        <valUSD>175102.76000000</valUSD>
        <pctVal>0.014583269457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
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            <amtCurSold>10560000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>47348144511.30000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-01-10</settlementDt>
            <unrealizedAppr>175102.76000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 06/26/2025</title>
        <cusip>912797NW3</cusip>
        <identifiers>
          <isin value="US912797NW34"/>
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        <balance>4657000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4563621.33000000</valUSD>
        <pctVal>0.380076930591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-26</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00493506"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-01-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00004051"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>10560000.00000000</amtCurSold>
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            <unrealizedAppr>-15869.57000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00496208"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="6.17785000"/>
        <valUSD>-8814.90000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>565162.16000000</amtCurSold>
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            <amtCurPur>3483190.00000000</amtCurPur>
            <curPur>BRL</curPur>
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            <unrealizedAppr>-8814.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: CLP/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00494952"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="994.52500000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>153892.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>150312117.00000000</amtCurPur>
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            <unrealizedAppr>-2728.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/TWD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00494675"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>84.44000000</valUSD>
        <pctVal>0.000007032506</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>134614.00000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>4193.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>84.44000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00503174"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="COP" exchangeRt="4405.54000000"/>
        <valUSD>47.01000000</valUSD>
        <pctVal>0.000003915183</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>39290.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>175000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>47.01000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00503171"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-406.87000000</valUSD>
        <pctVal>-0.00003388578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>1500000000.00000000</amtCurSold>
            <curSold>IDR</curSold>
            <amtCurPur>91769.63000000</amtCurPur>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-406.87000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00502904"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.96572000"/>
        <valUSD>-353.08000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>86588.65000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-03-19</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00496549"/>
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        <balance>1.00000000</balance>
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        <valUSD>-134.12000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>11844.75000000</amtCurSold>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTHUF__00495992"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00498070"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTCNH__00496520"/>
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        <fairValLevel>2</fairValLevel>
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          <other otherDesc="FX Forwards" value="CCTILS__00502923"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTCOP__00496010"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTCOP__00501908"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00493501"/>
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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>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <cusip>N/A</cusip>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00498509"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00494713"/>
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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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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00496252"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00501613"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTILS__00494288"/>
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        <name>United States of America</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTTWD__00501638"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00502580"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI CRUDE FUTURE  FEB25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="CLG25"/>
          <other otherDesc="Bloomberg Ticker" value="CLG5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Crude Oil</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: KRW/USD SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTKRW__00495630"/>
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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>CITIGROUP</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00501620"/>
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        <balance>1.00000000</balance>
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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>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTMXN__00495067"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTCNH__00496824"/>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00495928"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-03-19</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00494319"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00502201"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCLP__00495913"/>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <title>LONG GILT FUTURE  MAR25 FINANCIAL COMMODITY FUTURE.</title>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00496814"/>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00503380"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTILS__00494718"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTPLN__00495904"/>
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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>J.P. MORGAN SECURITIES</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-03-19</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00495032"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00495679"/>
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        <currencyConditional curCd="CZK" exchangeRt="24.31195000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-03-19</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00496232"/>
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        <currencyConditional curCd="ILS" exchangeRt="3.64365000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MSCI EAFE         MAR25 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="MFSH5"/>
          <other otherDesc="Bloomberg Ticker" value="MFSH5"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>NYL - MSCI EAFE MINI INDEX Mar 2025</indexName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/TWD SETTLE 2025-03-19</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00493498"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BUXL 30Y BND MAR25 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="FGBXH5"/>
          <other otherDesc="Bloomberg Ticker" value="UBH5"/>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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                <issuerName>Germany Govt. Bond Futures</issuerName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL SPAIN NET INDEX EUR REAL T</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <name>CITIGROUP</name>
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        <name>Bank of America</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>CITIGROUP</name>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COCOA FUTURE - IC MAR25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCCH5"/>
          <other otherDesc="Bloomberg Ticker" value="QCH5"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Cocoa</issuerName>
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                  <ticker value="QCH25"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-03-17</expDate>
            <notionalAmt>107887.84000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>6618.65000000</unrealizedAppr>
          </futrDeriv>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00493469"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="24.31195000"/>
        <valUSD>-446.57000000</valUSD>
        <pctVal>-0.00003719216</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>44395.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1066499.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-446.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00495996"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1002.24000000</valUSD>
        <pctVal>0.000083470620</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>389199.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>94976.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>1002.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00501929"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>350.80000000</valUSD>
        <pctVal>0.000029216049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>3750000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>43852.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>350.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00493539"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="85.61375000"/>
        <valUSD>-217.93000000</valUSD>
        <pctVal>-0.00001815009</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>14573.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1237500.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-217.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00496235"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4405.54000000"/>
        <valUSD>66.15000000</valUSD>
        <pctVal>0.000005509240</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>7297.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32760417.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>66.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502620"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>30.44000000</valUSD>
        <pctVal>0.000002535166</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>153000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>24468.13000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>30.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00495647"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="32.78450000"/>
        <valUSD>-3221.59000000</valUSD>
        <pctVal>-0.00026830710</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>230688.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7451640.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-3221.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00496818"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="57.84500000"/>
        <valUSD>-811.88000000</valUSD>
        <pctVal>-0.00006761666</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>86374.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5000000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-811.88000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00496335"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.79275000"/>
        <valUSD>-6060.95000000</valUSD>
        <pctVal>-0.00050478054</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>CITIGROUP</counterpartyName>
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            <amtCurSold>279115.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5750000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00493883"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="6.17785000"/>
        <valUSD>-2896.07000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>51931.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>307000.00000000</amtCurPur>
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            <unrealizedAppr>-2896.07000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK N.A.</name>
        <lei>984500653R409CC5AB28</lei>
        <title>BRK: JP MORGAN CHASE MINI BOVESPA FUTURES SWAP -FEB25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="XBG5 INDEX"/>
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        <balance>605.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="6.17785000"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00493877"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2989.57000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <unrealizedAppr>2989.57000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00494216"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1472.15000000"/>
        <valUSD>-14503.94000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>United States of America</name>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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                <issuerName>U.S. Treasury Futures</issuerName>
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        <name>N/A</name>
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        <title>SIMT MULTI-ASSET ACCUMULATION CFC ACCUMULATION COMMODITY STRATEGY</title>
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          <other otherDesc="All Others" value="31005SIMC"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00494710"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTBRL__00493882"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00502194"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTIDR__00494664"/>
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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>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00502568"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCOP__00494257"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00501902"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTZAR__00495054"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00496548"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00496219"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <curSold>GBP</curSold>
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            <unrealizedAppr>17190.96000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00501895"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="32.78450000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>46399.87000000</amtCurSold>
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            <amtCurPur>1500000.00000000</amtCurPur>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-611.15000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00493530"/>
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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>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <curSold>CNY</curSold>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502560"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <unrealizedAppr>1280.81000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-03-19</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00494348"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="6.17785000"/>
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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>CITIGROUP</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00496593"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>305818.90000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00493505"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTCLP__00493941"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00496277"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTTHB__00495952"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00496240"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00495988"/>
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        <name>CITIGROUP</name>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00503412"/>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00496239"/>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00501627"/>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Republique Francaise</name>
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        <name>N/A</name>
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          <other otherDesc="FX Forwards" value="CCTCLP__00494340"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTMXN__00496336"/>
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        <name>United States of America</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>Japan</name>
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        <name>United States of America</name>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTCNH__00495697"/>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="SBH5"/>
          <other otherDesc="Bloomberg Ticker" value="SBH5"/>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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                <issuerName>Sugar</issuerName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00494328"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BUND FUTURE  MAR25 FINANCIAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="FGBLH5"/>
          <other otherDesc="Bloomberg Ticker" value="RXH5"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Germany Govt. Bond Futures</issuerName>
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                  <isin value="DE000BU2Z023"/>
                  <ticker value="FGBLH25"/>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00496244"/>
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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>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502222"/>
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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>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502164"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00494641"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTINR__00495893"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00493481"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00493121"/>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTMXN__00495717"/>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00495937"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="32.78450000"/>
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        <pctVal>-0.00008790466</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>114749.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3724516.00000000</amtCurPur>
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            <unrealizedAppr>-1055.48000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00496774"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="6.17785000"/>
        <valUSD>-23939.32000000</valUSD>
        <pctVal>-0.00199376385</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>1018547.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6227063.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-23939.32000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00501604"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1065.18000000</valUSD>
        <pctVal>0.000088712519</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>1500000.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>62878.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>1065.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00498316"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>236.03000000</valUSD>
        <pctVal>0.000019657537</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>12096774.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>12401.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>236.03000000</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>GASOLINE RBOB FUT FEB25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RBG25"/>
          <other otherDesc="Bloomberg Ticker" value="XBG5"/>
        </identifiers>
        <balance>-21.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1772114.40000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Unleaded Gas</issuerName>
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                <identifiers>
                  <ticker value="RBG25"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-02-03</expDate>
            <notionalAmt>-1713801.25000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-58313.15000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00503409"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4405.54000000"/>
        <valUSD>36.60000000</valUSD>
        <pctVal>0.000003048196</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>15076.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>67233385.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>36.60000000</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>COCOA FUTURE      MAR25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CCH5"/>
          <other otherDesc="Bloomberg Ticker" value="CCH5"/>
        </identifiers>
        <balance>16.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1868000.00000000</valUSD>
        <pctVal>0.155574631417</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Cocoa</issuerName>
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                  <ticker value="CCH25"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-03-17</expDate>
            <notionalAmt>1313503.46000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>554496.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00493822"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.87000000"/>
        <valUSD>-11146.67000000</valUSD>
        <pctVal>-0.00092833997</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>276300.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5037898.00000000</amtCurPur>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-11146.67000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00501932"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>349.52000000</valUSD>
        <pctVal>0.000029109446</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>3712500.00000000</amtCurSold>
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            <amtCurPur>43416.05000000</amtCurPur>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>349.52000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502603"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000020830177</pctVal>
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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>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00496565"/>
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        <balance>1.00000000</balance>
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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>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00501636"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2025-03-19</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502224"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00496803"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
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      <invstOrSec>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00501934"/>
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      <invstOrSec>
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        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00503413"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00503379"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>177023.95000000</amtCurSold>
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            <amtCurPur>70000000.00000000</amtCurPur>
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      <invstOrSec>
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        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00494991"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00502180"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502192"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00495900"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00496806"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTILS__00502572"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00501904"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00495064"/>
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      <invstOrSec>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTKRW__00493799"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTCOP__00503408"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>APPLE INC.</name>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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        <name>United States of America</name>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00495655"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTTWD__00493577"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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          <other otherDesc="Bloomberg Ticker" value="SIH5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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          <other otherDesc="FX Forwards" value="CCTPLN__00494967"/>
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          <other otherDesc="FX Forwards" value="CCTUSD__00495658"/>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTPLN__00496837"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="KCH5"/>
          <other otherDesc="Bloomberg Ticker" value="KCH5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <title>BRK: CITIGROUP REF: MSCI THAILAND NET INDEX USD END OF DAY UNHEDG</title>
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        <name>CITIGROUP</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTPLN__00496272"/>
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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">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00495033"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2453.86000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00493485"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>396.62000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00502924"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ILS" exchangeRt="3.64365000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>19464.58000000</amtCurSold>
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            <amtCurPur>71362.00000000</amtCurPur>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>170.17000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK N.A.</name>
        <lei>984500653R409CC5AB28</lei>
        <title>BRK:JP MORGAN CHASE REF: KOSPI 200 INDEX FUTURE MAR25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KMH5 INDEX"/>
        </identifiers>
        <balance>133.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1472.15000000"/>
        <valUSD>7202679.76000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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            <pmntCurCd>KRW</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>KRW</rcptCurCd>
            <notionalAmt>133.00000000</notionalAmt>
            <curCd>KRW</curCd>
            <unrealizedAppr>-166988.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>KC HRW WHEAT FUT  MAR25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KWH25"/>
          <other otherDesc="Bloomberg Ticker" value="KWH5"/>
        </identifiers>
        <balance>-4.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-111850.00000000</valUSD>
        <pctVal>-0.00931532255</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Wheat</issuerName>
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                  <ticker value="KWCH25"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-03-17</expDate>
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            <unrealizedAppr>-1996.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00503384"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="32.78450000"/>
        <valUSD>-76.03000000</valUSD>
        <pctVal>-0.00000633208</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>CITIGROUP</counterpartyName>
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            <amtCurSold>30601.84000000</amtCurSold>
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            <amtCurPur>1000000.00000000</amtCurPur>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-76.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00503177"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="32.78450000"/>
        <valUSD>-713.78000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>153342.84000000</amtCurSold>
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            <settlementDt>2025-03-19</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00501903"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>977.01000000</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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>25000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>63693.06000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00496783"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="397.26220000"/>
        <valUSD>-4745.52000000</valUSD>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>350580.92000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00493493"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4405.54000000"/>
        <valUSD>-5.30000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502558"/>
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        <balance>1.00000000</balance>
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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>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2025-03-19</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502915"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LEAN HOGS FUTURE  FEB25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="LHG25"/>
          <other otherDesc="Bloomberg Ticker" value="LHG5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00493892"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00496515"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  MAR25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="NGH25"/>
          <other otherDesc="Bloomberg Ticker" value="NGH25"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Natural Gas</issuerName>
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                  <ticker value="NGH25"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00502909"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00496002"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTPLN__00496813"/>
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        <name>N/A</name>
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        <title>E-MINI RUSS 2000  MAR25 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="RTYH25"/>
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          <other otherDesc="FX Forwards" value="CCTUSD__00496263"/>
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        <name>Republique Francaise</name>
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            <amtCurSold>139754.72000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: CLP/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCLP__00495611"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00496358"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>83126.86000000</amtCurSold>
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            <amtCurPur>117048711.00000000</amtCurPur>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   FEB25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LGOG5"/>
          <other otherDesc="Bloomberg Ticker" value="QSG5"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Gasoil</issuerName>
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                  <ticker value="ARAG25"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-02-15</expDate>
            <notionalAmt>730981.91000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>29943.09000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00495003"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="32.78450000"/>
        <valUSD>-2336.22000000</valUSD>
        <pctVal>-0.00019456989</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>124750.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4010202.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-2336.22000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ABIOMED INC - CVR CONTINGENT VALUE RIGHT</title>
        <cusip>003CVR016</cusip>
        <identifiers>
          <other otherDesc="All Others" value="003CVR016"/>
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        <balance>422.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00503181"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.34150000"/>
        <valUSD>-15.44000000</valUSD>
        <pctVal>-0.00000128590</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>CITIGROUP</counterpartyName>
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            <amtCurSold>2696.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>19645.00000000</amtCurPur>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-15.44000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00494242"/>
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        <balance>1.00000000</balance>
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        <valUSD>-555.88000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>44505.17000000</amtCurSold>
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            <amtCurPur>1066500.00000000</amtCurPur>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-555.88000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL HONG KONG NET INDEX HKD RE</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TM7HK319"/>
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        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.76795000"/>
        <valUSD>-53423.20000000</valUSD>
        <pctVal>-0.00444930120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS INC.</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <terminationDt>2025-03-19</terminationDt>
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            <pmntCurCd>HKD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>HKD</rcptCurCd>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-03-19</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00496013"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="994.52500000"/>
        <valUSD>-739.99000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTPLN__00498307"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="4.13060000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-03-19</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00494205"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-03-19</title>
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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>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTILS__00502188"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ILS" exchangeRt="3.64365000"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>30412.17000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/TWD SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00494674"/>
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        <payoffProfile>N/A</payoffProfile>
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        <name>N/A</name>
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      <invstOrSec>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTBRL__00495688"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTKRW__00502178"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00493849"/>
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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>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00493896"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502191"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00496821"/>
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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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      <invstOrSec>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00496204"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTMXN__00493143"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTZAR__00493474"/>
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      <invstOrSec>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00494298"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>N/A</name>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00502614"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00493947"/>
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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>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00495029"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00496771"/>
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        <balance>1.00000000</balance>
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        <valUSD>25063.83000000</valUSD>
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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>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <balance>3306000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-29</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00493534"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>United States of America</name>
        <lei>N/A</lei>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00501619"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <curSold>USD</curSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00502927"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="32.78450000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <curSold>USD</curSold>
            <amtCurPur>750000.00000000</amtCurPur>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502223"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>386.54000000</valUSD>
        <pctVal>0.000032192622</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <curSold>INR</curSold>
            <amtCurPur>57808.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>386.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IBEX 35 INDX FUTR JAN25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MFXIF5"/>
          <other otherDesc="Bloomberg Ticker" value="IBF5"/>
        </identifiers>
        <balance>64.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.96572000"/>
        <valUSD>7678648.05000000</valUSD>
        <pctVal>0.639509015078</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>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>IBEX 35 INDX FUTR Jan 2025</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            <expDate>2025-01-20</expDate>
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            <unrealizedAppr>-120519.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00496585"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.87000000"/>
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        <pctVal>-0.00105858376</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>308007.04000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>ZAR</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-12710.52000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00495602"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="85.61375000"/>
        <valUSD>-18752.08000000</valUSD>
        <pctVal>-0.00156174942</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1441135.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>122614926.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-18752.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00494316"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>44039.45000000</valUSD>
        <pctVal>0.003667784369</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>2716046.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2865930.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>44039.45000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FTSE TAIWAN INDEX JAN25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="STWNF5"/>
          <other otherDesc="Bloomberg Ticker" value="TWTF5"/>
        </identifiers>
        <balance>60.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4593600.00000000</valUSD>
        <pctVal>0.382573676060</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SGX FTSE Taiwan Index Future Jan 2025</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            </descRefInstrmnt>
            <expDate>2025-01-24</expDate>
            <notionalAmt>4652786.42000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-59186.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00493512"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="6.17785000"/>
        <valUSD>-3945.57000000</valUSD>
        <pctVal>-0.00032860310</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>CITIGROUP</counterpartyName>
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            <amtCurSold>70709.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>418000.00000000</amtCurPur>
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            <unrealizedAppr>-3945.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FTSE/MIB IDX FUT  MAR25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="IFSH5"/>
          <other otherDesc="Bloomberg Ticker" value="STH5"/>
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        <balance>126.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.96572000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FTSE/MIB IDX FUT Mar 2025</indexName>
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            <expDate>2025-03-24</expDate>
            <notionalAmt>22872630.13000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-496579.11000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00495705"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>535.10000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-03-19</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00496009"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00493532"/>
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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>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502567"/>
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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>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTHUF__00494331"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00493841"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>N/A</name>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00502162"/>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTILS__00496296"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCOP__00495971"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GOLD 100 OZ FUTR  FEB25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="GCG25"/>
          <other otherDesc="Bloomberg Ticker" value="GCG5"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Gold</issuerName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00496851"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTCNH__00495698"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTBRL__00501958"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2025-03-19</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00494665"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00493527"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502576"/>
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        <balance>1.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTILS__00496579"/>
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        <invCountry>IL</invCountry>

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        <name>J P MORGAN CHASE BANK</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: CNY/USD SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTCNH__00494232"/>
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        <name>United States of America</name>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTMXN__00495066"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00493893"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00493887"/>
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        <balance>1.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00494999"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502619"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <unrealizedAppr>112.89000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00501943"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5.06000000</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">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>3887302.00000000</amtCurSold>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>5.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 05/22/2025</title>
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        <identifiers>
          <isin value="US912797NM51"/>
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        <balance>100000000.00000000</balance>
        <units>PA</units>
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        <valUSD>98392424.00000000</valUSD>
        <pctVal>8.194520930464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-22</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00493909"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ZAR" exchangeRt="18.87000000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>946664.37000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00496841"/>
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        <currencyConditional curCd="MXN" exchangeRt="20.79275000"/>
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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>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>SERVICENOW, INC.</name>
        <lei>549300HJTQM36M0E1G39</lei>
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          <isin value="US81762P1021"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00496005"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-03-19</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00493122"/>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>J.P. MORGAN SECURITIES</name>
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      </invstOrSec>
      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTINR__00493804"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00503406"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00494956"/>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="6.17785000"/>
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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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <curPur>BRL</curPur>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00497013"/>
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        <currencyConditional curCd="TWD" exchangeRt="32.78450000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>63798.10000000</amtCurSold>
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            <unrealizedAppr>-980.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00498314"/>
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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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>12096774.00000000</amtCurSold>
            <curSold>CLP</curSold>
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            <unrealizedAppr>240.98000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00494706"/>
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        <balance>1.00000000</balance>
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        <valUSD>43424.23000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00495979"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00502592"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00496602"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTINR__00497009"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00502167"/>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00494285"/>
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      <invstOrSec>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00495031"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00498507"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NY HARB ULSD FUT  MAR25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="HOH25"/>
          <other otherDesc="Bloomberg Ticker" value="HOH5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Heating Oil</issuerName>
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                  <ticker value="HOH25"/>
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              </otherRefInst>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00493943"/>
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        <currencyConditional curCd="BRL" exchangeRt="6.17785000"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>613847.27000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00496318"/>
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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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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00502578"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL CANADA NET INDEX CAD REAL</title>
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        <identifiers>
          <other otherDesc="All Others" value="TM7CA319"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIGROUP GLOBAL MARKETS INC.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00501360"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>21088.05000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTCOP__00496794"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: USD/CZK SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00495662"/>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00493853"/>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTILS__00494245"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTCOP__00495972"/>
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        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTKRW__00495976"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00502185"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00495909"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>118786.34000000</amtCurSold>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-683.39000000</unrealizedAppr>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 10YR NOTE (CBT)MAR25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TYH25"/>
          <other otherDesc="Bloomberg Ticker" value="TYH5"/>
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        <balance>559.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US91282CLZ22"/>
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            <unrealizedAppr>-1096143.10000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00493563"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="994.52500000"/>
        <valUSD>-1814.32000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>75589.64000000</amtCurSold>
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            <settlementDt>2025-03-19</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00496574"/>
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        <currencyConditional curCd="CNY" exchangeRt="7.34150000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>22787.83000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTCOP__00494988"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-03-19</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00496203"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00496798"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-03-19</title>
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          <other otherDesc="FX Forwards" value="CCTILS__00493520"/>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00496553"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: USD/MXN SETTLE 2025-03-19</title>
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        <name>N/A</name>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00493897"/>
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      <invstOrSec>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00496815"/>
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          <other otherDesc="Bloomberg Ticker" value="UBH5"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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                <issuerName>Germany Govt. Bond Futures</issuerName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: CZK/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00494976"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00494705"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00496849"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>993.80000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>342341.00000000</amtCurSold>
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            <unrealizedAppr>993.80000000</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: PLN/USD SETTLE 2025-01-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00004059"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="4.13060000"/>
        <valUSD>-23782.65000000</valUSD>
        <pctVal>-0.00198071574</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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>3519972.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14445194.21000000</amtCurPur>
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            <unrealizedAppr>-23782.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00501913"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1373.21000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>1179256.00000000</amtCurSold>
            <curSold>CNY</curSold>
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            <curPur>USD</curPur>
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            <unrealizedAppr>1373.21000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00496360"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1472.15000000"/>
        <valUSD>-3653.43000000</valUSD>
        <pctVal>-0.00030427249</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>CITIGROUP</counterpartyName>
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            <amtCurSold>83127.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>117048711.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-3653.43000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00495053"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.87000000"/>
        <valUSD>-10908.03000000</valUSD>
        <pctVal>-0.00090846506</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>305232.44000000</amtCurSold>
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            <unrealizedAppr>-10908.03000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00498517"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>227.05000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00493834"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00496220"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <name>United States of America</name>
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        <fairValLevel>2</fairValLevel>
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          <other otherDesc="FX Forwards" value="CCTUSD__00496853"/>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTTWD__00501639"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTCNH__00496273"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00501940"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MSCI SING IX ETS  JAN25 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="SSGF5"/>
          <other otherDesc="Bloomberg Ticker" value="QZF5"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BARCLAY BANK PLC</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <indexBasketInfo>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00495646"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-03-19</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00495949"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTBRL__00494203"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTPHP__00496572"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00494673"/>
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      <invstOrSec>
        <name>N/A</name>
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        <title>E-MINI RUSS 2000  MAR25 PHYSICAL INDEX FUTURE.</title>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTBRL__00501942"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00496604"/>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTCOP__00503411"/>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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                <issuerName>Germany Govt. Bond Futures</issuerName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00501610"/>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCOP__00493494"/>
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        <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>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>7369.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32760416.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-5.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00493861"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>241.94000000</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <curSold>ZAR</curSold>
            <amtCurPur>5998.61000000</amtCurPur>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>241.94000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00496810"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.79275000"/>
        <valUSD>-1349.02000000</valUSD>
        <pctVal>-0.00011235186</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>CITIGROUP</counterpartyName>
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            <amtCurSold>56197.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1155000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-1349.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00501632"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>282.16000000</valUSD>
        <pctVal>0.000023499431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>250000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>12154.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>282.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00495068"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.79275000"/>
        <valUSD>-98.91000000</valUSD>
        <pctVal>-0.00000823762</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>39869.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>837500.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-98.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00496251"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>398.37000000</valUSD>
        <pctVal>0.000033177872</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>719478.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>30047.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>398.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00496007"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>806.10000000</valUSD>
        <pctVal>0.000067135283</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>917550.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>44378.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>806.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00503390"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>26.85000000</valUSD>
        <pctVal>0.000002236177</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>1675000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>19457.54000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>26.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00501906"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="24.31195000"/>
        <valUSD>-668.95000000</valUSD>
        <pctVal>-0.00005571287</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>CITIGROUP</counterpartyName>
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            <amtCurSold>41877.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-668.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00496317"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1030.09000000</valUSD>
        <pctVal>0.000085790081</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>389200.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>95004.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>1030.09000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00495622"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.79275000"/>
        <valUSD>-15820.37000000</valUSD>
        <pctVal>-0.00131758470</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>CITIGROUP</counterpartyName>
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            <amtCurSold>1382574.96000000</amtCurSold>
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            <amtCurPur>28781190.00000000</amtCurPur>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-15820.37000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00496603"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1378.65000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>302375.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>49675.04000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00496224"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.87000000"/>
        <valUSD>-11281.63000000</valUSD>
        <pctVal>-0.00093957999</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>307029.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5619169.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-11281.63000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00494277"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="THB" exchangeRt="34.09500000"/>
        <valUSD>926.84000000</valUSD>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>70951.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2437500.00000000</amtCurPur>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>926.84000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTZAR__00501921"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00496346"/>
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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>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>85200.00000000</amtCurSold>
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            <amtCurPur>13875.02000000</amtCurPur>
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            <unrealizedAppr>266.58000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00503186"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4405.54000000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>2.85000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00494690"/>
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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>J.P. MORGAN SECURITIES</counterpartyName>
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            <curSold>ZAR</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00496022"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1472.15000000"/>
        <valUSD>-5631.10000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>107478.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>150000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>-5631.10000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00496011"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="994.52500000"/>
        <valUSD>-739.82000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00494670"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="32.78450000"/>
        <valUSD>-2660.64000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00496822"/>
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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>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00494237"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00493525"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00496256"/>
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      <invstOrSec>
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        <name>United States of America</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00502581"/>
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        <name>CITIGROUP</name>
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        <name>N/A</name>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00493450"/>
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        <name>N/A</name>
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              <counterpartyName>BARCLAY BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00502609"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTINR__00494226"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00501340"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00498317"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCLP__00495912"/>
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      <invstOrSec>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCOP__00494987"/>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
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          <ticker value="FGBSH5"/>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-01-10</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00004077"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTILS__00494653"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00502615"/>
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        <name>CITIGROUP</name>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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      <invstOrSec>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00495012"/>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTCOP__00503388"/>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTTWD__00501896"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>48958.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00495663"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>478.84000000</valUSD>
        <pctVal>0.000039879741</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>840854.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>35129.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>478.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-03-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00496243"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4600.91000000</valUSD>
        <pctVal>0.000383182482</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>400125.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>298900.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-03-19</settlementDt>
            <unrealizedAppr>4600.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2024-12-31</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL MANAGED TRUST</ncom:nameOfApplicant>
      <ncom:signature>Glenn Kurdziel</ncom:signature>
      <ncom:signerName>Glenn Kurdziel</ncom:signerName>
      <ncom:title>Controller and Chief Financial Officer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
