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        <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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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCNH__00510811"/>
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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>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00511130"/>
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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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            <amtCurSold>120210.13000000</amtCurSold>
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            <unrealizedAppr>-1701.49000000</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COTTON NO.2 FUTR  JUL25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="CTN5"/>
          <other otherDesc="Bloomberg Ticker" value="CTN5"/>
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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>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Cotton</issuerName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00512588"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ILS" exchangeRt="3.72695000"/>
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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>11582.07000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510818"/>
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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>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1000000.00000000</amtCurSold>
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            <amtCurPur>29908.55000000</amtCurPur>
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            <unrealizedAppr>257.22000000</unrealizedAppr>
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        </derivativeInfo>
        <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: USD/BRL SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517403"/>
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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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1500.00000000</amtCurSold>
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            <amtCurPur>260.07000000</amtCurPur>
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            <unrealizedAppr>2.51000000</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: USD/CLP SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517414"/>
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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>
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            <counterparties>
              <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 2025-06-18</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCZK__00511762"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <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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          <other otherDesc="FX Forwards" value="CCTHUF__00512149"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00514137"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>30000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>81267.47000000</amtCurPur>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00511911"/>
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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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            <amtCurSold>13393.08000000</amtCurSold>
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            <amtCurPur>80117.00000000</amtCurPur>
            <curPur>BRL</curPur>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00512670"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>3514033.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2729500.00000000</amtCurPur>
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            <unrealizedAppr>8054.65000000</unrealizedAppr>
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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: USD/HUF SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513885"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>836.36000000</valUSD>
        <pctVal>0.000071441140</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>27857143.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>75222.82000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>836.36000000</unrealizedAppr>
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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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00512914"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="33.20250000"/>
        <valUSD>-1590.91000000</valUSD>
        <pctVal>-0.00013589414</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>120099.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3916668.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-1590.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511540"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-22.93000000</valUSD>
        <pctVal>-0.00000195866</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>1250000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>37041.23000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-22.93000000</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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00511849"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="85.47250000"/>
        <valUSD>21475.15000000</valUSD>
        <pctVal>0.001834388547</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>884734.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77893229.00000000</amtCurPur>
            <curPur>INR</curPur>
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            <unrealizedAppr>21475.15000000</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: USD/EUR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511853"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-152648.63000000</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>3961771.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4145776.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-152648.63000000</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: USD/CZK SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511182"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4764.16000000</valUSD>
        <pctVal>-0.00040695038</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>4228385.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>178442.09000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-4764.16000000</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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00512126"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="33.20250000"/>
        <valUSD>-1111.01000000</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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>119619.62000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510822"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>45999.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512899"/>
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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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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1437500.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00512610"/>
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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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            <amtCurSold>24200.22000000</amtCurSold>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00509758"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4192.47000000"/>
        <valUSD>-1143.23000000</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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>60589.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>251726190.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-1143.23000000</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: USD/EUR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510442"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4817.86000000</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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>157000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>165523.32000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-4817.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00511816"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="33.92500000"/>
        <valUSD>885.04000000</valUSD>
        <pctVal>0.000075599343</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>125133.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4250000.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>885.04000000</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: INR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00511541"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="85.47250000"/>
        <valUSD>4009.33000000</valUSD>
        <pctVal>0.000342473465</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>182134.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16000000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>4009.33000000</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: USD/SGD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517909"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>138.82000000</valUSD>
        <pctVal>0.000011857883</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>35000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>26294.78000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>138.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SILVER FUTURE     JUL25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SIN25"/>
          <other otherDesc="Bloomberg Ticker" value="SIN5"/>
        </identifiers>
        <balance>6.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1048020.00000000</valUSD>
        <pctVal>0.089520952627</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>Silver</issuerName>
                <issueTitle>SILVER FUTURE Jul 2025</issueTitle>
                <identifiers>
                  <ticker value="SIN25"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-08-01</expDate>
            <notionalAmt>1048720.02000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-700.02000000</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: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00511447"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
        <valUSD>725.20000000</valUSD>
        <pctVal>0.000061945950</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>238868.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>228124575.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>725.20000000</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: USD/ILS SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517917"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>485.24000000</valUSD>
        <pctVal>0.000041448776</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>299500.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>81020.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>485.24000000</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: USD/ZAR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517612"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>485.09000000</valUSD>
        <pctVal>0.000041435963</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>1000000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>54519.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>485.09000000</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: PLN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00512575"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.87800000"/>
        <valUSD>923.40000000</valUSD>
        <pctVal>0.000078876021</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>486984.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1897358.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>923.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 04/17/2025</title>
        <cusip>912797KS5</cusip>
        <identifiers>
          <isin value="US912797KS58"/>
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        <balance>25000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24952783.25000000</valUSD>
        <pctVal>2.131444941183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-17</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00512967"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>-1961.99000000</valUSD>
        <pctVal>-0.00016759147</pctVal>
        <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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>4055973.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3736500.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-1961.99000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>BRK: CITIGROUP REF: MSCI THAILAND NET INDEX USD END OF DAY UNHEDG</title>
        <cusip>TSTHF0618</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TSTHF0618"/>
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        <balance>924550.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-12509.43000000</valUSD>
        <pctVal>-0.00106854457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="1445.64000000">
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2025-06-18</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-930.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-12509.43000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SET50 FUTURES     JUN25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="S50M5"/>
          <other otherDesc="Bloomberg Ticker" value="BCM5"/>
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        <balance>-32.00000000</balance>
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        <currencyConditional curCd="THB" exchangeRt="33.92500000"/>
        <valUSD>-137809.88000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BARCLAY BANK PLC</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SET50 FUTURES Jun 2025</indexName>
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            <expDate>2025-06-30</expDate>
            <notionalAmt>-141467.87000000</notionalAmt>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTBRL__00509744"/>
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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>
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          <other otherDesc="FX Forwards" value="CCTUSD__00511485"/>
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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>230893.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00518131"/>
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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>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-04-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00007034"/>
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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">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>12480000.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00511190"/>
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        <currencyConditional curCd="ILS" exchangeRt="3.72695000"/>
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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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>76688.38000000</amtCurSold>
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            <unrealizedAppr>-3266.49000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00512318"/>
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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>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>884425.51000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COCOA FUTURE      JUL25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="CCN5"/>
          <other otherDesc="Bloomberg Ticker" value="CCN5"/>
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        <balance>11.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>867680.00000000</valUSD>
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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>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>Cocoa</issuerName>
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                  <ticker value="CCN25"/>
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            <expDate>2025-07-19</expDate>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TSY INFL IX N/B 1.875000% 07/15/2034</title>
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          <isin value="US91282CLE92"/>
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        <curCd>USD</curCd>
        <valUSD>6635569.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTCLP__00512173"/>
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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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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>KC HRW WHEAT FUT  MAY25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="KWK25"/>
          <other otherDesc="Bloomberg Ticker" value="KWK5"/>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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                <issuerName>Wheat</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   JUN25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="LGOM5"/>
          <other otherDesc="Bloomberg Ticker" value="QSM5"/>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00513225"/>
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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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>3338163.00000000</amtCurSold>
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            <amtCurPur>145098.94000000</amtCurPur>
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            <unrealizedAppr>463.97000000</unrealizedAppr>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513449"/>
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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>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>6000000.00000000</amtCurSold>
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            <amtCurPur>292756.49000000</amtCurPur>
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            <unrealizedAppr>2511.18000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00511237"/>
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        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.72695000"/>
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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>76660.32000000</amtCurSold>
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            <unrealizedAppr>-3238.43000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00510843"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="33.20250000"/>
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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>15352.41000000</amtCurSold>
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            <amtCurPur>500000.00000000</amtCurPur>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-223.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPI 200 FUTURES   JUN25 PHYSICAL INDEX FUTURE.</title>
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        <identifiers>
          <ticker value="YAPM5"/>
          <other otherDesc="Bloomberg Ticker" value="XPM5"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</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>SPI 200 Future Jun 2025</indexName>
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            <expDate>2025-06-22</expDate>
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            <unrealizedAppr>213449.67000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL NETHERLANDS NET INDEX EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TM7NL618"/>
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        <balance>2580861.20000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>91392.93000000</valUSD>
        <pctVal>0.007806704220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="3365.64000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <pmntCurCd>EUR</pmntCurCd>
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            <rcptCurCd>EUR</rcptCurCd>
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            <curCd>EUR</curCd>
            <unrealizedAppr>91392.93000000</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>CONSTELLATION SOFTWARE INC - WARRANTS ISSUE 1:1</title>
        <cusip>21037X134</cusip>
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          <isin value="CA21037X1345"/>
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        <balance>100.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.43925000"/>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00514136"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1159.39000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>30000000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512107"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>3345241.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00511224"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>16082.27000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FTSE KLCI FUTURE  APR25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="FKLIJ25"/>
          <other otherDesc="Bloomberg Ticker" value="IKJ5"/>
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        <assetCat>DE</assetCat>
        <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>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Bursa Malaysia Derivatives Data FTSE Bursa Malaysia KLCI Index Future Apr 2025</indexName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512982"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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: USD/HUF SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512940"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <name>United States of America</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN OIL FUTR  MAY25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="BOK25"/>
          <other otherDesc="Bloomberg Ticker" value="BOK5"/>
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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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              <otherRefInst>
                <issuerName>Soybean Oil</issuerName>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTTWD__00510023"/>
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        <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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>120476.97000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00511466"/>
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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>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513511"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>633500.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00518349"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1289.89000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>323500.00000000</amtCurSold>
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        </derivativeInfo>
        <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: USD/THB SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510817"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>257.07000000</valUSD>
        <pctVal>0.000021958694</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>CITIGROUP</counterpartyName>
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            <amtCurSold>1000000.00000000</amtCurSold>
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            <amtCurPur>29908.40000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00510510"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GASOLINE RBOB FUT JUN25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="RBM25"/>
          <other otherDesc="Bloomberg Ticker" value="XBM5"/>
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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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                <issuerName>Unleaded Gas</issuerName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: CZK/USD SETTLE 2025-06-18</title>
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      <invstOrSec>
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        <name>United States of America</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00511856"/>
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        <curCd>USD</curCd>
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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>
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          <other otherDesc="FX Forwards" value="CCTUSD__00513464"/>
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        <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: INR/USD SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00512881"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>889836.53000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00511522"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
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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>
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            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>11517.18000000</amtCurSold>
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            <amtCurPur>11000000.00000000</amtCurPur>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00517602"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="85.47250000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>69070.21000000</amtCurSold>
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            <amtCurPur>6000000.00000000</amtCurPur>
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            <unrealizedAppr>733.81000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MSCI SING IX ETS  APR25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SSGJ5"/>
          <other otherDesc="Bloomberg Ticker" value="QZJ5"/>
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        <valUSD>-753924.57000000</valUSD>
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        <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>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MSCI SING IX ETS Apr 2025</indexName>
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            <expDate>2025-05-02</expDate>
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            <curCd>SGD</curCd>
            <unrealizedAppr>15776.50000000</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: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00511896"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>11323.78000000</amtCurSold>
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            <unrealizedAppr>19.21000000</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: USD/CZK SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513212"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>494.55000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>3218943.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NY HARB ULSD FUT  JUN25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="HOM25"/>
          <other otherDesc="Bloomberg Ticker" value="HOM5"/>
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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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              <otherRefInst>
                <issuerName>Heating Oil</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00511097"/>
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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>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00517142"/>
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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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTBRL__00518154"/>
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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: USD/CNY SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00518535"/>
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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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTBRL__00510093"/>
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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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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTCLP__00511102"/>
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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>
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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="CCTINR__00511514"/>
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        <currencyConditional curCd="INR" exchangeRt="85.47250000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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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: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00510786"/>
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        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
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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>1987855.31000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511805"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-870.57000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>3750000.00000000</amtCurSold>
            <curSold>PHP</curSold>
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            <unrealizedAppr>-870.57000000</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: INR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00510128"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="85.47250000"/>
        <valUSD>1233.77000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>76714.05000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00517748"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>-1298.82000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>146421.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3000000.00000000</amtCurPur>
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            <unrealizedAppr>-1298.82000000</unrealizedAppr>
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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: SGD/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSGD__00516945"/>
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        <balance>1.00000000</balance>
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        <valUSD>-2102.09000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>251704.71000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510774"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>3677840.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00511479"/>
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        <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>119953.02000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00518157"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2025-04-10</title>
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          <other otherDesc="FX Forwards" value="CCTPLN__00007042"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTTWD__00512125"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00512980"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="33.92500000"/>
        <valUSD>-124.99000000</valUSD>
        <pctVal>-0.00001067653</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>
            </counterparties>
            <amtCurSold>14950.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-124.99000000</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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00511583"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
        <valUSD>686.10000000</valUSD>
        <pctVal>0.000058606062</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>
            </counterparties>
            <amtCurSold>28637.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>170778.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>686.10000000</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: PLN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00511114"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.87800000"/>
        <valUSD>9396.84000000</valUSD>
        <pctVal>0.000802669861</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>478511.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1897357.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>9396.84000000</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: CNY/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00510781"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.26590000"/>
        <valUSD>-2940.95000000</valUSD>
        <pctVal>-0.00025121337</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>1135210.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8180923.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-2940.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HANG SENG IDX FUT APR25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HSIJ5"/>
          <other otherDesc="Bloomberg Ticker" value="HIJ5"/>
        </identifiers>
        <balance>7.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.78030000"/>
        <valUSD>1041952.10000000</valUSD>
        <pctVal>0.089002637912</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>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>HANG SENG IDX FUT Apr 2025</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2025-05-02</expDate>
            <notionalAmt>1062276.92000000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>-20324.82000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL MEXICO NET RETURN INDEX IN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TRM7MX618"/>
        </identifiers>
        <balance>1999916.16000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>870.07000000</valUSD>
        <pctVal>0.000074320619</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS INC.</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="283.64000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2025-06-18</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>MXN</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>MXN</rcptCurCd>
            <notionalAmt>-1486.00000000</notionalAmt>
            <curCd>MXN</curCd>
            <unrealizedAppr>870.07000000</unrealizedAppr>
          </swapDeriv>
        </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: EUR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00513879"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>-14083.97000000</valUSD>
        <pctVal>-0.00120304041</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>1269400.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1157000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-14083.97000000</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: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00512685"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
        <valUSD>-181.95000000</valUSD>
        <pctVal>-0.00001554201</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>10737.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10050000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-181.95000000</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: USD/THB SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513479"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>63.45000000</valUSD>
        <pctVal>0.000005419843</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>500000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>14889.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>63.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NMC HEALTH PLC</name>
        <lei>2138008YQEVWBE1V2M52</lei>
        <title>NMC HEALTH PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B7FC0762"/>
        </identifiers>
        <balance>12179.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
        <valUSD>0.01000000</valUSD>
        <pctVal>0.000000000854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COCOA FUTURE - IC MAY25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCCK5"/>
          <other otherDesc="Bloomberg Ticker" value="QCK5"/>
        </identifiers>
        <balance>-4.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
        <valUSD>-320004.12000000</valUSD>
        <pctVal>-0.02733447230</pctVal>
        <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>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Cocoa</issuerName>
                <issueTitle>Cocoa Future May 2025</issueTitle>
                <identifiers>
                  <ticker value="QCK25"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-05-17</expDate>
            <notionalAmt>-335937.51000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>15933.39000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BUXL 30Y BND JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBXM5"/>
          <other otherDesc="Bloomberg Ticker" value="UBM5"/>
        </identifiers>
        <balance>94.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>12109576.03000000</valUSD>
        <pctVal>1.034389402994</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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Germany Govt. Bond Futures</issuerName>
                <issueTitle>EURO BUXL 30Y BND Jun 2025</issueTitle>
                <identifiers>
                  <isin value="DE000BU2D004"/>
                  <ticker value="FGBXM25"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-06-09</expDate>
            <notionalAmt>12190902.88000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-81326.85000000</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="TM7HK618"/>
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        <balance>257.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.78030000"/>
        <valUSD>-107106.40000000</valUSD>
        <pctVal>-0.00914893509</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>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>-20289106.58000000</notionalAmt>
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            <unrealizedAppr>-107106.40000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCLP__00510447"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>10143.21000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00514135"/>
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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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>28540.73000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FTSE TAIWAN INDEX APR25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="STWNJ5"/>
          <other otherDesc="Bloomberg Ticker" value="TWTJ5"/>
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        <curCd>USD</curCd>
        <valUSD>2571870.00000000</valUSD>
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        <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>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SGX FTSE Taiwan Index Future Apr 2025</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            <expDate>2025-05-02</expDate>
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            <curCd>USD</curCd>
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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: USD/CNY SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00518553"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-0.83000000</valUSD>
        <pctVal>-0.00000007089</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>CITIGROUP</counterpartyName>
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            <amtCurSold>5000.00000000</amtCurSold>
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            <unrealizedAppr>-0.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00512567"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
        <valUSD>-3701.18000000</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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>243295.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>228124574.00000000</amtCurPur>
            <curPur>CLP</curPur>
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        </derivativeInfo>
        <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: TWD/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00511536"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="33.20250000"/>
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        <pctVal>-0.00012777334</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>120004.45000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>TWD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-1495.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J P MORGAN CHASE BANK</name>
        <lei>N/A</lei>
        <title>LME ZINC FUTURE   JUN25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CMZNM25"/>
          <other otherDesc="Bloomberg Ticker" value="LXM5"/>
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        <balance>51.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>J P MORGAN CHASE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Other" value="N/A"/>
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            <expDate>2025-06-19</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-46514.49000000</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: EUR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00513878"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>-14077.62000000</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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>1269394.43000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES .25%  07/15/29</title>
        <cusip>9128287D6</cusip>
        <identifiers>
          <isin value="US9128287D64"/>
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        <balance>4715000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5608460.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00510844"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="33.20250000"/>
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        <assetCat>DFE</assetCat>
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        <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>15352.49000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512138"/>
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        <balance>1.00000000</balance>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTBRL__00510458"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00511202"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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            <amtCurSold>9626.47000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-06-18</title>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00514132"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00512563"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTCOP__00510121"/>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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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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      <invstOrSec>
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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>
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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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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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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>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00514147"/>
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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>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513465"/>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00512599"/>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00517143"/>
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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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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511510"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00514125"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>45999.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511516"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2576.01000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>2000000.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510896"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>987726.00000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WHEAT FUTURE(CBT) MAY25 PHYSICAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="WK25"/>
          <other otherDesc="Bloomberg Ticker" value="W K5"/>
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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>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Wheat</issuerName>
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                  <ticker value="WK25"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00513177"/>
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        <currencyConditional curCd="CZK" exchangeRt="23.13415000"/>
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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: TWD/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00512361"/>
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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>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTTWD__00510491"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCNH__00511176"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00514127"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>226.79000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>174500.00000000</amtCurSold>
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            <amtCurPur>45099.71000000</amtCurPur>
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            <unrealizedAppr>226.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 0.100000% 03/01/2036</title>
        <cusip>F43750LF7</cusip>
        <identifiers>
          <isin value="FR0013524014"/>
        </identifiers>
        <balance>7000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>7438608.59000000</valUSD>
        <pctVal>0.635399445815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00517129"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>-4457.90000000</valUSD>
        <pctVal>-0.00038078992</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>270516.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5500000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-4457.90000000</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: USD/EUR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00516935"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1210.38000000</valUSD>
        <pctVal>0.000103389601</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>128001.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>140088.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>1210.38000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511857"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-155589.55000000</valUSD>
        <pctVal>-0.01329032340</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>3961774.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4142838.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-155589.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00510884"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
        <valUSD>-138.54000000</valUSD>
        <pctVal>-0.00001183396</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>10693.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10050000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-138.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="BBHMMSEI"/>
        </identifiers>
        <balance>53377836.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.01000000</valUSD>
        <pctVal>0.000000000854</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00512136"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.39190000"/>
        <valUSD>2262.01000000</valUSD>
        <pctVal>0.000193218917</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>132824.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>2262.01000000</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: USD/PHP SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512617"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-254.63000000</valUSD>
        <pctVal>-0.00002175027</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>2500000.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>43331.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-254.63000000</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: USD/ZAR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510427"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-31.55000000</valUSD>
        <pctVal>-0.00000269497</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>CITIGROUP</counterpartyName>
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            <amtCurSold>359374.00000000</amtCurSold>
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            <unrealizedAppr>-31.55000000</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: CNY/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00513860"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="7.26590000"/>
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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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            <amtCurSold>19100.02000000</amtCurSold>
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            <settlementDt>2025-06-18</settlementDt>
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        <securityLending>
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      <invstOrSec>
        <name>JP MORGAN CHASE BANK N.A.</name>
        <lei>984500653R409CC5AB28</lei>
        <title>REF: HSHARES IDX FUT APR25 BRK: JP MORGAN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HCJ5 INDEX"/>
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        <balance>361.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.78030000"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <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"/>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00510841"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>889392.51000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00510415"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="33.20250000"/>
        <valUSD>-1930.68000000</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>120439.32000000</amtCurSold>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-1930.68000000</unrealizedAppr>
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        <securityLending>
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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: EUR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00513473"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>-3940.33000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTCLP__00511901"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GOLD 100 OZ FUTR  JUN25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="GCM25"/>
          <other otherDesc="Bloomberg Ticker" value="GCM5"/>
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        <assetCat>DCO</assetCat>
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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>
            <descRefInstrmnt>
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                <issuerName>Gold</issuerName>
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                  <ticker value="GCM25"/>
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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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00511829"/>
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        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
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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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            <amtCurSold>13294.09000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510834"/>
        </identifiers>
        <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>CITIGROUP</counterpartyName>
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            <amtCurSold>153928.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00511900"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00510494"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-SCHATZ FUT   JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBSM5"/>
          <other otherDesc="Bloomberg Ticker" value="DUM5"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>J P MORGAN CHASE BANK</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Germany Govt. Bond Futures</issuerName>
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                  <isin value="DE000BU22080"/>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00511186"/>
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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>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00510492"/>
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        <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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-06-18</title>
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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="CCTPLN__00511781"/>
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        <invCountry>PA</invCountry>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513478"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00513481"/>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00514124"/>
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              <counterpartyName>CITIGROUP</counterpartyName>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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              <counterpartyName>CITIGROUP</counterpartyName>
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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="CCTUSD__00514146"/>
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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: USD/EUR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511201"/>
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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>

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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: HUF/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00510471"/>
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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>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>KC HRW WHEAT FUT  JUL25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="KWN25"/>
          <other otherDesc="Bloomberg Ticker" value="KWN5"/>
        </identifiers>
        <balance>15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>427500.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Wheat</issuerName>
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                  <ticker value="KWCN25"/>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CRUDE FUTR  JUL25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="LCON5"/>
          <other otherDesc="Bloomberg Ticker" value="CON5"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>Crude Oil</issuerName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00512623"/>
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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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          <ticker value="ESM25"/>
          <other otherDesc="Bloomberg Ticker" value="ESM5"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: KRW/USD SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTKRW__00517924"/>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>JP MORGAN CHASE BANK N.A.</name>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTINR__00512571"/>
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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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            <amtCurSold>886679.25000000</amtCurSold>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00512587"/>
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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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00510422"/>
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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>
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            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>127752.95000000</amtCurSold>
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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="CCTINR__00509748"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517136"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510028"/>
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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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTPLN__00513487"/>
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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>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
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      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00510103"/>
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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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            <amtCurPur>79330.29000000</amtCurPur>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511796"/>
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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>CITIGROUP</counterpartyName>
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            <curSold>THB</curSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00511156"/>
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        <currencyConditional curCd="TWD" exchangeRt="33.20250000"/>
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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>30700.62000000</amtCurSold>
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            <unrealizedAppr>-443.10000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517417"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000026965109</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>CITIGROUP</counterpartyName>
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            <amtCurSold>1000000.00000000</amtCurSold>
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            <amtCurPur>54350.25000000</amtCurPur>
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            <unrealizedAppr>315.68000000</unrealizedAppr>
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        <securityLending>
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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: EUR/USD SETTLE 2025-04-01</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00518906"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>3901947.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3607000.00000000</amtCurPur>
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            <unrealizedAppr>-5647.04000000</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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00510459"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
        <valUSD>496.83000000</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>76084.02000000</amtCurSold>
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            <amtCurPur>446000.00000000</amtCurPur>
            <curPur>BRL</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511537"/>
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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"/>
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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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            <amtCurSold>230893.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511527"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2005.17000000</valUSD>
        <pctVal>-0.00017127986</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>CITIGROUP</counterpartyName>
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            <amtCurSold>409800.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>103375.48000000</amtCurPur>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00511170"/>
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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>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTCNH__00514130"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>Repubblica Italiana</name>
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        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/CNY SETTLE 2025-06-18</title>
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        <name>CITIGROUP</name>
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        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
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        <name>CITIGROUP</name>
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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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          <other otherDesc="FX Forwards" value="CCTILS__00510863"/>
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        <assetCat>DFE</assetCat>
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        <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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00510878"/>
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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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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-5/8% 04/15/28</title>
        <cusip>912810FD5</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00511518"/>
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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>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>72240.14000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00517603"/>
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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>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>69069.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6000000.00000000</amtCurPur>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513227"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>463.25000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>3338163.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513488"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>317.31000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>3750000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511800"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00510007"/>
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        <assetCat>DFE</assetCat>
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        <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>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTZAR__00510826"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTINR__00517929"/>
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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>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL SOUTH AFRICA NET INDEX ZAR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TM7ZA618"/>
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        <assetCat>DE</assetCat>
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        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS INC.</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="6594.43000000">
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            <terminationDt>2025-06-18</terminationDt>
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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: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00512686"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>10737.29000000</amtCurSold>
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            <unrealizedAppr>-182.01000000</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: USD/CNY SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513459"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>320.32000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>1843999.00000000</amtCurSold>
            <curSold>CNY</curSold>
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            <unrealizedAppr>320.32000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511509"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16087.02000000</valUSD>
        <pctVal>-0.00137413919</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>516500.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>544302.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-16087.02000000</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: USD/ZAR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513869"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>88.34000000</valUSD>
        <pctVal>0.000007545925</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>2250000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>121666.13000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>88.34000000</unrealizedAppr>
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        </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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00514148"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="85.47250000"/>
        <valUSD>550.16000000</valUSD>
        <pctVal>0.000046994186</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>28534.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>550.16000000</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: USD/PLN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510092"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3147.33000000</valUSD>
        <pctVal>-0.00026884217</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>457714.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>114554.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-3147.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033</title>
        <cusip>91282CGK1</cusip>
        <identifiers>
          <isin value="US91282CGK18"/>
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        <balance>8017000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8190142.64000000</valUSD>
        <pctVal>0.699594827666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00511586"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
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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>28699.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>171046.00000000</amtCurPur>
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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: USD/ZAR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513868"/>
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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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>2250000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>121665.52000000</amtCurPur>
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            <unrealizedAppr>87.73000000</unrealizedAppr>
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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: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00517944"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
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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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            <amtCurSold>15731.81000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512117"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-411.99000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>153929.00000000</amtCurSold>
            <curSold>SGD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00510479"/>
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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>
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            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>120428.78000000</amtCurSold>
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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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00517943"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>15731.89000000</amtCurSold>
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            <unrealizedAppr>36.55000000</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: USD/PHP SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512907"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>113.56000000</valUSD>
        <pctVal>0.000009700195</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>3750000.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>65492.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>113.56000000</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: PLN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00516953"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.87800000"/>
        <valUSD>-827.53000000</valUSD>
        <pctVal>-0.00007068688</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>113074.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>436500.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-827.53000000</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: TWD/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00510084"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="33.20250000"/>
        <valUSD>-1912.76000000</valUSD>
        <pctVal>-0.00016338628</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>
            </counterparties>
            <amtCurSold>120421.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3916666.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-1912.76000000</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: COP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00511138"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4192.47000000"/>
        <valUSD>-344.10000000</valUSD>
        <pctVal>-0.00002939272</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>31451.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>131726190.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-344.10000000</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: USD/CZK SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517928"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>64.14000000</valUSD>
        <pctVal>0.000005478782</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>500000.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>21728.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>64.14000000</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: ZAR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00510867"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.39190000"/>
        <valUSD>2299.28000000</valUSD>
        <pctVal>0.000196402488</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>1098462.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20371426.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>2299.28000000</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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00511189"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.72695000"/>
        <valUSD>-3266.09000000</valUSD>
        <pctVal>-0.00027898655</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>76687.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>273046.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-3266.09000000</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: THB/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00512924"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="33.92500000"/>
        <valUSD>-1017.53000000</valUSD>
        <pctVal>-0.00008691652</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>
            </counterparties>
            <amtCurSold>127035.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4250000.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-1017.53000000</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: USD/CZK SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511870"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7086.80000000</valUSD>
        <pctVal>-0.00060534826</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>4228386.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>176119.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-7086.80000000</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: USD/THB SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510448"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>123.04000000</valUSD>
        <pctVal>0.000010509969</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>300000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>9018.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>123.04000000</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: USD/PLN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511866"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3116.18000000</valUSD>
        <pctVal>-0.00026618137</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>410427.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>102425.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-3116.18000000</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: USD/ILS SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517155"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>696.08000000</valUSD>
        <pctVal>0.000059458545</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>157198.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>42966.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>696.08000000</unrealizedAppr>
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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: ILS/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00513865"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ILS" exchangeRt="3.72695000"/>
        <valUSD>-552.94000000</valUSD>
        <pctVal>-0.00004723165</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>27577.22000000</amtCurSold>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-552.94000000</unrealizedAppr>
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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: ZAR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00512658"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.39190000"/>
        <valUSD>2684.50000000</valUSD>
        <pctVal>0.000229307644</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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>995879.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>18480100.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2025-06-18</settlementDt>
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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: EUR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00512664"/>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <curSold>KRW</curSold>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00512991"/>
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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>
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          <other otherDesc="FX Forwards" value="CCTCLP__00511562"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>9802.18000000</amtCurSold>
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            <amtCurPur>9338000.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510015"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>457714.00000000</amtCurSold>
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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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00511912"/>
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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>13440.33000000</amtCurSold>
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            <amtCurPur>80117.00000000</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: INR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00514149"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="85.47250000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>28534.99000000</amtCurSold>
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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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00511577"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
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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>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00518536"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <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: MXN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00510431"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
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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>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00511904"/>
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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>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTILS__00510505"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-06-18</title>
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        <name>CITIGROUP</name>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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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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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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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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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00511150"/>
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        <name>United States of America</name>
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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>U.S. Treasury Futures</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>10331.15000000</amtCurSold>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>United States of America</name>
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            <amtCurPur>48050750.00000000</amtCurPur>
            <curPur>MXN</curPur>
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            <unrealizedAppr>-536.67000000</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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00510498"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.72695000"/>
        <valUSD>-3398.79000000</valUSD>
        <pctVal>-0.00029032167</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>81152.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>289155.00000000</amtCurPur>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-3398.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   MAY25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LGOK5"/>
          <other otherDesc="Bloomberg Ticker" value="QSK5"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>68200.00000000</valUSD>
        <pctVal>0.005825584406</pctVal>
        <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="ARAK25"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-05-15</expDate>
            <notionalAmt>64827.02000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3372.98000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME LEAD FUTURE   JUN25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CMPBM25"/>
          <other otherDesc="Bloomberg Ticker" value="LLM5"/>
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        <balance>9.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>452234.25000000</valUSD>
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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>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Lead</issuerName>
                <issueTitle>Lead Composite Commodity Future Jun 2025</issueTitle>
                <identifiers>
                  <ticker value="PBM25"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-06-19</expDate>
            <notionalAmt>447198.67000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5035.58000000</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: USD/PLN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511476"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-452.78000000</valUSD>
        <pctVal>-0.00003867607</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>95828.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>24189.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-452.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00512891"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="23.13415000"/>
        <valUSD>8.60000000</valUSD>
        <pctVal>0.000000734604</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>12612.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>291297.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>8.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512618"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-254.41000000</valUSD>
        <pctVal>-0.00002173147</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>CITIGROUP</counterpartyName>
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            <amtCurSold>2500000.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>43331.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-254.41000000</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: ZAR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00512579"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.39190000"/>
        <valUSD>1145.26000000</valUSD>
        <pctVal>0.000097827108</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>280261.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5207900.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>1145.26000000</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: HUF/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00510399"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="373.12540000"/>
        <valUSD>5254.38000000</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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>162646.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>62877590.00000000</amtCurPur>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>5254.38000000</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: USD/HUF SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513484"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2150.35000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>85302491.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00510470"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="HUF" exchangeRt="373.12540000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2025-04-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00007041"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PHP" exchangeRt="57.22500000"/>
        <valUSD>-7491.01000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>12480000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00512174"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
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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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          <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: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00510876"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
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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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>970456.48000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  MAY25 PHYSICAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="NGK25"/>
          <other otherDesc="Bloomberg Ticker" value="NGK25"/>
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        <balance>21.00000000</balance>
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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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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTPLN__00511467"/>
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        <isRestrictedSec>N</isRestrictedSec>

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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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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTCLP__00512876"/>
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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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          <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>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00511589"/>
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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>28812.11000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00511542"/>
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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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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00512169"/>
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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>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00511505"/>
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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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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTILS__00510403"/>
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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>
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        <title>FX Forward Contract: USD/ZAR SETTLE 2025-06-18</title>
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      <invstOrSec>
        <name>CITIGROUP</name>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>Republique Francaise</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00511221"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00512615"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <amtCurSold>4500000.00000000</amtCurSold>
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            <amtCurPur>133892.44000000</amtCurPur>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00510828"/>
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        <assetCat>DFE</assetCat>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CAC40 10 EURO FUT APR25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FCEJ5"/>
          <other otherDesc="Bloomberg Ticker" value="CFJ5"/>
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        <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 Apr 2025</indexName>
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            <expDate>2025-04-20</expDate>
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            <curCd>EUR</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00518556"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <unrealizedAppr>-44.68000000</unrealizedAppr>
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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: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00518365"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
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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>121571.54000000</amtCurSold>
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            <amtCurPur>707921.00000000</amtCurPur>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-17.30000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN MEAL FUTR MAY25 PHYSICAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="SMK25"/>
          <other otherDesc="Bloomberg Ticker" value="SMK5"/>
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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>UBS SECURITIES</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>Soybean Meal</issuerName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00517140"/>
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        <currencyConditional curCd="PLN" exchangeRt="3.87800000"/>
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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>65226.29000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00510840"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511801"/>
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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: USD/MXN SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00511470"/>
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        <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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00510831"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511234"/>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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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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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00518152"/>
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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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            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>6859.49000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00510864"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>77617.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>278048.00000000</amtCurPur>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513458"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>321.59000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>1844001.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>255537.95000000</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: TWD/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00510480"/>
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        <currencyConditional curCd="TWD" exchangeRt="33.20250000"/>
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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>120428.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3916666.00000000</amtCurPur>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-1919.57000000</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: USD/HUF SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512606"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10.09000000</valUSD>
        <pctVal>0.000000861878</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>CITIGROUP</counterpartyName>
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            <amtCurSold>25000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>66767.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>10.09000000</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: USD/THB SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517936"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-83.85000000</valUSD>
        <pctVal>-0.00000716239</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>CITIGROUP</counterpartyName>
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            <amtCurSold>1050000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>31050.05000000</amtCurPur>
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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: USD/PLN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511865"/>
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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>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>410426.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>102449.24000000</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: USD/KRW SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513453"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <curSold>KRW</curSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00517915"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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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>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTINR__00517423"/>
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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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512902"/>
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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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        <title>FX Forward Contract: CNY/USD SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00513164"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <lei>984500653R409CC5AB28</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00513184"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: ZAR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00512111"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.39190000"/>
        <valUSD>4213.56000000</valUSD>
        <pctVal>0.000359918613</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>250127.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4707008.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>4213.56000000</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: INR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00509750"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="85.47250000"/>
        <valUSD>15295.75000000</valUSD>
        <pctVal>0.001306549599</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>890914.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77893229.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>15295.75000000</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: ILS/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00510503"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.72695000"/>
        <valUSD>-3485.24000000</valUSD>
        <pctVal>-0.00029770615</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>81238.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>289154.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-3485.24000000</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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00512609"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>-13.23000000</valUSD>
        <pctVal>-0.00000113009</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>24200.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-13.23000000</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: USD/AUD SETTLE 2025-04-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00007056"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>150867.63000000</valUSD>
        <pctVal>0.012886981124</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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>19785216.26000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>12480000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-10</settlementDt>
            <unrealizedAppr>150867.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TSY INFL IX N/B 2.125000% 01/15/2035</title>
        <cusip>91282CML2</cusip>
        <identifiers>
          <isin value="US91282CML27"/>
        </identifiers>
        <balance>5500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5682663.16000000</valUSD>
        <pctVal>0.485408121550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00513466"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="23.13415000"/>
        <valUSD>-338.14000000</valUSD>
        <pctVal>-0.00002888362</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>
            </counterparties>
            <amtCurSold>173648.99000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4000000.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-338.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LIVE CATTLE FUTR  JUN25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCM25"/>
          <other otherDesc="Bloomberg Ticker" value="LCM5"/>
        </identifiers>
        <balance>54.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4398840.00000000</valUSD>
        <pctVal>0.375745069042</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>Live Cattle</issuerName>
                <issueTitle>Live Cattle Future(Consolidated) Jun 2025</issueTitle>
                <identifiers>
                  <ticker value="LDM25"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-07-03</expDate>
            <notionalAmt>4393829.22000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5010.78000000</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: USD/EUR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510848"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-88363.00000000</valUSD>
        <pctVal>-0.00754789024</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>3116684.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3293163.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-88363.00000000</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: USD/PLN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511792"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-708.90000000</valUSD>
        <pctVal>-0.00006055361</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>94576.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>23611.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-708.90000000</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: USD/HUF SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517130"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>953.13000000</valUSD>
        <pctVal>0.000081415531</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>15000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>41007.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>953.13000000</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: USD/HUF SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513455"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1935.54000000</valUSD>
        <pctVal>0.000165332135</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>84697509.00000000</amtCurSold>
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            <amtCurPur>228101.86000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>1935.54000000</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: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00510523"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
        <valUSD>-57.39000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>10331.20000000</amtCurSold>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-57.39000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK N.A.</name>
        <lei>984500653R409CC5AB28</lei>
        <title>BRK:JP MORGAN CHASE REF: KOSPI 200 INDEX FUTURE JUN25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="KMM5"/>
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        <balance>140.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1472.50000000"/>
        <valUSD>7934125.64000000</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>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>KRW</rcptCurCd>
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            <curCd>KRW</curCd>
            <unrealizedAppr>-225462.38000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        <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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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00511209"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="FDXM5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>BARCLAY BANK PLC</counterpartyName>
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            <payOffProf>Short</payOffProf>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTTHB__00513208"/>
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        <assetCat>DFE</assetCat>
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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__00511513"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00511804"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTCLP__00512309"/>
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        <assetCat>DFE</assetCat>
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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>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00518354"/>
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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>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512653"/>
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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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512129"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>644935.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00518147"/>
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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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        <title>FX Forward Contract: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTBRL__00509745"/>
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        <assetCat>DFE</assetCat>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/EUR SETTLE 2025-06-18</title>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00511570"/>
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        <invCountry>US</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: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCLP__00510097"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00510825"/>
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        <currencyConditional curCd="ZAR" exchangeRt="18.39190000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCLP__00511897"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</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>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: CNY/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00510036"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BUND FUTURE  JUN25 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="FGBLM5"/>
          <other otherDesc="Bloomberg Ticker" value="RXM5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>J P MORGAN CHASE BANK</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Germany Govt. Bond Futures</issuerName>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00510799"/>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL BRAZIL NET INDEX BRL REAL</title>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-06-18</title>
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        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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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="CCTZAR__00512170"/>
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        <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>
        <name>CITIGROUP</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00511906"/>
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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>CITIGROUP</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517131"/>
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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>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511813"/>
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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>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00511185"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="BBHMMSEI"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: INR/USD SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00510493"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>United States of America</name>
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          <isin value="US912828N712"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00510407"/>
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        <name>CITIGROUP</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00517141"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/CZK SETTLE 2025-06-18</title>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="ESM25"/>
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00518134"/>
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      <invstOrSec>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>J.P. MORGAN SECURITIES</name>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510794"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1875000.00000000</amtCurSold>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00518128"/>
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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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          <other otherDesc="FX Forwards" value="CCTUSD__00512132"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00513215"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BOBL FUTURE  JUN25 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="FGBMM5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Germany Govt. Bond Futures</issuerName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-04-01</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00518942"/>
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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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-06-18</title>
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        <name>J.P. MORGAN SECURITIES</name>
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            <amtCurSold>54693.54000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>120901.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>114062286.00000000</amtCurPur>
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            <unrealizedAppr>-1104.62000000</unrealizedAppr>
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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: MXN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00513896"/>
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        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>-367.26000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>36731.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>751732.00000000</amtCurPur>
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            <unrealizedAppr>-367.26000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511193"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2072.97000000</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>409652.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>103269.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-2072.97000000</unrealizedAppr>
          </fwdDeriv>
        </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: USD/HUF SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512605"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9.75000000</valUSD>
        <pctVal>0.000000832836</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>25000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>66766.83000000</amtCurPur>
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            <unrealizedAppr>9.75000000</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: COP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00512895"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4192.47000000"/>
        <valUSD>-572.70000000</valUSD>
        <pctVal>-0.00004891953</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>31680.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>131726192.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-572.70000000</unrealizedAppr>
          </fwdDeriv>
        </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: USD/ZAR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510426"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-31.65000000</valUSD>
        <pctVal>-0.00000270351</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>359375.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>19387.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-31.65000000</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: USD/THB SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512627"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>52.39000000</valUSD>
        <pctVal>0.000004475108</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>500000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>14878.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>52.39000000</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: USD/EUR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511843"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-152540.44000000</valUSD>
        <pctVal>-0.01302987109</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>3961770.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4145883.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-152540.44000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00512352"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="373.12540000"/>
        <valUSD>13649.52000000</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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>918523.95000000</amtCurSold>
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            <unrealizedAppr>13649.52000000</unrealizedAppr>
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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: COP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00512121"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4192.47000000"/>
        <valUSD>-325.12000000</valUSD>
        <pctVal>-0.00002777146</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>CITIGROUP</counterpartyName>
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            <amtCurSold>31432.92000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00516954"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="3.87800000"/>
        <valUSD>-826.97000000</valUSD>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>113073.57000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513510"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>636668.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTTWD__00511157"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BUXL 30Y BND JUN25 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="FGBXM5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>J P MORGAN CHASE BANK</counterpartyName>
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              <otherRefInst>
                <issuerName>Germany Govt. Bond Futures</issuerName>
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                <identifiers>
                  <isin value="DE000BU2D004"/>
                  <ticker value="FGBXM25"/>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-06-09</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>-137795.84000000</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: TWD/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00513193"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="33.20250000"/>
        <valUSD>-1451.13000000</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>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>119959.83000000</amtCurSold>
            <curSold>USD</curSold>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-1451.13000000</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: USD/KRW SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00516939"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1293.88000000</valUSD>
        <pctVal>0.000110522098</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>100000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>69462.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>1293.88000000</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: USD/SGD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510797"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>562.69000000</valUSD>
        <pctVal>0.000048064488</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>153929.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>115595.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>562.69000000</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: HUF/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00512103"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="373.12540000"/>
        <valUSD>7748.60000000</valUSD>
        <pctVal>0.000661878641</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>253463.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>97821762.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>7748.60000000</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: USD/HUF SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00514128"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1023.84000000</valUSD>
        <pctVal>0.000087455518</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>25000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>67780.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>1023.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517610"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>463.85000000</valUSD>
        <pctVal>0.000039621661</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>16500000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>17793.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>463.85000000</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: USD/CLP SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517429"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>992.86000000</valUSD>
        <pctVal>0.000084809233</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>CITIGROUP</counterpartyName>
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            <amtCurSold>25125000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>27381.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>992.86000000</unrealizedAppr>
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        </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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00511587"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
        <valUSD>658.27000000</valUSD>
        <pctVal>0.000056228848</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>28811.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>171632.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>658.27000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00511567"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
        <valUSD>16.02000000</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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>9776.76000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>Bank of America</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>REF: TAIEX FUTURES APR25 BRK: BANK OF AMERICA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FTJ5 INDEX"/>
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        <balance>63.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="33.20250000"/>
        <valUSD>7879719.90000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Bank of America</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2025-04-19</terminationDt>
            <upfrontPmnt>8423450.03000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>TWD</curCd>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-06-18</title>
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        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ZAR" exchangeRt="18.39190000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00510072"/>
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        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>-350.17000000</valUSD>
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        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>1040395.88000000</amtCurSold>
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            <unrealizedAppr>-350.17000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTINR__00513858"/>
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        <currencyConditional curCd="INR" exchangeRt="85.47250000"/>
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        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>18795.25000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511759"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-160322.38000000</valUSD>
        <pctVal>-0.01369459760</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>United States of America</name>
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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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        <name>United States 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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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00517430"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME COPPER FUTURE JUN25 PHYSICAL COMMODITY FUTURE.</title>
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          <other otherDesc="Bloomberg Ticker" value="LPM25"/>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>Copper</issuerName>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTCLP__00510446"/>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>N/A</name>
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        <title>E-MINI RUSS 2000  JUN25 PHYSICAL INDEX FUTURE.</title>
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        <name>CITIGROUP</name>
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        <name>N/A</name>
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        <name>United States of America</name>
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      <invstOrSec>
        <name>United States of America</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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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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          <other otherDesc="FX Forwards" value="CCTBRL__00511588"/>
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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>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00518130"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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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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            <amtCurSold>40000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>107693.90000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513450"/>
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        <units>NC</units>
        <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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>3750000.00000000</amtCurSold>
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            <amtCurPur>203181.04000000</amtCurPur>
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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: USD/ZAR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517613"/>
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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>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00510513"/>
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        <balance>1.00000000</balance>
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        <pctVal>-0.00000279576</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>CITIGROUP</counterpartyName>
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            <amtCurSold>11375.72000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510418"/>
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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>CITIGROUP</counterpartyName>
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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: USD/EUR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511098"/>
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        <units>NC</units>
        <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>CITIGROUP</counterpartyName>
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            <amtCurSold>4028206.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00513886"/>
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        <valUSD>-401.97000000</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">
            <counterparties>
              <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="CCTKRW__00517609"/>
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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>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-06-18</title>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTCLP__00511903"/>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTINR__00510127"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>N/A</name>
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                <issuerName>Aluminum</issuerName>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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        <name>Republique Francaise</name>
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        <name>N/A</name>
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        <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>37.83000000</amtCurSold>
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            <amtCurPur>224.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI CRUDE FUTURE  MAY25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="CLK25"/>
          <other otherDesc="Bloomberg Ticker" value="CLK5"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <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>Crude Oil</issuerName>
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                  <ticker value="CLK25"/>
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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: INR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00512096"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="85.47250000"/>
        <valUSD>21196.10000000</valUSD>
        <pctVal>0.001810552340</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>885013.96000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>21196.10000000</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: PLN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00514141"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="3.87800000"/>
        <valUSD>-684.79000000</valUSD>
        <pctVal>-0.00005849416</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>CITIGROUP</counterpartyName>
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            <amtCurSold>132860.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>514000.00000000</amtCurPur>
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            <unrealizedAppr>-684.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00510068"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.26590000"/>
        <valUSD>-7.53000000</valUSD>
        <pctVal>-0.00000064320</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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>2014.11000000</amtCurSold>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-7.53000000</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: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00512676"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
        <valUSD>-169.64000000</valUSD>
        <pctVal>-0.00001449050</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>CITIGROUP</counterpartyName>
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            <amtCurSold>10672.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10000000.00000000</amtCurPur>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-169.64000000</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: INR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00512683"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="85.47250000"/>
        <valUSD>18654.87000000</valUSD>
        <pctVal>0.001593482694</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>887555.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77893228.00000000</amtCurPur>
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            <unrealizedAppr>18654.87000000</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: ZAR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00512135"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.39190000"/>
        <valUSD>2262.68000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>132823.76000000</amtCurSold>
            <curSold>USD</curSold>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>2262.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BOBL FUTURE  JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBMM5"/>
          <other otherDesc="Bloomberg Ticker" value="OEM5"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>24175101.29000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>J P MORGAN CHASE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Germany Govt. Bond Futures</issuerName>
                <issueTitle>Euro-BOBL Future Jun 2025</issueTitle>
                <identifiers>
                  <isin value="DE000BU25042"/>
                  <ticker value="FGBMM25"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-06-09</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>626267.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-04-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00007029"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
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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">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510798"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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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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            <amtCurSold>153928.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00518534"/>
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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: TWD/USD SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00511131"/>
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        <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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J P MORGAN CHASE BANK</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YTCM5"/>
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        <balance>563.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.60475000"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00509749"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="85.47250000"/>
        <valUSD>15291.29000000</valUSD>
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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>
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        <cusip>N/A</cusip>
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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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        <title>FX Forward Contract: USD/INR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>JP MORGAN CHASE BANK N.A.</name>
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        <title>BRK: JP MORGAN CHASE REF: AEX INDEX FUTURE SWAP -APR25</title>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: PLN/USD SETTLE 2025-06-18</title>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>CITIGROUP</name>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00512906"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00513021"/>
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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>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510508"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
        <lei>N/A</lei>
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          <other otherDesc="Bloomberg Ticker" value="TUM5"/>
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        <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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                <issuerName>U.S. Treasury Futures</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTCLP__00510100"/>
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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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          <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: USD/PLN SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512335"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <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="CCTZAR__00512963"/>
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        <name>CITIGROUP</name>
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        <name>N/A</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>Natural Gas</issuerName>
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                  <ticker value="NGM25"/>
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            </descRefInstrmnt>
            <expDate>2025-05-31</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00510063"/>
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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>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IFSC NIFTY 50 FUT APR25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="GIFJ5"/>
          <other otherDesc="Bloomberg Ticker" value="JGSJ5"/>
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        <balance>210.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</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>NSE International Exchange Nifty 50 Index Future Apr 2025</indexName>
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            <expDate>2025-04-27</expDate>
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            <unrealizedAppr>-170679.38000000</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: USD/MXN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510107"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11.37000000</valUSD>
        <pctVal>0.000000971215</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>1639686.00000000</amtCurSold>
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            <amtCurPur>79329.90000000</amtCurPur>
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            <unrealizedAppr>11.37000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00513892"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="85.47250000"/>
        <valUSD>404.03000000</valUSD>
        <pctVal>0.000034511889</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>19082.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1675000.00000000</amtCurPur>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>404.03000000</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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00513000"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="33.20250000"/>
        <valUSD>-1591.51000000</valUSD>
        <pctVal>-0.00013594539</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>120100.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3916666.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-1591.51000000</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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00517750"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="85.47250000"/>
        <valUSD>4854.95000000</valUSD>
        <pctVal>0.000414705586</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>460505.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>40000000.00000000</amtCurPur>
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            <unrealizedAppr>4854.95000000</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: CNY/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00510468"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.26590000"/>
        <valUSD>-491.50000000</valUSD>
        <pctVal>-0.00004198350</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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>89304.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>641693.00000000</amtCurPur>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-491.50000000</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: USD/THB SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513201"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>370.55000000</valUSD>
        <pctVal>0.000031652057</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>CITIGROUP</counterpartyName>
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            <amtCurSold>2875000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>85618.13000000</amtCurPur>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>370.55000000</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: CZK/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00511875"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="23.13415000"/>
        <valUSD>3151.95000000</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>77907.01000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00516936"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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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>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: HUF/USD SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00510398"/>
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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>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511484"/>
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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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00510042"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>TW</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>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00518145"/>
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        <balance>1.00000000</balance>
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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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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTBRL__00518567"/>
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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>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <couponKind>Fixed</couponKind>
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        <name>United States of America</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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        <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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTILS__00510790"/>
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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="CCTZAR__00511525"/>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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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__00512350"/>
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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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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00510410"/>
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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>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>Canada</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="CGBM5"/>
          <other otherDesc="Bloomberg Ticker" value="CNM5"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>CA</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>Canada Govt. Bond Futures</issuerName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00513457"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510108"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1664532.00000000</amtCurSold>
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            <unrealizedAppr>123.90000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CORN FUTURE       MAY25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CK25"/>
          <other otherDesc="Bloomberg Ticker" value="C K5"/>
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        <assetCat>DCO</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Corn</issuerName>
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                  <ticker value="CK25"/>
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            <expDate>2025-05-17</expDate>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00518148"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00007039"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 10YR NOTE (CBT)JUN25 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="TYM25"/>
          <other otherDesc="Bloomberg Ticker" value="TYM5"/>
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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>U.S. Treasury Futures</issuerName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: MXN/USD SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTMXN__00510430"/>
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        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/PLN SETTLE 2025-06-18</title>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTBRL__00518346"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00510855"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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            <amtCurSold>94576.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTZAR__00511526"/>
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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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            <unrealizedAppr>935.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00510087"/>
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        <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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            <amtCurPur>1750000.00000000</amtCurPur>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-909.94000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513891"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1945.90000000</valUSD>
        <pctVal>0.000166217077</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>CITIGROUP</counterpartyName>
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            <amtCurSold>200000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>138282.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>1945.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00511905"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
        <valUSD>392.79000000</valUSD>
        <pctVal>0.000033551778</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>13295.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>79718.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>392.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00511177"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="23.13415000"/>
        <valUSD>2408.38000000</valUSD>
        <pctVal>0.000205721715</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>
            </counterparties>
            <amtCurSold>86872.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2060605.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>2408.38000000</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: CZK/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00513216"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="23.13415000"/>
        <valUSD>-13.91000000</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>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>2409.07000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>CZK</curPur>
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            <unrealizedAppr>-13.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00510883"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
        <valUSD>-159.06000000</valUSD>
        <pctVal>-0.00001358676</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>CITIGROUP</counterpartyName>
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            <amtCurSold>10714.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10050000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-159.06000000</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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00517128"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>-4459.25000000</valUSD>
        <pctVal>-0.00038090523</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>270517.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5500000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-4459.25000000</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: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00510881"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
        <valUSD>-102.91000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>10605.68000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510832"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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: USD/MXN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511572"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00511458"/>
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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="CCTKRW__00518158"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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            <curSold>BRL</curSold>
            <amtCurPur>22838.72000000</amtCurPur>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTPLN__00511823"/>
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        <currencyConditional curCd="PLN" exchangeRt="3.87800000"/>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>43103.90000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00510069"/>
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        <currencyConditional curCd="CNY" exchangeRt="7.26590000"/>
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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>2014.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14502.00000000</amtCurPur>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-7.53000000</unrealizedAppr>
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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: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00512143"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
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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>CITIGROUP</counterpartyName>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>5.72000000</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: HUF/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00512150"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="373.12540000"/>
        <valUSD>7324.03000000</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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>253887.76000000</amtCurSold>
            <curSold>USD</curSold>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>7324.03000000</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: USD/THB SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512990"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>350.50000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>1437500.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>42974.29000000</amtCurPur>
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            <unrealizedAppr>350.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513456"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3834.73000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>150000001.00000000</amtCurSold>
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            <amtCurPur>161376.28000000</amtCurPur>
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            <unrealizedAppr>3834.73000000</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: PLN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00512634"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.87800000"/>
        <valUSD>21.90000000</valUSD>
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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>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>61570.49000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00513486"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="3.87800000"/>
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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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511871"/>
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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>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00511910"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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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 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00511126"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTINR__00510119"/>
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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: USD/THB SETTLE 2025-06-18</title>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: SGD/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSGD__00516946"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34410000"/>
        <valUSD>-2100.83000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            </counterparties>
            <amtCurSold>251703.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>334000.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-2100.83000000</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: USD/CNY SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517934"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18.24000000</valUSD>
        <pctVal>0.000001558044</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>778492.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>107764.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>18.24000000</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: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00511565"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
        <valUSD>23.74000000</valUSD>
        <pctVal>0.000002027850</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>11529.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>23.74000000</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: PLN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00509995"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.87800000"/>
        <valUSD>13562.40000000</valUSD>
        <pctVal>0.001158488357</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>474345.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1897357.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>13562.40000000</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: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00511561"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
        <valUSD>23.80000000</valUSD>
        <pctVal>0.000002032975</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>11529.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>23.80000000</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: THB/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00512925"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="33.92500000"/>
        <valUSD>-1016.89000000</valUSD>
        <pctVal>-0.00008686185</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>
            </counterparties>
            <amtCurSold>127035.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4250000.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-1016.89000000</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: USD/PHP SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511524"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1095.89000000</valUSD>
        <pctVal>-0.00009360996</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>5000000.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>86076.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-1095.89000000</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: ZAR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00513220"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.39190000"/>
        <valUSD>-3494.91000000</valUSD>
        <pctVal>-0.00029853215</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>545532.42000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10031309.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-3494.91000000</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: USD/MXN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510899"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-384.13000000</valUSD>
        <pctVal>-0.00003281204</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>987726.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>47396.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-384.13000000</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: USD/ZAR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00516948"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>228.60000000</valUSD>
        <pctVal>0.000019526812</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>500000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>27245.89000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>228.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL SINGAPORE NET INDEX SGD RE</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TM7SG618"/>
        </identifiers>
        <balance>194870.50000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34410000"/>
        <valUSD>-5515.22000000</valUSD>
        <pctVal>-0.00047110527</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="162.81000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2025-06-18</terminationDt>
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            <pmntCurCd>SGD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>SGD</rcptCurCd>
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            <curCd>SGD</curCd>
            <unrealizedAppr>-5515.22000000</unrealizedAppr>
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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: MXN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00513856"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>-414.03000000</valUSD>
        <pctVal>-0.00003536608</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>36610.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>748268.00000000</amtCurPur>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-414.03000000</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: USD/CZK SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00518557"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-105.51000000</valUSD>
        <pctVal>-0.00000901257</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>CITIGROUP</counterpartyName>
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            <amtCurSold>1500000.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>64886.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-105.51000000</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: COP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00512592"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4192.47000000"/>
        <valUSD>-386.96000000</valUSD>
        <pctVal>-0.00003305378</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>CITIGROUP</counterpartyName>
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        <name>N/A</name>
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          <other otherDesc="All Others" value="BBHMMSEI"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>United States of America</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTBRL__00511582"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
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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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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00517910"/>
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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="CCTUSD__00518914"/>
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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>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00513454"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCNH__00511773"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTCLP__00511568"/>
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        <invCountry>CL</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>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00511784"/>
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        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
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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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512340"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-06-18</title>
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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>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>N/A</name>
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        <title>NY HARB ULSD FUT  MAY25 PHYSICAL COMMODITY FUTURE.</title>
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                <issuerName>Heating Oil</issuerName>
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        <name>N/A</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__00518344"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <futrDeriv derivCat="FUT">
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                <issuerName>Germany Govt. Bond Futures</issuerName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
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        <name>GOLDMAN, SACHS &amp; CO.</name>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTILS__00510402"/>
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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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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00513870"/>
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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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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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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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        <name>United States of America</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTCOP__00511490"/>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="DMM25"/>
          <other otherDesc="Bloomberg Ticker" value="FAM5"/>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>BARCLAY BANK PLC</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTTWD__00510820"/>
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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="CCTCNH__00510080"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00517432"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>S&amp;P/TSX 60 IX FUT JUN25 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="SXFM5"/>
          <other otherDesc="Bloomberg Ticker" value="PTM5"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>BARCLAY BANK PLC</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <indexName>S&amp;P/TSE 60 IX FUT Jun 2025</indexName>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00511885"/>
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        <name>United States of America</name>
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        <name>N/A</name>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
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        <assetCat>DFE</assetCat>
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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>

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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517406"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1556.10000000</valUSD>
        <pctVal>0.000132920702</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>406000.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>110728.83000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>1556.10000000</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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00511763"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="23.13415000"/>
        <valUSD>476.82000000</valUSD>
        <pctVal>0.000040729547</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>
            </counterparties>
            <amtCurSold>11581.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>278311.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>476.82000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00511495"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="33.92500000"/>
        <valUSD>-3.50000000</valUSD>
        <pctVal>-0.00000029896</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>14829.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-3.50000000</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: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00511584"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
        <valUSD>685.34000000</valUSD>
        <pctVal>0.000058541143</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>
            </counterparties>
            <amtCurSold>28708.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>171188.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>685.34000000</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: USD/GBP SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511777"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-101700.74000000</valUSD>
        <pctVal>-0.00868718834</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>3345239.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>4214924.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-101700.74000000</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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00518126"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="85.47250000"/>
        <valUSD>2724.12000000</valUSD>
        <pctVal>0.000232691950</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>637146.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55000000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>2724.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 08/07/2025</title>
        <cusip>912797MG9</cusip>
        <identifiers>
          <isin value="US912797MG92"/>
        </identifiers>
        <balance>21544000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21225292.50000000</valUSD>
        <pctVal>1.813045938442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-07</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00513192"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="33.20250000"/>
        <valUSD>-1392.38000000</valUSD>
        <pctVal>-0.00011893588</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>
            </counterparties>
            <amtCurSold>119901.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3916667.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-1392.38000000</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: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00511899"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
        <valUSD>6.73000000</valUSD>
        <pctVal>0.000000574870</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>11340.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10804000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>6.73000000</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: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00510885"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
        <valUSD>-159.11000000</valUSD>
        <pctVal>-0.00001359103</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>CITIGROUP</counterpartyName>
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            <amtCurSold>10714.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10050000.00000000</amtCurPur>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-159.11000000</unrealizedAppr>
          </fwdDeriv>
        </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: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00510886"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
        <valUSD>-138.59000000</valUSD>
        <pctVal>-0.00001183823</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>10693.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10050000.00000000</amtCurPur>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-138.59000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00517135"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
        <valUSD>-0.37000000</valUSD>
        <pctVal>-0.00000003160</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>43.30000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>250.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-0.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513480"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7.09000000</valUSD>
        <pctVal>0.000000605621</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>CITIGROUP</counterpartyName>
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            <amtCurSold>26993.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>3743.02000000</amtCurPur>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>7.09000000</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: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00510888"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
        <valUSD>15.24000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1530.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>15.24000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>OMXS30 IND FUTURE APR25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="OMXS30J5"/>
          <other otherDesc="Bloomberg Ticker" value="QCJ5"/>
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        <balance>9.00000000</balance>
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        <valUSD>221794.71000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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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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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <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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        <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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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510846"/>
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      <invstOrSec>
        <name>Japan</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTTWD__00510082"/>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="LHM25"/>
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                <issuerName>Hogs</issuerName>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00007054"/>
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        <isRestrictedSec>N</isRestrictedSec>

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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="CCTINR__00510762"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00512941"/>
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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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517925"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/MXN SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00512973"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
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      <invstOrSec>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCNH__00511151"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CN</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>84816.48000000</amtCurSold>
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            <amtCurPur>611500.00000000</amtCurPur>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-182.68000000</unrealizedAppr>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00512314"/>
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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>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>477978.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1897356.00000000</amtCurPur>
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            <unrealizedAppr>9929.27000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HKD/USD SETTLE 2025-04-01</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHKD__00518902"/>
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        <currencyConditional curCd="HKD" exchangeRt="7.78030000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>3849.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>29942.00000000</amtCurPur>
            <curPur>HKD</curPur>
            <settlementDt>2025-04-01</settlementDt>
            <unrealizedAppr>-0.62000000</unrealizedAppr>
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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: COP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00512894"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4192.47000000"/>
        <valUSD>-572.54000000</valUSD>
        <pctVal>-0.00004890586</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>31680.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>131726192.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-572.54000000</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: CNY/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00517402"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.26590000"/>
        <valUSD>-922.68000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>173373.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1246000.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-922.68000000</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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00518537"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
        <valUSD>35.44000000</valUSD>
        <pctVal>0.000003027253</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>12485.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>72922.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>35.44000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00512145"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="373.12540000"/>
        <valUSD>8695.79000000</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>252516.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>97821762.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>8695.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00510819"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="33.20250000"/>
        <valUSD>-226.17000000</valUSD>
        <pctVal>-0.00001931924</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>15354.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-226.17000000</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: COP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00512591"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4192.47000000"/>
        <valUSD>-387.12000000</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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>31494.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>131726191.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-387.12000000</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: PLN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00510033"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.87800000"/>
        <valUSD>3956.79000000</valUSD>
        <pctVal>0.000337985544</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>CITIGROUP</counterpartyName>
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            <amtCurSold>141333.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>565000.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511840"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>414566.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512584"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-14060.39000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>5334065.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512662"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>406953.00000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>PLATINUM (OSE)    FEB26 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="JPLG6"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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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: PLN/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00511822"/>
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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>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>43104.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>173000.00000000</amtCurPur>
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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: USD/CNY SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00518554"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-0.83000000</valUSD>
        <pctVal>-0.00000007089</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>5000.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>691.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-0.83000000</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: USD/CZK SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511231"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4948.46000000</valUSD>
        <pctVal>-0.00042269312</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>4228386.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>178257.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-4948.46000000</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: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00512679"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
        <valUSD>-169.70000000</valUSD>
        <pctVal>-0.00001449562</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>10672.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-169.70000000</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: EUR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00517415"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>-38.00000000</valUSD>
        <pctVal>-0.00000324592</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>3834.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3499.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-38.00000000</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: USD/BRL SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513506"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1574.73000000</valUSD>
        <pctVal>-0.00013451206</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>636667.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>107744.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-1574.73000000</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>SOYBEAN FUTURE    MAY25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SK25"/>
          <other otherDesc="Bloomberg Ticker" value="S K5"/>
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        <balance>93.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4718587.50000000</valUSD>
        <pctVal>0.403057621093</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>Soybeans</issuerName>
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                  <ticker value="SK25"/>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-05-17</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-132999.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00510823"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
        <valUSD>-89.60000000</valUSD>
        <pctVal>-0.00000765355</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>10487.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9900000.00000000</amtCurPur>
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            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-89.60000000</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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00518550"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
        <valUSD>39.78000000</valUSD>
        <pctVal>0.000003397972</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>12481.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>72922.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>39.78000000</unrealizedAppr>
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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: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00509779"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
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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>1553465.08000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00513221"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.39190000"/>
        <valUSD>-3497.64000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <curSold>USD</curSold>
            <amtCurPur>10031308.00000000</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: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00510094"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
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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>39880.13000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PHP SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512600"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-309.44000000</valUSD>
        <pctVal>-0.00002643209</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>CITIGROUP</counterpartyName>
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            <amtCurSold>3750000.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>65069.95000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517607"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1115.84000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>274500.00000000</amtCurSold>
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            <amtCurPur>74928.44000000</amtCurPur>
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            <unrealizedAppr>1115.84000000</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: USD/PHP SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512644"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-186.79000000</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>2500000.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>43399.47000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-186.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00510769"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="951.97500000"/>
        <valUSD>-3372.09000000</valUSD>
        <pctVal>-0.00028804098</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>242966.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>228124575.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-3372.09000000</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: USD/SGD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512115"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-342.54000000</valUSD>
        <pctVal>-0.00002925946</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>153929.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>114690.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-342.54000000</unrealizedAppr>
          </fwdDeriv>
        </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: USD/HUF SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00518129"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>883.11000000</valUSD>
        <pctVal>0.000075434484</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>40000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>107694.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>883.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512344"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1876.18000000</valUSD>
        <pctVal>-0.00016026165</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>410428.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>103665.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-1876.18000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-04-10</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00007032"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4192.47000000"/>
        <valUSD>-152708.35000000</valUSD>
        <pctVal>-0.01304421381</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>12480000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>51740558937.60000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-04-10</settlementDt>
            <unrealizedAppr>-152708.35000000</unrealizedAppr>
          </fwdDeriv>
        </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>CATTLE FEEDER FUT AUG25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FCQ25"/>
          <other otherDesc="Bloomberg Ticker" value="FCQ5"/>
        </identifiers>
        <balance>3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>434250.00000000</valUSD>
        <pctVal>0.037093255547</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="FCCQ25"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-08-31</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>883.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00518558"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-105.84000000</valUSD>
        <pctVal>-0.00000904076</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>CITIGROUP</counterpartyName>
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            <amtCurSold>1500000.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>64885.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-105.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J P MORGAN CHASE BANK</name>
        <lei>N/A</lei>
        <title>AUST 3YR BOND FUT JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YTTM5"/>
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        <balance>155.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.60475000"/>
        <valUSD>10286999.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="AUST 3YR BOND FUT JUN25"/>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512616"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>460.78000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>4500000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00512920"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>689704.00000000</amtCurSold>
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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: CNY/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00514139"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="7.26590000"/>
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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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-06-18</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00513202"/>
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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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          <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: USD/PLN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00510090"/>
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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>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-06-18</title>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCNH__00511451"/>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>J P MORGAN CHASE BANK</counterpartyName>
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            <payOffProf>Long</payOffProf>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTINR__00510451"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00510088"/>
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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>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTINR__00513859"/>
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      <invstOrSec>
        <name>N/A</name>
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        <title>IBEX 35 INDX FUTR APR25 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="MFXIJ5"/>
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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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-06-18</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00512144"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00517137"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>CITIGROUP</name>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00510394"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>3345239.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>4225938.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-90686.93000000</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: USD/SGD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00512342"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-84.73000000</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>153928.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>114947.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-84.73000000</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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00516959"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="33.92500000"/>
        <valUSD>-94.37000000</valUSD>
        <pctVal>-0.00000806100</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>
            </counterparties>
            <amtCurSold>14920.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-94.37000000</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: USD/INR SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00516938"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9869.25000000</valUSD>
        <pctVal>-0.00084302271</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>50000000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>571830.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-9869.25000000</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: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00511909"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
        <valUSD>386.60000000</valUSD>
        <pctVal>0.000033023034</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>
            </counterparties>
            <amtCurSold>13164.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>78921.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>386.60000000</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: USD/ILS SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517606"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1115.46000000</valUSD>
        <pctVal>0.000095281618</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>274500.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>74928.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>1115.46000000</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: USD/CLP SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00517434"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>968.50000000</valUSD>
        <pctVal>0.000082728423</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>25000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>27225.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>968.50000000</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: CNY/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00511836"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.26590000"/>
        <valUSD>4.42000000</valUSD>
        <pctVal>0.000000377552</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>1310.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9500.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>4.42000000</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 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00512642"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="33.20250000"/>
        <valUSD>-222.57000000</valUSD>
        <pctVal>-0.00001901173</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>
            </counterparties>
            <amtCurSold>15351.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-222.57000000</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: KRW/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00517411"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1472.50000000"/>
        <valUSD>-550.33000000</valUSD>
        <pctVal>-0.00004700870</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>34634.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-550.33000000</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: USD/COP SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00513505"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2.50000000</valUSD>
        <pctVal>-0.00000021354</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>CITIGROUP</counterpartyName>
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            <amtCurSold>83750000.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>19775.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-2.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00511878"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-284.98000000</valUSD>
        <pctVal>-0.00002434274</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>CITIGROUP</counterpartyName>
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            <amtCurSold>1641933.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>79142.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-284.98000000</unrealizedAppr>
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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: BRL/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00518551"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.72765000"/>
        <valUSD>39.71000000</valUSD>
        <pctVal>0.000003391993</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>12481.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>72922.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>39.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FTSE/MIB IDX FUT  JUN25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="IFSM5"/>
          <other otherDesc="Bloomberg Ticker" value="STM5"/>
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        <balance>54.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <pctVal>0.930100099320</pctVal>
        <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 Jun 2025</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            <expDate>2025-06-23</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>-528570.80000000</unrealizedAppr>
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        <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: CNY/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00512555"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.26590000"/>
        <valUSD>-655.34000000</valUSD>
        <pctVal>-0.00005597857</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>1132170.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8175475.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>-655.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2025-03-31</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL MANAGED TRUST</ncom:nameOfApplicant>
      <ncom:signature>Glenn Kurdziel</ncom:signature>
      <ncom:signerName>Glenn Kurdziel</ncom:signerName>
      <ncom:title>Controller and Chief Financial Officer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
