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            <curSold>PLN</curSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00547082"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>29675.58000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00544328"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="7.12740000"/>
        <valUSD>2029.98000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>623877.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4436073.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>2029.98000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00545762"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="331.53190000"/>
        <valUSD>398.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>14617.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5000000.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>398.00000000</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: COP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00552612"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3916.02000000"/>
        <valUSD>-44.76000000</valUSD>
        <pctVal>-0.00000382314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>6364.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>25000000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-44.76000000</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: THB/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00544686"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="32.40500000"/>
        <valUSD>17.09000000</valUSD>
        <pctVal>0.000001459728</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>15518.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>17.09000000</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: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00552454"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>24.18000000</valUSD>
        <pctVal>0.000002065315</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>4565.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>138793.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>24.18000000</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/IDR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00552622"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9.42000000</valUSD>
        <pctVal>0.000000804601</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>500000000.00000000</amtCurSold>
            <curSold>IDR</curSold>
            <amtCurPur>29919.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>9.42000000</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: USD/ILS SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544602"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1058.90000000</valUSD>
        <pctVal>-0.00009044510</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>154500.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>45733.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-1058.90000000</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/BRL SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00550455"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-247.03000000</valUSD>
        <pctVal>-0.00002109987</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>345500.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>63437.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-247.03000000</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 GLOBAL MARKETS INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL CHINA NET INDEX HKD REAL T</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="M7CNT1217"/>
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        <balance>2421.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.78040000"/>
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        <pctVal>0.000931295069</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">
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              <counterpartyName>CITIGROUP GLOBAL MARKETS INC.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00545415"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
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        <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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/COP SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00551913"/>
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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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            <amtCurPur>19589.96000000</amtCurPur>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545784"/>
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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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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>48854.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545323"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>53562.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTCNH__00547754"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>404192.40000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTTWD__00551088"/>
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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>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00547977"/>
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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>180500.00000000</amtCurSold>
            <curSold>EUR</curSold>
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            <unrealizedAppr>-141.66000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00547802"/>
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        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
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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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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00551738"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00545480"/>
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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>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>N/A</lei>
        <title>LONG GILT FUTURE  DEC25 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="FLGZ5"/>
          <other otherDesc="Bloomberg Ticker" value="G Z5"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LONG GILT FUTURE  DEC25</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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                <issuerName>U.K. Gilt Futures</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00551324"/>
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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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            <amtCurSold>45939.50000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00544789"/>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-10-15</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00013517"/>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-12-17</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-10-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00013520"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>5400000.00000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>74013.05000000</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/MXN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545869"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2446.22000000</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>2357734.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>125095.45000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-2446.22000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00545729"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="16665.00000000"/>
        <valUSD>-1241.10000000</valUSD>
        <pctVal>-0.00010600757</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>76016.10000000</amtCurSold>
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            <amtCurPur>1250000000.00000000</amtCurPur>
            <curPur>IDR</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-1241.10000000</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: USD/COP SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00551908"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>333.86000000</valUSD>
        <pctVal>0.000028516388</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>73913043.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>19018.63000000</amtCurPur>
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            <unrealizedAppr>333.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00545495"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
        <valUSD>16510.45000000</valUSD>
        <pctVal>0.001410227076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>629868.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11212842.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>16510.45000000</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/IDR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00552621"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9.48000000</valUSD>
        <pctVal>0.000000809726</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>500000000.00000000</amtCurSold>
            <curSold>IDR</curSold>
            <amtCurPur>29919.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>9.48000000</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: COP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00546500"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3916.02000000"/>
        <valUSD>430.78000000</valUSD>
        <pctVal>0.000036794734</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>19248.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77845835.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>430.78000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00547306"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.12740000"/>
        <valUSD>-69.32000000</valUSD>
        <pctVal>-0.00000592091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>28040.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>198245.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-69.32000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00547772"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.32555000"/>
        <valUSD>747.40000000</valUSD>
        <pctVal>0.000063838582</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>48467.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>267000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>747.40000000</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: USD/HUF SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00551325"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>557.27000000</valUSD>
        <pctVal>0.000047598777</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>30000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>90651.20000000</amtCurPur>
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            <unrealizedAppr>557.27000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00546627"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="3.62785000"/>
        <valUSD>5.41000000</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>682.96000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00546273"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00544610"/>
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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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            <amtCurSold>2744823.11000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00551089"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>-282.47000000</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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      <invstOrSec>
        <name>CITIGROUP</name>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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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__00545699"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>863213.19000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/COP SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00547988"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <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>37608069.00000000</amtCurSold>
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            <unrealizedAppr>15.95000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00013496"/>
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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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>16200000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00552611"/>
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        <currencyConditional curCd="COP" exchangeRt="3916.02000000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CO</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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00546498"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00544842"/>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-12-17</title>
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        <name>United States of America</name>
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        <name>CITIGROUP</name>
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        <name>United States of America</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
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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="CCTUSD__00544693"/>
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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: CLP/USD SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00546324"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>115655.39000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00551550"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>3834.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00545772"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>

        <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>N/A</lei>
        <title>US 10YR NOTE (CBT)DEC25 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="TYZ25"/>
          <other otherDesc="Bloomberg Ticker" value="TYZ5"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>US 10YR NOTE (CBT)DEC25</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US91282CNW72"/>
                  <ticker value="TZZ25"/>
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            <unrealizedAppr>202110.10000000</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/MXN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545735"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-182.56000000</valUSD>
        <pctVal>-0.00001559321</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>157302.00000000</amtCurSold>
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            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-182.56000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00544333"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>13629.71000000</amtCurSold>
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            <unrealizedAppr>426.69000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00546621"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CZ</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>10491.06000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTBRL__00546210"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>88953.94000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00551548"/>
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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: USD/GBP SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545780"/>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>LME ZINC FUTURE   DEC25</name>
        <lei>N/A</lei>
        <title>LME ZINC FUTURE   DEC25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="CMZNZ25"/>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00546185"/>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-10-15</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTINR__00013491"/>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00545443"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTBRL__00545848"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00546488"/>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTCNH__00544277"/>
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        <name>CITIGROUP</name>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>CITIGROUP</name>
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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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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00551903"/>
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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: CNY/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00550468"/>
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        <currencyConditional curCd="CNY" exchangeRt="7.12740000"/>
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        <payoffProfile>N/A</payoffProfile>
        <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>CITIGROUP</counterpartyName>
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            <amtCurSold>54400.04000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00552453"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>24.17000000</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>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>4565.74000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MSCI SING IX ETS  OCT25 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="SSGV5"/>
          <other otherDesc="Bloomberg Ticker" value="QZV5"/>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MSCI SING IX ETS  OCT25</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MSCI SING IX ETS Oct 2025</indexName>
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            <unrealizedAppr>495.57000000</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: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00545425"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>552059.37000000</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: USD/ILS SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545463"/>
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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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00545805"/>
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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>58605.66000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00551729"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00547777"/>
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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>187053.02000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTILS__00547090"/>
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        <isRestrictedSec>N</isRestrictedSec>

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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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544320"/>
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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>1333400.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>41378.12000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-53.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Japan</name>
        <lei>N/A</lei>
        <title>JPN 10Y BOND(OSE) DEC25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JGBZ5"/>
          <other otherDesc="Bloomberg Ticker" value="JBZ5"/>
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        <balance>-6.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="147.68500000"/>
        <valUSD>-5516741.70000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPN 10Y BOND(OSE) DEC25</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Japan Govt. Bond Futures</issuerName>
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                <identifiers>
                  <isin value="JP1103691P11"/>
                  <ticker value="BTZ25"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-12-18</expDate>
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            <curCd>JPY</curCd>
            <unrealizedAppr>-5048.56000000</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: KRW/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00547991"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1403.05000000"/>
        <valUSD>-1104.85000000</valUSD>
        <pctVal>-0.00009436989</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>108477.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>150000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-1104.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00544728"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
        <valUSD>16667.79000000</valUSD>
        <pctVal>0.001423666148</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>649817.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11561622.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>16667.79000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00551340"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="32.40500000"/>
        <valUSD>-1131.37000000</valUSD>
        <pctVal>-0.00009663507</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>63275.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2000000.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-1131.37000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00547313"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>628.44000000</valUSD>
        <pctVal>0.000053677707</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>207500.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>245527.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>628.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546886"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>418.71000000</valUSD>
        <pctVal>0.000035763784</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>165154.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>129316.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>418.71000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546570"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-30294.29000000</valUSD>
        <pctVal>-0.00258756290</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>3325710.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3894831.81000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-30294.29000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00546633"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="961.54500000"/>
        <valUSD>1173.95000000</valUSD>
        <pctVal>0.000100272014</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>115575.58000000</amtCurSold>
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            <amtCurPur>112218482.00000000</amtCurPur>
            <curPur>CLP</curPur>
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            <unrealizedAppr>1173.95000000</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: HUF/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00545467"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="331.53190000"/>
        <valUSD>11944.17000000</valUSD>
        <pctVal>0.001020201868</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>411830.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>141110795.00000000</amtCurPur>
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            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>11944.17000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NMC HEALTH PLC</name>
        <lei>2138008YQEVWBE1V2M52</lei>
        <title>NMC HEALTH PLC COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00B7FC0762"/>
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        <balance>12179.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74280000"/>
        <valUSD>0.01000000</valUSD>
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        <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>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00551715"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
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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>8313.98000000</amtCurSold>
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            <unrealizedAppr>-46.44000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00546541"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="HUF" exchangeRt="331.53190000"/>
        <valUSD>7750.20000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>402136.17000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544749"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1269.24000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>268302.00000000</amtCurSold>
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            <unrealizedAppr>-1269.24000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00546211"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.32555000"/>
        <valUSD>2655.56000000</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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      <invstOrSec>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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            <payOffProf>Long</payOffProf>
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                <issuerName>Germany Govt. Bond 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="CCTUSD__00550480"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <amtCurSold>24839744.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BROADCOM INC.</name>
        <lei>549300WV6GIDOZJTV909</lei>
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          <isin value="US11135F1012"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTKRW__00551742"/>
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        <isRestrictedSec>N</isRestrictedSec>

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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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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
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        <name>United States of America</name>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
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          <ticker value="FGBXZ5"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTBRL__00544832"/>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTTWD__00551336"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>United States of America</name>
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      <invstOrSec>
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        <name>CITIGROUP</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00545768"/>
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        <name>United States of America</name>
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        <name>GOLDMAN, SACHS &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTPHP__00013495"/>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL SOUTH AFRICA NET INDEX ZAR</title>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <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>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>

        <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/MXN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545823"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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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="CCTTHB__00546146"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>67894.43000000</amtCurSold>
            <curSold>USD</curSold>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00552061"/>
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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>11000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00551090"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="18.33250000"/>
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        <pctVal>-0.00000784700</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>81234.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1500000.00000000</amtCurPur>
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            <unrealizedAppr>-91.87000000</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/MXN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546229"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>-0.00005405011</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>567560.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00546636"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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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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        </derivativeInfo>
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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__00545308"/>
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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: CLP/USD SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00546840"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTMXN__00547778"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTHUF__00546296"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-12-17</title>
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      <invstOrSec>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00551540"/>
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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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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00552076"/>
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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>11628.76000000</amtCurSold>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00551721"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>CITIGROUP</name>
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        <name>N/A</name>
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          <other otherDesc="All Others" value="BBHMMSEI"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTTHB__00544675"/>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00547810"/>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTZAR__00544622"/>
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      <invstOrSec>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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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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        <derivativeInfo>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00546875"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <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/CZK SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00546642"/>
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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>
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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: USD/PLN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00546277"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTKRW__00551348"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-12-17</title>
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        <name>CITIGROUP</name>
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      <invstOrSec>
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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="CCTCOP__00546602"/>
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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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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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          <other otherDesc="FX Forwards" value="CCTPLN__00547763"/>
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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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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00551320"/>
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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>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00547089"/>
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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>
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            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CATTLE FEEDER FUT JAN26 PHYSICAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="FCF26"/>
          <other otherDesc="Bloomberg Ticker" value="FCF6"/>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>CATTLE FEEDER FUT JAN26</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Feeder Cattle</issuerName>
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            <expDate>2026-02-01</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2025-10-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00013489"/>
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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>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>16200000.00000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00546166"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00551899"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <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: CNY/USD SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTCNH__00544633"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTCLP__00545497"/>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2025-10-15</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00013513"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CORN FUTURE       DEC25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="CZ25"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCOP__00544849"/>
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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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        <isRestrictedSec>N</isRestrictedSec>

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        <name>JP MORGAN CHASE BANK N.A.</name>
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          <ticker value="WINV5"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL HONG KONG NET INDEX HKD RE</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

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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>Bundesrepublik Deutschland</name>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
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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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          <other otherDesc="FX Forwards" value="CCTILS__00546199"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTCNH__00547085"/>
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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/MXN SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00544684"/>
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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>
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          <other otherDesc="FX Forwards" value="CCTCNH__00544275"/>
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      <invstOrSec>
        <name>United States of America</name>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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        <name>N/A</name>
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        <name>CITIGROUP</name>
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        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00551898"/>
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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: CZK/USD SETTLE 2025-12-17</title>
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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>71093.20000000</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="CCTUSD__00545706"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCOP__00544334"/>
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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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      <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__00550473"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00550456"/>
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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>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTTWD__00546546"/>
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      <invstOrSec>
        <name>N/A</name>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/CZK SETTLE 2025-12-17</title>
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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>500000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTILS__00546479"/>
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        <payoffProfile>N/A</payoffProfile>
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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>
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          <other otherDesc="FX Forwards" value="CCTUSD__00545328"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545817"/>
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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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            <amtCurSold>268696.00000000</amtCurSold>
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            <unrealizedAppr>-593.09000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Canada</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT DEC25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CGBZ5"/>
          <other otherDesc="Bloomberg Ticker" value="CNZ5"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CAN 10YR BOND FUT DEC25</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Canada Govt. Bond Futures</issuerName>
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                  <isin value="CA135087Q723"/>
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            <expDate>2025-12-21</expDate>
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            <unrealizedAppr>513198.70000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00546848"/>
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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>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1616786.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8927188.00000000</amtCurPur>
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            <unrealizedAppr>28713.55000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00545693"/>
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        <currencyConditional curCd="CNY" exchangeRt="7.12740000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>494882.54000000</amtCurSold>
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            <unrealizedAppr>-1191.13000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00546306"/>
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        <valUSD>8315.57000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>427880.94000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546599"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2864.51000000</valUSD>
        <pctVal>-0.00024466986</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>2143968.00000000</amtCurSold>
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            <unrealizedAppr>-2864.51000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00547983"/>
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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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            <amtCurSold>809.00000000</amtCurSold>
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            <unrealizedAppr>-1.64000000</unrealizedAppr>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00546900"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>116343.42000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545489"/>
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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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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  DEC25 PHYSICAL COMMODITY FUTURE.</title>
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            <payOffProf>Long</payOffProf>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: KRW/USD SETTLE 2025-12-17</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00552452"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1403.05000000"/>
        <valUSD>108.60000000</valUSD>
        <pctVal>0.000009275983</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>
            </counterparties>
            <amtCurSold>17786.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>25000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>108.60000000</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: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00550465"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>-122.79000000</valUSD>
        <pctVal>-0.00001048801</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>16657.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-122.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00546239"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3916.02000000"/>
        <valUSD>488.20000000</valUSD>
        <pctVal>0.000041699218</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>19190.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77845833.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>488.20000000</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/SGD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546616"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>300.60000000</valUSD>
        <pctVal>0.000025675512</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>165154.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>129198.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>300.60000000</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/PLN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00551317"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>481.11000000</valUSD>
        <pctVal>0.000041093631</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>231000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>64086.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>481.11000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00545380"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="88.78875000"/>
        <valUSD>-10338.06000000</valUSD>
        <pctVal>-0.00088301724</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>789423.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>69536458.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-10338.06000000</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: HUF/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00546297"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="331.53190000"/>
        <valUSD>8590.11000000</valUSD>
        <pctVal>0.000733717476</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>416127.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>141424949.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>8590.11000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545797"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>28.47000000</valUSD>
        <pctVal>0.000002431742</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>15564.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>28.47000000</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% 01/15/2026</title>
        <cusip>912797RJ8</cusip>
        <identifiers>
          <isin value="US912797RJ86"/>
        </identifiers>
        <balance>395000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>390596.09000000</valUSD>
        <pctVal>0.033362457238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</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: MXN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00551091"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="18.33250000"/>
        <valUSD>-91.70000000</valUSD>
        <pctVal>-0.00000783248</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>81234.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1500000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-91.70000000</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>SOYBEAN FUTURE    JAN26 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SF26"/>
          <other otherDesc="Bloomberg Ticker" value="S F6"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>51012.50000000</valUSD>
        <pctVal>0.004357192489</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>SOYBEAN FUTURE    JAN26</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Soybeans</issuerName>
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                <identifiers>
                  <ticker value="SF26"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-01-17</expDate>
            <notionalAmt>52632.21000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1619.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00550807"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1403.05000000"/>
        <valUSD>-143.32000000</valUSD>
        <pctVal>-0.00001224156</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>9807.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13500675.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-143.32000000</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/BRL SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00552074"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>59.08000000</valUSD>
        <pctVal>0.000005046271</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>129500.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>23929.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>59.08000000</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: USD/INR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00552613"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>131.28000000</valUSD>
        <pctVal>0.000011213177</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>10000000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>112171.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>131.28000000</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: THB/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00551102"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00545776"/>
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        <name>CITIGROUP</name>
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        <name>Republique Francaise</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00545741"/>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
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                <issuerName>Germany Govt. Bond Futures</issuerName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>GOLDMAN, SACHS &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00013502"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00550453"/>
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      <invstOrSec>
        <name>N/A</name>
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        <title>SOYBEAN FUTURE    NOV25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="SX25"/>
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          <futrDeriv derivCat="FUT">
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      <invstOrSec>
        <name>United States of America</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTKRW__00545715"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
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        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
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          <isin value="FR001400JI88"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00551337"/>
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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>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00544291"/>
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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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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00547753"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00547316"/>
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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>J.P. MORGAN SECURITIES</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00546519"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: CLP/USD SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTCLP__00546903"/>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="MFXIV5"/>
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        <name>Republique Francaise</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>25.98000000</valUSD>
        <pctVal>0.000002219061</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>21800.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>660000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>25.98000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00544685"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="32.40500000"/>
        <valUSD>17.12000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>15518.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>17.12000000</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/BRL SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00550778"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>0.97000000</valUSD>
        <pctVal>0.000000082851</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>42500.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>7834.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>0.97000000</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: COP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00545498"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3916.02000000"/>
        <valUSD>534.58000000</valUSD>
        <pctVal>0.000045660729</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>19144.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77845833.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>534.58000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00544735"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="331.53190000"/>
        <valUSD>14026.32000000</valUSD>
        <pctVal>0.001198047070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>443339.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>152296198.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>14026.32000000</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: CZK/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00546170"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="20.70510000"/>
        <valUSD>154.86000000</valUSD>
        <pctVal>0.000013227244</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>11007.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>230566.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>154.86000000</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/GBP SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545355"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7507.62000000</valUSD>
        <pctVal>0.000641257446</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>1535898.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2074954.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>7507.62000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00544086"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>-3.47000000</valUSD>
        <pctVal>-0.00000029638</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>26459.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-3.47000000</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: USD/THB SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545088"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-50.76000000</valUSD>
        <pctVal>-0.00000433562</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>15485.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-50.76000000</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: CNY/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00545694"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.12740000"/>
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        <pctVal>-0.00010182399</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>494883.53000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00546195"/>
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        <currencyConditional curCd="ILS" exchangeRt="3.30350000"/>
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        <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>68577.04000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-12-17</title>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>REF: TAIEX FUTURES OCT25 BRK: BANK OF AMERICA</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-12-17</title>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>2187160.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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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__00546622"/>
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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>244000.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/COP SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00547768"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>16750000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTINR__00547331"/>
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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>141093.90000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00013488"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="HUF" exchangeRt="331.53190000"/>
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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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>16200000.00000000</amtCurSold>
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        <securityLending>
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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__00546476"/>
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        <balance>1.00000000</balance>
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        <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>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00545409"/>
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        <curCd>USD</curCd>
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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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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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              <counterpartyName>CITIGROUP</counterpartyName>
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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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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>DAX INDEX FUTURE  DEC25 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="FDXZ5"/>
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      <invstOrSec>
        <name>United States of America</name>
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        <payoffProfile>Long</payoffProfile>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/CLP SETTLE 2025-12-17</title>
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        <name>CITIGROUP</name>
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTCNH__00544069"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTPHP__00545800"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTTWD__00547780"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>N/A</name>
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        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="RBX25"/>
          <other otherDesc="Bloomberg Ticker" value="XBX5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GASOLINE RBOB FUT NOV25</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Unleaded Gas</issuerName>
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                  <ticker value="RBX25"/>
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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/ILS SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545475"/>
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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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>272080.00000000</amtCurSold>
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            <unrealizedAppr>-589.51000000</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: COP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00545759"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3916.02000000"/>
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        <pctVal>0.000047717503</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>19120.30000000</amtCurSold>
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            <unrealizedAppr>558.66000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544769"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-744.66000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>317150.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>86581.43000000</amtCurPur>
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            <unrealizedAppr>-744.66000000</unrealizedAppr>
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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/SGD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544697"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>820.54000000</valUSD>
        <pctVal>0.000070085777</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>176929.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>138908.78000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>820.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00547586"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="32.40500000"/>
        <valUSD>-317.48000000</valUSD>
        <pctVal>-0.00002711730</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>15853.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-317.48000000</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: COP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00545858"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3916.02000000"/>
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        <pctVal>0.000047680775</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>19120.73000000</amtCurSold>
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            <unrealizedAppr>558.23000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00544724"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>108368.69000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00547087"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2140.82000000</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>453000.00000000</amtCurSold>
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            <unrealizedAppr>-2140.82000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
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          <isin value="US912797NA14"/>
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        <balance>20000000.00000000</balance>
        <units>PA</units>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-30</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>PLATINUM (OSE)    AUG26 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="JPLQ6"/>
          <other otherDesc="Bloomberg Ticker" value="JAQ6"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00545695"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTTWD__00545401"/>
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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: BRL/USD SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00546606"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00545407"/>
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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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            <amtCurSold>113437.13000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00545285"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="THB" exchangeRt="32.40500000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>68029.96000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00544621"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
        <valUSD>2957.82000000</valUSD>
        <pctVal>0.000252639864</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>117911.67000000</amtCurSold>
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            <unrealizedAppr>2957.82000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00544860"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
        <valUSD>7782.38000000</valUSD>
        <pctVal>0.000664725855</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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>325460.18000000</amtCurSold>
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            <amtCurPur>5780811.00000000</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/EUR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546301"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17204.73000000</valUSD>
        <pctVal>-0.00146952845</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>3318104.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3898944.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-17204.73000000</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>TSY INFL IX N/B 2.125000% 01/15/2035</title>
        <cusip>91282CML2</cusip>
        <identifiers>
          <isin value="US91282CML27"/>
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        <balance>15100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15912113.32000000</valUSD>
        <pctVal>1.359120620526</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>
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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: USD/COP SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00548014"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-23.60000000</valUSD>
        <pctVal>-0.00000201577</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>37463977.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>9447.07000000</amtCurPur>
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            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-23.60000000</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: USD/EUR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545451"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7282.65000000</valUSD>
        <pctVal>-0.00062204181</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>1741316.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2047882.98000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-7282.65000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00546851"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.12740000"/>
        <valUSD>-381.90000000</valUSD>
        <pctVal>-0.00003261968</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>538236.61000000</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: HUF/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00552258"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="331.53190000"/>
        <valUSD>77.04000000</valUSD>
        <pctVal>0.000006580310</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>14938.61000000</amtCurSold>
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            <amtCurPur>5000000.00000000</amtCurPur>
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            <unrealizedAppr>77.04000000</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: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00546645"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>17713.56000000</amtCurSold>
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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/PLN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545324"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-161.11000000</valUSD>
        <pctVal>-0.00001376108</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>53562.00000000</amtCurSold>
            <curSold>PLN</curSold>
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            <unrealizedAppr>-161.11000000</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: MXN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00544085"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="18.33250000"/>
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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>184915.17000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00552624"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00552267"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>-16.01000000</valUSD>
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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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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00546147"/>
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        <currencyConditional curCd="THB" exchangeRt="32.40500000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>67894.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2187500.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2025-12-17</settlementDt>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00550477"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29.00000000</valUSD>
        <pctVal>-0.00000247701</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>500000.00000000</amtCurSold>
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            <unrealizedAppr>-29.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00551334"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000004022155</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>121500.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>22442.53000000</amtCurPur>
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            <unrealizedAppr>47.09000000</unrealizedAppr>
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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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546877"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>426.61000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>165154.00000000</amtCurSold>
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            <amtCurPur>129324.78000000</amtCurPur>
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            <unrealizedAppr>426.61000000</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: CLP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00544787"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="961.54500000"/>
        <valUSD>348.77000000</valUSD>
        <pctVal>0.000029789914</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>109729.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>105805996.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>348.77000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546560"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-990.60000000</valUSD>
        <pctVal>-0.00008461131</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>729112.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>38450.73000000</amtCurPur>
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            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-990.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00545406"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1403.05000000"/>
        <valUSD>-1011.41000000</valUSD>
        <pctVal>-0.00008638878</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>
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            <amtCurSold>84527.34000000</amtCurSold>
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            <unrealizedAppr>-1011.41000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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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 SINGAPORE NET INDEX SGD RE</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="M7SGT1217"/>
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        <balance>441483.69000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.28920000"/>
        <valUSD>4004.41000000</valUSD>
        <pctVal>0.000342033524</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>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="272.63000000">
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00546585"/>
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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: USD/BRL SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00552265"/>
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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>168500.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00544354"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>977.62000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00552618"/>
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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>1474.45000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546882"/>
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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>302670.00000000</amtCurSold>
            <curSold>PLN</curSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
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      <invstOrSec>
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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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTTWD__00544093"/>
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        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
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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>6617.43000000</amtCurSold>
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            <amtCurPur>200000.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546252"/>
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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>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>500000.00000000</amtCurSold>
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            <curPur>USD</curPur>
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            <unrealizedAppr>-4.45000000</unrealizedAppr>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545327"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-117.67000000</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>50242.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>15098.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-117.67000000</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: USD/MXN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545822"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2434.62000000</valUSD>
        <pctVal>-0.00020795114</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>2357734.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>125107.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-2434.62000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545816"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-593.23000000</valUSD>
        <pctVal>-0.00005067027</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>268696.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>73391.23000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-593.23000000</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: USD/EUR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00552438"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-497.63000000</valUSD>
        <pctVal>-0.00004250467</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>68999.00000000</amtCurSold>
            <curSold>EUR</curSold>
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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/MXN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545835"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <unrealizedAppr>-2398.03000000</unrealizedAppr>
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        <securityLending>
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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 AUSTRALIA NET INDEX AUD RE</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="M7AUT1217"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIGROUP GLOBAL MARKETS INC.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546596"/>
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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: ILS/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00550469"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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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/BRL SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00551073"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL ITALY NET INDEX EUR REAL T</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="M7ITT121X"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00551316"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
        <valUSD>1241.16000000</valUSD>
        <pctVal>0.000106012703</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            </counterparties>
            <amtCurSold>142874.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
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            <unrealizedAppr>1241.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00550760"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.12740000"/>
        <valUSD>-295.69000000</valUSD>
        <pctVal>-0.00002525612</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>127281.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>900000.00000000</amtCurPur>
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            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-295.69000000</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: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00551918"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>-50.54000000</valUSD>
        <pctVal>-0.00000431683</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>5507.12000000</amtCurSold>
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            <amtCurPur>165000.00000000</amtCurPur>
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            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-50.54000000</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>BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="BBHMMSEI"/>
        </identifiers>
        <balance>110508446.60000000</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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00545312"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="331.53190000"/>
        <valUSD>3153.43000000</valUSD>
        <pctVal>0.000269347738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>103164.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35402410.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>3153.43000000</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/THB SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544296"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-57.71000000</valUSD>
        <pctVal>-0.00000492925</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>1333400.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>41373.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-57.71000000</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: CNY/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00546267"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.12740000"/>
        <valUSD>329.25000000</valUSD>
        <pctVal>0.000028122629</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>537525.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3812003.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>329.25000000</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: USD/PLN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544662"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-146.99000000</valUSD>
        <pctVal>-0.00001255503</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>71446.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>19525.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-146.99000000</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>KC HRW WHEAT FUT  DEC25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KWZ25"/>
          <other otherDesc="Bloomberg Ticker" value="KWZ5"/>
        </identifiers>
        <balance>12.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>298650.00000000</valUSD>
        <pctVal>0.025508954414</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>KC HRW WHEAT FUT  DEC25</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Wheat</issuerName>
                <issueTitle>WHEAT FUTURE(Consolidated) Dec 2025</issueTitle>
                <identifiers>
                  <ticker value="KWCZ25"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-12-15</expDate>
            <notionalAmt>316138.73000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-17488.73000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00546601"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="961.54500000"/>
        <valUSD>1174.18000000</valUSD>
        <pctVal>0.000100291659</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>115575.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>112218482.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>1174.18000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00545793"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>-40.47000000</valUSD>
        <pctVal>-0.00000345671</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>21866.77000000</amtCurSold>
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            <amtCurPur>660000.00000000</amtCurPur>
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            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-40.47000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00552274"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-73.37000000</valUSD>
        <pctVal>-0.00000626684</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>65615.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>77367.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-73.37000000</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: BRL/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00546637"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.32555000"/>
        <valUSD>446.17000000</valUSD>
        <pctVal>0.000038109258</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>14463.29000000</amtCurSold>
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            <amtCurPur>80887.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>446.17000000</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/CNY SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546868"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>45.09000000</valUSD>
        <pctVal>0.000003851326</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>569538.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>80404.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>45.09000000</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: USD/CLP SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00547987"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>301.85000000</valUSD>
        <pctVal>0.000025782279</pctVal>
        <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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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="KCZ5"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTBRL__00545701"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00544657"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>N/A</name>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
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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 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00544683"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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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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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00547765"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546253"/>
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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>500000.00000000</amtCurSold>
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            <unrealizedAppr>-4.48000000</unrealizedAppr>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546236"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>-0.00000312274</pctVal>
        <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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            <amtCurSold>569536.00000000</amtCurSold>
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            <unrealizedAppr>-36.56000000</unrealizedAppr>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 01/02/2026</title>
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        <identifiers>
          <isin value="US912797RA77"/>
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        <balance>30000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29701334.40000000</valUSD>
        <pctVal>2.536916073206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-02</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546215"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>289.23000000</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>165154.00000000</amtCurSold>
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            <amtCurPur>129187.40000000</amtCurPur>
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            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>289.23000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME PRI ALUM FUTR DEC25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CMALZ25"/>
          <other otherDesc="Bloomberg Ticker" value="LAZ25"/>
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        <balance>121.00000000</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>LME PRI ALUM FUTR DEC25</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Aluminum</issuerName>
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                  <ticker value="AHCZ25"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-12-18</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>215678.53000000</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>MEX BOLSA IDX FUT DEC25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="IPCZ5"/>
          <other otherDesc="Bloomberg Ticker" value="ISZ5"/>
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        <currencyConditional curCd="MXN" exchangeRt="18.33250000"/>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MEX BOLSA IDX FUT DEC25</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
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            <expDate>2025-12-22</expDate>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546865"/>
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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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            <amtCurSold>666667.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTTHB__00547985"/>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>BRK: CITIGROUP REF: MSCI INTERNATIONAL SPAIN NET INDEX EUR REAL T</title>
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          <other otherDesc="All Others" value="M7EST1217"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00550763"/>
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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>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00545433"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>-28.32000000</valUSD>
        <pctVal>-0.00000241893</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>12429.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>375000.00000000</amtCurPur>
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            <unrealizedAppr>-28.32000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00544831"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.32555000"/>
        <valUSD>14874.05000000</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>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>474786.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2656510.00000000</amtCurPur>
            <curPur>BRL</curPur>
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            <unrealizedAppr>14874.05000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546244"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24.60000000</valUSD>
        <pctVal>-0.00000210118</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>THB</curSold>
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            <unrealizedAppr>-24.60000000</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: INR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00545818"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="88.78875000"/>
        <valUSD>-9240.63000000</valUSD>
        <pctVal>-0.00078928112</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>788326.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>69536458.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-9240.63000000</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>COCOA FUTURE - IC DEC25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCCZ5"/>
          <other otherDesc="Bloomberg Ticker" value="QCZ5"/>
        </identifiers>
        <balance>-6.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74280000"/>
        <valUSD>-382067.88000000</valUSD>
        <pctVal>-0.03263402690</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>COCOA FUTURE - IC DEC25</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Cocoa</issuerName>
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                  <ticker value="QCZ25"/>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-12-14</expDate>
            <notionalAmt>-429079.60000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>47011.72000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00544614"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="331.53190000"/>
        <valUSD>1047.07000000</valUSD>
        <pctVal>0.000089434658</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>38088.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13031604.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>1047.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00551314"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.12740000"/>
        <valUSD>-348.25000000</valUSD>
        <pctVal>-0.00002974549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>87474.41000000</amtCurSold>
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            <amtCurPur>617500.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-348.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   DEC25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LGOZ5"/>
          <other otherDesc="Bloomberg Ticker" value="QSZ5"/>
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        <balance>64.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4310400.00000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LOW SU GASOIL G   DEC25</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Gasoil</issuerName>
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                  <ticker value="ARAZ25"/>
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            <expDate>2025-12-14</expDate>
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            <unrealizedAppr>24025.96000000</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: COP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00546330"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="COP" exchangeRt="3916.02000000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <unrealizedAppr>470.67000000</unrealizedAppr>
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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/CZK SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545348"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-275.33000000</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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00547319"/>
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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>132923.74000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 10/16/2025</title>
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          <isin value="US912797QF73"/>
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        <balance>25000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24957768.75000000</valUSD>
        <pctVal>2.131748151128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-16</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00546499"/>
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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>75774.03000000</amtCurSold>
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            <unrealizedAppr>-999.03000000</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: INR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00546276"/>
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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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>784751.23000000</amtCurSold>
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            <unrealizedAppr>-5665.30000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00545333"/>
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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>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>238518.30000000</amtCurSold>
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            <amtCurPur>4500000.00000000</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: USD/ILS SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544748"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1428.86000000</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>
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            <amtCurSold>268302.00000000</amtCurSold>
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            <amtCurPur>79829.84000000</amtCurPur>
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            <unrealizedAppr>-1428.86000000</unrealizedAppr>
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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: COP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00546899"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3916.02000000"/>
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        <pctVal>0.000023393244</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>19405.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77845834.00000000</amtCurPur>
            <curPur>COP</curPur>
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            <unrealizedAppr>273.88000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00545417"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
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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>12488.49000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>-25.18000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00550782"/>
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        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
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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>16797.81000000</amtCurSold>
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            <unrealizedAppr>-262.73000000</unrealizedAppr>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BUND FUTURE  DEC25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBLZ5"/>
          <other otherDesc="Bloomberg Ticker" value="RXZ5"/>
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        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85106000"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EURO-BUND FUTURE  DEC25</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Germany Govt. Bond Futures</issuerName>
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                  <isin value="DE000BU2Z031"/>
                  <ticker value="FGBLZ25"/>
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            <expDate>2025-12-11</expDate>
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            <unrealizedAppr>411244.40000000</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: HUF/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00545763"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="HUF" exchangeRt="331.53190000"/>
        <valUSD>397.97000000</valUSD>
        <pctVal>0.000033992293</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>14617.68000000</amtCurSold>
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            <amtCurPur>5000000.00000000</amtCurPur>
            <curPur>HUF</curPur>
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            <unrealizedAppr>397.97000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546305"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2525.81000000</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>2220296.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00544699"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
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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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            <amtCurSold>66322.17000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545770"/>
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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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            <amtCurSold>500.00000000</amtCurSold>
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            <unrealizedAppr>-3.05000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00546331"/>
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        <balance>1.00000000</balance>
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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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            <amtCurSold>115655.16000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546561"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00551536"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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            <amtCurSold>5079.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00544369"/>
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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>83150.72000000</amtCurSold>
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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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00544681"/>
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        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
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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>26512.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>TWD</curPur>
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            <unrealizedAppr>-56.08000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00545841"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.32555000"/>
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        <pctVal>0.002003739686</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>856690.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4775000.00000000</amtCurPur>
            <curPur>BRL</curPur>
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            <unrealizedAppr>23459.09000000</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: USD/SGD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544846"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>963.80000000</valUSD>
        <pctVal>0.000082322217</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>207820.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>163161.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>963.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00545724"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.62785000"/>
        <valUSD>5642.91000000</valUSD>
        <pctVal>0.000481984711</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>648941.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2377312.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>5642.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026</title>
        <cusip>91282CDC2</cusip>
        <identifiers>
          <isin value="US91282CDC29"/>
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        <balance>6076000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7143337.53000000</valUSD>
        <pctVal>0.610142546194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00544609"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="18.33250000"/>
        <valUSD>64106.86000000</valUSD>
        <pctVal>0.005475636930</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>2744817.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>51925750.00000000</amtCurPur>
            <curPur>MXN</curPur>
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            <unrealizedAppr>64106.86000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544321"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17.15000000</valUSD>
        <pctVal>-0.00000146485</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>1333200.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>41408.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-17.15000000</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: CLP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00546496"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="961.54500000"/>
        <valUSD>1161.08000000</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>115588.45000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00545466"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>386441.51000000</amtCurSold>
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            <unrealizedAppr>10457.99000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 0.100000% 07/25/2036</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0013327491"/>
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        <balance>3500000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.85106000"/>
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        <pctVal>0.377214950171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00544848"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>111420.80000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00551558"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125%  01/15/2030</title>
        <cusip>912828Z37</cusip>
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        <balance>5383000.00000000</balance>
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        <valUSD>6452160.42000000</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>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP</name>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>Repubblica Italiana</name>
        <lei>N/A</lei>
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          <ticker value="FBTPZ5"/>
          <other otherDesc="Bloomberg Ticker" value="IKZ5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Italy Govt. Bond Futures</issuerName>
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                  <isin value="IT0005584856"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: CZK/USD SETTLE 2025-12-17</title>
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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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTBRL__00545850"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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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>
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          <other otherDesc="FX Forwards" value="CCTUSD__00550764"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTTWD__00545091"/>
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        <name>CITIGROUP</name>
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        <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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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00551077"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LEAN HOGS FUTURE  DEC25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="LHZ25"/>
          <other otherDesc="Bloomberg Ticker" value="LHZ5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LEAN HOGS FUTURE  DEC25</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Hogs</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546528"/>
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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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            <amtCurSold>1000000.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00545290"/>
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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: BRL/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00544828"/>
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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: USD/SGD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545807"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00551904"/>
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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>United States of America</name>
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          <isin value="US91282CDX65"/>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00552059"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTHUF__00546650"/>
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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/EUR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545771"/>
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        <assetCat>DFE</assetCat>
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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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            <amtCurSold>500.00000000</amtCurSold>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031</title>
        <cusip>91282CBF7</cusip>
        <identifiers>
          <isin value="US91282CBF77"/>
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        <balance>10900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12700600.36000000</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>2031-01-15</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>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546876"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>426.35000000</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>165154.00000000</amtCurSold>
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            <unrealizedAppr>426.35000000</unrealizedAppr>
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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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00546194"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ILS" exchangeRt="3.30350000"/>
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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>68576.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>231668.00000000</amtCurPur>
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            <unrealizedAppr>1586.72000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544785"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2571.19000000</valUSD>
        <pctVal>-0.00021961616</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>2374454.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>125874.95000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-2571.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: USD/TWD SETTLE 2025-10-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00013506"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>141012.66000000</valUSD>
        <pctVal>0.012044485236</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>
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            <amtCurSold>488544858.00000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>16200000.00000000</amtCurPur>
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            <unrealizedAppr>141012.66000000</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: THB/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00544676"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="32.40500000"/>
        <valUSD>135.21000000</valUSD>
        <pctVal>0.000011548855</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>
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            <amtCurSold>135804.72000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>135.21000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTZAR__00546635"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00552451"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00544658"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-12-17</title>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-12-17</title>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>863275.17000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTTWD__00546874"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>66223.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2003650.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00551730"/>
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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>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1412.00000000</amtCurSold>
            <curSold>CNY</curSold>
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            <curPur>USD</curPur>
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            <unrealizedAppr>0.26000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00544278"/>
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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>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>790258.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>69536457.00000000</amtCurPur>
            <curPur>INR</curPur>
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            <unrealizedAppr>-11172.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00545414"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1403.05000000"/>
        <valUSD>-876.77000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>84380.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>116655000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-876.77000000</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/PLN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544732"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-200.31000000</valUSD>
        <pctVal>-0.00001710932</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>97585.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>26669.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-200.31000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00551552"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>-90.09000000</valUSD>
        <pctVal>-0.00000769496</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>8357.63000000</amtCurSold>
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            <amtCurPur>250000.00000000</amtCurPur>
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            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-90.09000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00544837"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3916.02000000"/>
        <valUSD>645.78000000</valUSD>
        <pctVal>0.000055158789</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>18189.80000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00551555"/>
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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>110666.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>20344.32000000</amtCurPur>
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            <unrealizedAppr>-54.15000000</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: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00546520"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
        <valUSD>16592.70000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>504164.27000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00547098"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00552252"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>12375001.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546493"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00546272"/>
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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: ILS/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00547317"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ILS" exchangeRt="3.30350000"/>
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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>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>34014.89000000</amtCurSold>
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            <unrealizedAppr>208.61000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00545332"/>
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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>66315.58000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>-54.60000000</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>HANG SENG IDX FUT OCT25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HSIV5"/>
          <other otherDesc="Bloomberg Ticker" value="HIV5"/>
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        <balance>8.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.78040000"/>
        <valUSD>1383579.26000000</valUSD>
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        <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>HANG SENG IDX FUT OCT25</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>HANG SENG IDX FUT Oct 2025</indexName>
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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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00552273"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
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        <pctVal>0.000000152891</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>8265.75000000</amtCurSold>
            <curSold>USD</curSold>
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            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>1.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00551719"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.32555000"/>
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        <pctVal>0.000000345073</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>917.58000000</amtCurSold>
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            <amtCurPur>5000.00000000</amtCurPur>
            <curPur>BRL</curPur>
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            <unrealizedAppr>4.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00552443"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1403.05000000"/>
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        <pctVal>0.000008397071</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">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>17797.07000000</amtCurSold>
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            <amtCurPur>25000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
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            <unrealizedAppr>98.31000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Canada</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT DEC25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CGBZ5"/>
          <other otherDesc="Bloomberg Ticker" value="CNZ5"/>
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        <balance>-55.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.39140000"/>
        <valUSD>-4840664.08000000</valUSD>
        <pctVal>-0.41346150796</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CAN 10YR BOND FUT DEC25</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Canada Govt. Bond Futures</issuerName>
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                  <isin value="CA135087Q723"/>
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            </descRefInstrmnt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00544067"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>474183.11000000</amtCurSold>
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            <unrealizedAppr>2718.13000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: J.P. MORGAN CHASE BANK</name>
        <lei>N/A</lei>
        <title>BRK: J.P. MORGAN CHASE BANK REF: NVIDIA CORP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TRS85NVDA"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: J.P. MORGAN CHASE BANK</counterpartyName>
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            <swapFlag>Y</swapFlag>
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00546545"/>
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        <assetCat>DFE</assetCat>
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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 2025-12-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00544026"/>
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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>607259.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544778"/>
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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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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00551326"/>
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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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            <amtCurSold>30000000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00544607"/>
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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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>866477.21000000</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: COP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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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>

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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 2025-12-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00546177"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00548010"/>
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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>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <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 2025-12-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTTWD__00547980"/>
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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>
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          <other otherDesc="FX Forwards" value="CCTZAR__00551315"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>N/A</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: USD/SGD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544839"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>963.48000000</valUSD>
        <pctVal>0.000082294884</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>207820.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>163161.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>963.48000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00547776"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="32.40500000"/>
        <valUSD>-946.73000000</valUSD>
        <pctVal>-0.00008086419</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>47554.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1500000.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-946.73000000</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: USD/PLN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545429"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-663.94000000</valUSD>
        <pctVal>-0.00005670991</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>292766.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>79948.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-663.94000000</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: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00545465"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
        <valUSD>16116.81000000</valUSD>
        <pctVal>0.001376604626</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>641602.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11409560.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>16116.81000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00551105"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>777.27000000</valUSD>
        <pctVal>0.000066389904</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>2000000.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>97599.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>777.27000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00547775"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="32.40500000"/>
        <valUSD>-946.82000000</valUSD>
        <pctVal>-0.00008087188</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>47554.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1500000.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-946.82000000</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: CZK/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00546171"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="20.70510000"/>
        <valUSD>154.84000000</valUSD>
        <pctVal>0.000013225536</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>11007.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>230566.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>154.84000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00547343"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="88.78875000"/>
        <valUSD>-1277.74000000</valUSD>
        <pctVal>-0.00010913715</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>141327.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12500000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-1277.74000000</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: MXN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00546532"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="18.33250000"/>
        <valUSD>3861.68000000</valUSD>
        <pctVal>0.000329842354</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>158423.38000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3000000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>3861.68000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00552269"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-210.61000000</valUSD>
        <pctVal>-0.00001798908</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>2347000.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>330939.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-210.61000000</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/GBP SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544715"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3702.30000000</valUSD>
        <pctVal>0.000316229037</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>1218620.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1644066.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>3702.30000000</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: PHP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00545804"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="58.20000000"/>
        <valUSD>-1071.06000000</valUSD>
        <pctVal>-0.00009148374</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>58470.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3350000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-1071.06000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545757"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-119.85000000</valUSD>
        <pctVal>-0.00001023689</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>52848.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>14431.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-119.85000000</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: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00547336"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>-144.49000000</valUSD>
        <pctVal>-0.00001234149</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>16679.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-144.49000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00548013"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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          <ticker value="YAPZ5"/>
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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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      <invstOrSec>
        <name>CITIGROUP</name>
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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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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
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        <name>CITIGROUP</name>
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        <name>N/A</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00551720"/>
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        <currencyConditional curCd="BRL" exchangeRt="5.32555000"/>
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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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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>917.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5000.00000000</amtCurPur>
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            <unrealizedAppr>4.04000000</unrealizedAppr>
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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/COP SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00550787"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4.02000000</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>16667500.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>4217.46000000</amtCurPur>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00547762"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-224.30000000</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>500000.00000000</amtCurSold>
            <curSold>CZK</curSold>
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            <unrealizedAppr>-224.30000000</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: IDR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00545730"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="IDR" exchangeRt="16665.00000000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>76015.95000000</amtCurSold>
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            <amtCurPur>1250000000.00000000</amtCurPur>
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            <unrealizedAppr>-1240.95000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US ULTRA BOND CBT DEC25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="AULZ25"/>
          <other otherDesc="Bloomberg Ticker" value="WNZ5"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>US ULTRA BOND CBT DEC25</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US912810TV08"/>
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              </otherRefInst>
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            <expDate>2025-12-22</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>403423.81000000</unrealizedAppr>
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        </derivativeInfo>
        <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>GOLD 100 OZ FUTR  DEC25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="GCZ25"/>
          <other otherDesc="Bloomberg Ticker" value="GCZ5"/>
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        <balance>64.00000000</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>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLD 100 OZ FUTR  DEC25</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Gold</issuerName>
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                  <ticker value="GCZ25"/>
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            <expDate>2026-01-01</expDate>
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            <unrealizedAppr>2622674.21000000</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/GBP SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544716"/>
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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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1218620.00000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544300"/>
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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>187236.00000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546150"/>
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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>3303500.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00547585"/>
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        <balance>1.00000000</balance>
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        <valUSD>-317.51000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>15853.50000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00547801"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>-245.69000000</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>33481.19000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00544031"/>
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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>140786.14000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00551069"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>10000000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00547339"/>
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        <balance>1.00000000</balance>
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        <valUSD>-439.36000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>36230.11000000</amtCurSold>
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      </invstOrSec>
      <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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              <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="CCTUSD__00545349"/>
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        <curCd>USD</curCd>
        <valUSD>10853.84000000</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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            <amtCurPur>2078298.02000000</amtCurPur>
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            <unrealizedAppr>10853.84000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546300"/>
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        <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>3318105.00000000</amtCurSold>
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            <amtCurPur>3898937.87000000</amtCurPur>
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            <unrealizedAppr>-17212.53000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00552276"/>
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        <currencyConditional curCd="MXN" exchangeRt="18.33250000"/>
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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>53669.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
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            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>425.75000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CAC40 10 EURO FUT OCT25 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FCEV5"/>
          <other otherDesc="Bloomberg Ticker" value="CFV5"/>
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        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.85106000"/>
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        <pctVal>0.007923592018</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CAC40 10 EURO FUT OCT25</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CAC40 10 EURO FUT Oct 2025</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            <expDate>2025-10-20</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>704.97000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546571"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-30302.07000000</valUSD>
        <pctVal>-0.00258822743</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>3325710.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3894824.03000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-30302.07000000</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/SGD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546554"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>324.35000000</valUSD>
        <pctVal>0.000027704099</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>165153.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>129221.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>324.35000000</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: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00545336"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
        <valUSD>1555.26000000</valUSD>
        <pctVal>0.000132841307</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>56091.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000001.00000000</amtCurPur>
            <curPur>ZAR</curPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00544281"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>-416.52000000</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>66677.57000000</amtCurSold>
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            <amtCurPur>2003651.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544313"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-53.34000000</valUSD>
        <pctVal>-0.00000455599</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>1333400.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>41378.04000000</amtCurPur>
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            <unrealizedAppr>-53.34000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00545688"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="THB" exchangeRt="32.40500000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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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: USD/PLN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546188"/>
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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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            <amtCurSold>48860.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00546209"/>
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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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            <amtCurSold>785788.77000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>JP MORGAN CHASE BANK N.A.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>JP MORGAN CHASE BANK N.A.</counterpartyName>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCNH__00544635"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>466381.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3310502.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00546623"/>
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        <pctVal>0.000000461236</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>682.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500.00000000</amtCurPur>
            <curPur>PLN</curPur>
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            <unrealizedAppr>5.40000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00544783"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3916.02000000"/>
        <valUSD>643.13000000</valUSD>
        <pctVal>0.000054932442</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>18051.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>73953541.00000000</amtCurPur>
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            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>643.13000000</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: COP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00552615"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3916.02000000"/>
        <valUSD>-33.42000000</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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>6353.27000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>COP</curPur>
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            <unrealizedAppr>-33.42000000</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/ILS SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545092"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-105.73000000</valUSD>
        <pctVal>-0.00000903084</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>25500.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>7617.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-105.73000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00550475"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>-126.67000000</valUSD>
        <pctVal>-0.00001081941</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>16661.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-126.67000000</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</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00546846"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="20.70510000"/>
        <valUSD>301.25000000</valUSD>
        <pctVal>0.000025731031</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>71093.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1474750.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>301.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 07/15/2031</title>
        <cusip>91282CCM1</cusip>
        <identifiers>
          <isin value="US91282CCM10"/>
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        <balance>11900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13393362.08000000</valUSD>
        <pctVal>1.143983468130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028</title>
        <cusip>912828Y38</cusip>
        <identifiers>
          <isin value="US912828Y388"/>
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        <balance>4473000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5729953.63000000</valUSD>
        <pctVal>0.489419474118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546864"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-332.14000000</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>666667.00000000</amtCurSold>
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            <unrealizedAppr>-332.14000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00552436"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="HUF" exchangeRt="331.53190000"/>
        <valUSD>194.02000000</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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>14821.63000000</amtCurSold>
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            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>194.02000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00551071"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00544288"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="88.78875000"/>
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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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            <amtCurSold>790259.92000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00550786"/>
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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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            <amtCurSold>16812.63000000</amtCurSold>
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      <invstOrSec>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTCNH__00545291"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <title>FX Forward Contract: KRW/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00545853"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545342"/>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCOP__00544772"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTMXN__00545765"/>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTBRL__00546525"/>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
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          <isin value="GB00BMF9LJ15"/>
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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: USD/BRL SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00547088"/>
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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: USD/EUR SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545361"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912797RT68"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-12</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00545402"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544711"/>
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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>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>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <assetCat>DBT</assetCat>
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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: CNY/USD SETTLE 2025-12-17</title>
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        <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/EUR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546268"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19567.68000000</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>3318102.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3896579.17000000</amtCurPur>
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            <unrealizedAppr>-19567.68000000</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: USD/ILS SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545432"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-465.07000000</valUSD>
        <pctVal>-0.00003972358</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>241848.00000000</amtCurSold>
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            <amtCurPur>72781.70000000</amtCurPur>
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            <unrealizedAppr>-465.07000000</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/GBP SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545705"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>499.79000000</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>1072936.00000000</amtCurSold>
            <curSold>GBP</curSold>
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            <unrealizedAppr>499.79000000</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: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00544729"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
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        <pctVal>0.001423555110</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>649818.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11561622.00000000</amtCurPur>
            <curPur>ZAR</curPur>
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            <unrealizedAppr>16666.49000000</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/THB SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00551737"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>237.45000000</valUSD>
        <pctVal>0.000020281604</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>15773.44000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>237.45000000</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/COP SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00548011"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8.53000000</valUSD>
        <pctVal>0.000000728583</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>37463977.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>9479.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>8.53000000</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: CNY/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00550467"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.12740000"/>
        <valUSD>-78.43000000</valUSD>
        <pctVal>-0.00000669903</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>54399.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>384999.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-78.43000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CRUDE FUTR  DEC25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCOZ5"/>
          <other otherDesc="Bloomberg Ticker" value="COZ5"/>
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        <balance>71.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4688130.00000000</valUSD>
        <pctVal>0.400432929716</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>BRENT CRUDE FUTR  DEC25</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Crude Oil</issuerName>
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                  <ticker value="BRNZ25"/>
                  <other otherDesc="Other" value="N/A"/>
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            <expDate>2025-11-03</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-83176.66000000</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/BRL SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00551556"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-54.20000000</valUSD>
        <pctVal>-0.00000462945</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>110666.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>20344.27000000</amtCurPur>
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            <unrealizedAppr>-54.20000000</unrealizedAppr>
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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/BRL SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00552266"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <pctVal>-0.00000846027</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <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>168500.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US91282CDX65"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00544323"/>
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        <currencyConditional curCd="INR" exchangeRt="88.78875000"/>
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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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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-10-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00013510"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <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: BRL/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTBRL__00544605"/>
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        <currencyConditional curCd="BRL" exchangeRt="5.32555000"/>
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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>467062.70000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00551096"/>
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        <name>CITIGROUP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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

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

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>N/A</name>
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        <name>CITIGROUP</name>
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            <unrealizedAppr>687.09000000</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: PLN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00547314"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>276.51000000</amtCurSold>
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            <amtCurPur>1000.00000000</amtCurPur>
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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: THB/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00551103"/>
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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>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>15835.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-299.99000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME COPPER FUTURE DEC25 PHYSICAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="CMCUZ25"/>
          <other otherDesc="Bloomberg Ticker" value="LPZ25"/>
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        <balance>62.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME COPPER FUTURE DEC25</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Copper</issuerName>
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                  <ticker value="CMCUZ25"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-12-18</expDate>
            <notionalAmt>15047379.31000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>873336.71000000</unrealizedAppr>
          </futrDeriv>
        </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/COP SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00550472"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>22.22000000</valUSD>
        <pctVal>0.000001897903</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>25160256.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>6382.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>22.22000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00545318"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="20.70510000"/>
        <valUSD>193.81000000</valUSD>
        <pctVal>0.000016554128</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>10978.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>230786.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>193.81000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00547981"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>-335.73000000</valUSD>
        <pctVal>-0.00002867611</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>33405.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-335.73000000</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/BRL SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00548008"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-62.08000000</valUSD>
        <pctVal>-0.00000530251</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>22691.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>4120.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-62.08000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00547774"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="88.78875000"/>
        <valUSD>-2440.35000000</valUSD>
        <pctVal>-0.00020844057</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>338560.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30000000.00000000</amtCurPur>
            <curPur>INR</curPur>
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            <unrealizedAppr>-2440.35000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544297"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-57.63000000</valUSD>
        <pctVal>-0.00000492242</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>1333400.00000000</amtCurSold>
            <curSold>THB</curSold>
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            <unrealizedAppr>-57.63000000</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: USD/MXN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546558"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2851.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <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>2165626.00000000</amtCurSold>
            <curSold>MXN</curSold>
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            <unrealizedAppr>-2851.00000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00551745"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
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        <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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            <amtCurSold>8322.27000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00545728"/>
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          <fwdDeriv derivCat="FWD">
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        <name>United States of America</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/GBP SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00545356"/>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00551554"/>
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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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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <identifiers>
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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__00547993"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00550776"/>
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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>52799.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50000000.00000000</amtCurPur>
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            <unrealizedAppr>-780.39000000</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: CNY/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00544068"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.12740000"/>
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        <pctVal>0.000232248075</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>474182.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3380002.00000000</amtCurPur>
            <curPur>CNY</curPur>
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            <unrealizedAppr>2719.08000000</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/CNY SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00547751"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1.30000000</valUSD>
        <pctVal>0.000000111038</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>4630.00000000</amtCurSold>
            <curSold>CNY</curSold>
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            <curPur>USD</curPur>
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            <unrealizedAppr>1.30000000</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: COP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00545383"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3916.02000000"/>
        <valUSD>565.79000000</valUSD>
        <pctVal>0.000048326507</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>19113.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77845833.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>565.79000000</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: MXN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00547081"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="18.33250000"/>
        <valUSD>537.74000000</valUSD>
        <pctVal>0.000045930638</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>26509.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>537.74000000</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: MXN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00545766"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="18.33250000"/>
        <valUSD>7321.95000000</valUSD>
        <pctVal>0.000625398589</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>371343.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7000000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>7321.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00550474"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.30350000"/>
        <valUSD>765.43000000</valUSD>
        <pctVal>0.000065378600</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>76918.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>256500.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>765.43000000</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: MXN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00545711"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="18.33250000"/>
        <valUSD>40329.01000000</valUSD>
        <pctVal>0.003444670610</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>2066364.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>38944312.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>40329.01000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00551106"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>777.47000000</valUSD>
        <pctVal>0.000066406987</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>2000000.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>97600.10000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>777.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00552275"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-73.22000000</valUSD>
        <pctVal>-0.00000625402</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>65614.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>77366.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-73.22000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00550454"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-62.07000000</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>72000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00546638"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.32555000"/>
        <valUSD>446.19000000</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>14463.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>80887.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2025-12-17</settlementDt>
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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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00544706"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>-13.38000000</valUSD>
        <pctVal>-0.00000114284</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>6627.41000000</amtCurSold>
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            <amtCurPur>200000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-13.38000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00551557"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1403.05000000"/>
        <valUSD>-124.36000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>18019.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>25000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-124.36000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <name>N/A</name>
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          <other otherDesc="FX Forwards" value="CCTCNH__00551313"/>
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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__00552626"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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        <name>United States of America</name>
        <lei>N/A</lei>
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          <ticker value="USZ25"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>US LONG BOND(CBT) DEC25</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US912810TW80"/>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTPHP__00545801"/>
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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>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00545810"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TSY INFL IX N/B 2.125000% 01/15/2035</title>
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        <isRestrictedSec>N</isRestrictedSec>

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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 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00546607"/>
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        <currencyConditional curCd="BRL" exchangeRt="5.32555000"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTILS__00546478"/>
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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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-12-17</title>
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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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        <name>GOLDMAN, SACHS &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTCOP__00013487"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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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          <other otherDesc="FX Forwards" value="CCTTWD__00552441"/>
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        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
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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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00545809"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
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        <pctVal>0.001446793754</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>552787.07000000</amtCurSold>
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            <unrealizedAppr>16938.56000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>AUST 3YR BOND FUT DEC25</name>
        <lei>N/A</lei>
        <title>AUST 3YR BOND FUT DEC25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YTTZ5"/>
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        <balance>124.00000000</balance>
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        <assetConditional assetCat="OTHER" desc="AUST 3YR BOND FUT DEC25"/>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00544827"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.32555000"/>
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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>474787.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2656510.00000000</amtCurPur>
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            <unrealizedAppr>14873.10000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544314"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17.23000000</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>1333200.00000000</amtCurSold>
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            <unrealizedAppr>-17.23000000</unrealizedAppr>
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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 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00550789"/>
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        <currencyConditional curCd="KRW" exchangeRt="1403.05000000"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTTWD__00551341"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTKRW__00546259"/>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTKRW__00552444"/>
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      <invstOrSec>
        <name>United States of America</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2025-12-17</title>
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        <name>CITIGROUP</name>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-12-17</title>
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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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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>AUST 10Y BOND FUT DEC25</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT DEC25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YTCZ5"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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            <amtCurSold>41818.88000000</amtCurSold>
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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="CCTPLN__00544608"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <title>FTSE/MIB IDX FUT  DEC25 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="IFSZ5"/>
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          <futrDeriv derivCat="FUT">
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            <payOffProf>Short</payOffProf>
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      <invstOrSec>
        <name>CITIGROUP</name>
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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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        <name>CITIGROUP</name>
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      <invstOrSec>
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        <name>J.P. MORGAN SECURITIES</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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        <name>CITIGROUP</name>
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        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

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

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00545398"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>United States of America</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>CITIGROUP</name>
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      <invstOrSec>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCNH__00544276"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>624776.99000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00544304"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="THB" exchangeRt="32.40500000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>135740.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4375000.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00546198"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.30350000"/>
        <valUSD>1260.42000000</valUSD>
        <pctVal>0.000107657781</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>66984.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>225332.00000000</amtCurPur>
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            <unrealizedAppr>1260.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00547756"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
        <valUSD>1553.80000000</valUSD>
        <pctVal>0.000132716602</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>84915.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1500000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>1553.80000000</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: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00545416"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>-15.84000000</valUSD>
        <pctVal>-0.00000135296</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>12293.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>371250.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-15.84000000</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: BRL/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00545840"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.32555000"/>
        <valUSD>21062.96000000</valUSD>
        <pctVal>0.001799076130</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>816743.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4545275.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>21062.96000000</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: CNY/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00546552"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.12740000"/>
        <valUSD>141.84000000</valUSD>
        <pctVal>0.000012115151</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>261837.29000000</amtCurSold>
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            <amtCurPur>1856757.00000000</amtCurPur>
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            <unrealizedAppr>141.84000000</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: CLP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00544623"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="961.54500000"/>
        <valUSD>348.56000000</valUSD>
        <pctVal>0.000029771977</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>109729.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>105805999.00000000</amtCurPur>
            <curPur>CLP</curPur>
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            <unrealizedAppr>348.56000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00544624"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="961.54500000"/>
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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>111085.69000000</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: USD/MXN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544670"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2959.03000000</valUSD>
        <pctVal>-0.00025274321</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>2410430.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>127433.23000000</amtCurPur>
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            <unrealizedAppr>-2959.03000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN MEAL FUTR DEC25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="SMZ25"/>
          <other otherDesc="Bloomberg Ticker" value="SMZ5"/>
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        <balance>92.00000000</balance>
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        <assetCat>DCO</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>SOYBEAN MEAL FUTR DEC25</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>Soybean Meal</issuerName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00545422"/>
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        <valUSD>-1036.08000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545844"/>
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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>1000000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00544725"/>
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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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            <amtCurSold>108368.90000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <name>CITIGROUP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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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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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00546894"/>
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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>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI CRUDE FUTURE  NOV25 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="CLX25"/>
          <other otherDesc="Bloomberg Ticker" value="CLX5"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>Bank of America</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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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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        <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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-12-17</title>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>JP MORGAN CHASE BANK N.A.</name>
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        <name>United States of America</name>
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          <couponKind>None</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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: CLP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCLP__00544332"/>
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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>83203.37000000</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: USD/SGD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544348"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>977.92000000</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>187206.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>147087.07000000</amtCurPur>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00547779"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>-102.38000000</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>16472.11000000</amtCurSold>
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            <settlementDt>2025-12-17</settlementDt>
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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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00547091"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
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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>10921.78000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00545808"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
        <valUSD>16937.45000000</valUSD>
        <pctVal>0.001446698945</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>552788.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9883119.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>16937.45000000</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: COP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00546501"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3916.02000000"/>
        <valUSD>430.82000000</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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>19248.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77845834.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>430.82000000</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: USD/MXN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544669"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2958.77000000</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>2410430.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>127433.49000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-2958.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8%  07/15/2026</title>
        <cusip>912828S50</cusip>
        <identifiers>
          <isin value="US912828S505"/>
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        <balance>3806000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-12-17</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>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00546282"/>
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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>
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          <other otherDesc="FX Forwards" value="CCTUSD__00550779"/>
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        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/PLN SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00546897"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>N/A</name>
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        <title>BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)</title>
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          <other otherDesc="All Others" value="BBHMMSEI"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>JP MORGAN CHASE BANK N.A.</name>
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        <title>BRK: JP MORGAN CHASE REF: KOSPI 200 INDEX FUTURE DEC25</title>
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          <ticker value="KSZ5"/>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>N/A</name>
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            <payOffProf>Long</payOffProf>
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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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        <name>N/A</name>
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        <title>GASOLINE RBOB FUT DEC25 PHYSICAL COMMODITY FUTURE.</title>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/THB SETTLE 2025-12-17</title>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTTHB__00545687"/>
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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>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTCZK__00546565"/>
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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>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00552277"/>
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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>67886.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00545788"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="88.78875000"/>
        <valUSD>-1822.31000000</valUSD>
        <pctVal>-0.00015565117</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>169882.18000000</amtCurSold>
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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: CNY/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00551098"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.12740000"/>
        <valUSD>-0.75000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>182.06000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00545424"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
        <valUSD>10457.22000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>386442.39000000</amtCurSold>
            <curSold>USD</curSold>
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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/CZK SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546157"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-210.05000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>333362.00000000</amtCurSold>
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            <unrealizedAppr>-210.05000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NVIDIA CORPORATION</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVIDIA CORP COMMON STOCK</title>
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        <identifiers>
          <isin value="US67066G1040"/>
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        <balance>285000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53175300.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00546531"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="18.33250000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/COP SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00550788"/>
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        <balance>1.00000000</balance>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/EUR SETTLE 2025-12-17</title>
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      <invstOrSec>
        <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>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00547337"/>
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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>16679.54000000</amtCurSold>
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            <unrealizedAppr>-144.46000000</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: PLN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00544036"/>
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        <currencyConditional curCd="PLN" exchangeRt="3.62785000"/>
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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>951.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3500.00000000</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: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00546167"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
        <valUSD>2949.00000000</valUSD>
        <pctVal>0.000251886511</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>116398.16000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>2949.00000000</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: USD/ILS SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00552625"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-120.17000000</valUSD>
        <pctVal>-0.00001026422</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>105000.00000000</amtCurSold>
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            <amtCurPur>31680.43000000</amtCurPur>
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            <unrealizedAppr>-120.17000000</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: PHP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00545755"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="58.20000000"/>
        <valUSD>-1151.86000000</valUSD>
        <pctVal>-0.00009838521</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>57694.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3300000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-1151.86000000</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>NATURAL GAS FUTR  NOV25 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGX25"/>
          <other otherDesc="Bloomberg Ticker" value="NGX25"/>
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        <balance>-18.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-594540.00000000</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">
            <counterparties>
              <counterpartyName>NATURAL GAS FUTR  NOV25</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Natural Gas</issuerName>
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                  <ticker value="NGX25"/>
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              </otherRefInst>
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            <expDate>2025-11-01</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-25881.11000000</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/MXN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546298"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2563.21000000</valUSD>
        <pctVal>-0.00021893456</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>2220296.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>117543.75000000</amtCurPur>
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            <unrealizedAppr>-2563.21000000</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: KRW/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00550811"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1403.05000000"/>
        <valUSD>-162.41000000</valUSD>
        <pctVal>-0.00001387212</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">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <unrealizedAppr>-162.41000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2025-10-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00013515"/>
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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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>24429304.31000000</amtCurSold>
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            <amtCurPur>16200000.00000000</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: ZAR/USD SETTLE 2025-12-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00545760"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>83917.19000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00545767"/>
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        <curCd>USD</curCd>
        <valUSD>-204.10000000</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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTTWD__00544647"/>
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        <valUSD>-120.65000000</valUSD>
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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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTTWD__00546218"/>
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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/SGD SETTLE 2025-12-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00544316"/>
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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/CZK SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546193"/>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00552630"/>
        </identifiers>
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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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>4319999.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>609220.42000000</amtCurPur>
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            <unrealizedAppr>-309.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00547979"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.12740000"/>
        <valUSD>-475.00000000</valUSD>
        <pctVal>-0.00004057175</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>212470.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1502500.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-475.00000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546214"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>288.97000000</valUSD>
        <pctVal>0.000024682144</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>165154.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>129187.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>288.97000000</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: KRW/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00551078"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1403.05000000"/>
        <valUSD>-1154.60000000</valUSD>
        <pctVal>-0.00009861924</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>72736.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-1154.60000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00546208"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="88.78875000"/>
        <valUSD>-6704.42000000</valUSD>
        <pctVal>-0.00057265275</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>785790.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>69536460.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-6704.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00547976"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-142.08000000</valUSD>
        <pctVal>-0.00001213565</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>180500.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>212890.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-142.08000000</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/PLN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00551318"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>481.24000000</valUSD>
        <pctVal>0.000041104735</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>231000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>64086.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>481.24000000</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 SWEDEN NET INDEX SEK REAL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="M7SET121X"/>
        </identifiers>
        <balance>1508015.02000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.40510000"/>
        <valUSD>-1733.59000000</valUSD>
        <pctVal>-0.00014807322</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</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="130.26000000">
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>SEK</curCd>
            <unrealizedAppr>-1733.59000000</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: HUF/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00544600"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="HUF" exchangeRt="331.53190000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>14575.56000000</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: ZAR/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00546521"/>
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        <currencyConditional curCd="ZAR" exchangeRt="17.25250000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>504163.26000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00550775"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="961.54500000"/>
        <valUSD>-780.28000000</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>52799.13000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00546299"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2563.45000000</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>2220296.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00545723"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="3.62785000"/>
        <valUSD>5644.20000000</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>648940.19000000</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: USD/EUR SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00545450"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7278.55000000</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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1741316.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2047887.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-7278.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00544654"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3916.02000000"/>
        <valUSD>640.92000000</valUSD>
        <pctVal>0.000054743676</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>18054.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>73953541.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>640.92000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00551335"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.47800000"/>
        <valUSD>-221.63000000</valUSD>
        <pctVal>-0.00001893035</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>16756.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-221.63000000</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 2025-12-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00544844"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-65.40000000</valUSD>
        <pctVal>-0.00000558608</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>1333200.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>41359.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-12-17</settlementDt>
            <unrealizedAppr>-65.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2025-09-30</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL MANAGED TRUST</ncom:nameOfApplicant>
      <ncom:signature>Glenn Kurdziel</ncom:signature>
      <ncom:signerName>Glenn Kurdziel</ncom:signerName>
      <ncom:title>Controller and Chief Financial Officer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
