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      <invstOrSec>
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        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTTHB__00576698"/>
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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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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTCOP__00576789"/>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCOP__00579501"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581747"/>
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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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            <unrealizedAppr>1739.51000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00579576"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>2804100.55000000</amtCurSold>
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            <unrealizedAppr>-31499.00000000</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/IDR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00587013"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1.81000000</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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>41875000.00000000</amtCurSold>
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            <unrealizedAppr>-1.81000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00576100"/>
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        <balance>1.00000000</balance>
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        <valUSD>-11559.75000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>328465.70000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>-11559.75000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581479"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1000000.00000000</amtCurSold>
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            <amtCurPur>60109.80000000</amtCurPur>
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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/EUR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576814"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>2999500.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00577974"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="COP" exchangeRt="3658.50000000"/>
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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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00578034"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: INR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00578901"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2026-06-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579522"/>
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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 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTCNH__00586218"/>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTTHB__00578830"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
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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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        <name>J.P. MORGAN SECURITIES</name>
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        <name>United States of America</name>
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      <invstOrSec>
        <name>REF: TAIEX FUTURES APR26</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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            <unrealizedAppr>1.78000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTCZK__00580857"/>
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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>23899.26000000</amtCurSold>
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            <amtCurPur>500000.00000000</amtCurPur>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: TWD/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00581132"/>
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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>J.P. MORGAN SECURITIES</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00581124"/>
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        <currencyConditional curCd="CZK" exchangeRt="21.32140000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>23805.10000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581128"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>382.73000000</valUSD>
        <pctVal>0.000033098868</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>29914040.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>89237.66000000</amtCurPur>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>382.73000000</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/INR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00587022"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4.97000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>825000.00000000</amtCurSold>
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            <unrealizedAppr>-4.97000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578861"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>2000000.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580228"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>4045473.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00576189"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ZAR" exchangeRt="17.11750000"/>
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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>184993.23000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00576837"/>
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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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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/PHP SETTLE 2026-06-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00586237"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Republique Francaise</name>
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          <isin value="FR0011982776"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2026-06-17</title>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/GBP SETTLE 2026-06-17</title>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTGBP__00585680"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>695363.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>517000.00000000</amtCurPur>
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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: INR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00577959"/>
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        <currencyConditional curCd="INR" exchangeRt="94.84875000"/>
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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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>96075.54000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00578783"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="18.04150000"/>
        <valUSD>-35223.95000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>985941.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>17267546.00000000</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: USD/CLP SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579166"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>407.88000000</valUSD>
        <pctVal>0.000035273865</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>14986980.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>16485.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>407.88000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581118"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>724.30000000</valUSD>
        <pctVal>0.000062638179</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>26201431.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>17945.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>724.30000000</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/MXN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00577324"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2615.23000000</valUSD>
        <pctVal>0.000226167675</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>1109376.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>63695.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>2615.23000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00586998"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.22195000"/>
        <valUSD>8.47000000</valUSD>
        <pctVal>0.000000732493</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>3191.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>17000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>8.47000000</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/IDR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579549"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>79.79000000</valUSD>
        <pctVal>0.000006900318</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>29470.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>79.79000000</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: USD/EUR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578053"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>83633.68000000</valUSD>
        <pctVal>0.007232723313</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>2732385.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3242855.90000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>83633.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00585978"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>152.41000000</valUSD>
        <pctVal>0.000013180567</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>1968750.00000000</amtCurSold>
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            <amtCurPur>20787.13000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00578098"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="32.98000000"/>
        <valUSD>-2741.34000000</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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>48527.85000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581480"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00584576"/>
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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>1000000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <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: HUF/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00577997"/>
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        <balance>1.00000000</balance>
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      <invstOrSec>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
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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>N/A</name>
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        <name>N/A</name>
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        <name>CITIGROUP</name>
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        <name>United States of America</name>
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        <name>CITIGROUP</name>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00576911"/>
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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>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>937645.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>15115893.00000000</amtCurPur>
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            <unrealizedAppr>-59648.72000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578486"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>391.97000000</valUSD>
        <pctVal>0.000033897953</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>216180.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>10544.38000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>391.97000000</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: BRL/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00578124"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.22195000"/>
        <valUSD>-3102.19000000</valUSD>
        <pctVal>-0.00026828045</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>313760.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1650500.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-3102.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00577220"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="31.97000000"/>
        <valUSD>-1983.99000000</valUSD>
        <pctVal>-0.00017157741</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>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>72452.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2273910.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-1983.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581115"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>881.02000000</valUSD>
        <pctVal>0.000076191480</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>248500.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>67536.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>881.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578434"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>266.11000000</valUSD>
        <pctVal>0.000023013455</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>62500.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>3896.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>266.11000000</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: CZK/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00578418"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="21.32140000"/>
        <valUSD>-1935.36000000</valUSD>
        <pctVal>-0.00016737184</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>53582.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1099750.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-1935.36000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579958"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1045.77000000</valUSD>
        <pctVal>0.000090439223</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>122653.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>39992.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>1045.77000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578473"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3663.37000000</valUSD>
        <pctVal>0.000316811858</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>50000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>57301.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>3663.37000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00577585"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="31.97000000"/>
        <valUSD>-1503.62000000</valUSD>
        <pctVal>-0.00013003454</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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>48441.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1514594.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-1503.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DAX INDEX FUTURE  JUN26</name>
        <lei>N/A</lei>
        <title>DAX INDEX FUTURE  JUN26 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FDXM6"/>
          <other otherDesc="Bloomberg Ticker" value="GXM6"/>
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        <balance>-13.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.86790000"/>
        <valUSD>-8551705.26000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>DAX INDEX FUTURE  JUN26</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
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                <indexName>N/A</indexName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580508"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>-0.00000519577</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>180770.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00580846"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.86790000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>694395.41000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00577595"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>27016.65000000</amtCurSold>
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            <amtCurPur>1562500.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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                <issuerName>Crude Oil</issuerName>
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        <name>United States of America</name>
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        <fairValLevel>2</fairValLevel>
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        <name>US 2YR NOTE (CBT) JUN26</name>
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          <ticker value="1TUM26"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <payOffProf>Long</payOffProf>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00577957"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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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/INR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00585979"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580585"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>22221111.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00585994"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00576743"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00576120"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00581141"/>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00580530"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>11000000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="HOK26"/>
          <other otherDesc="Bloomberg Ticker" value="HOK6"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>NY HARB ULSD FUT  MAY26</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Heating Oil</issuerName>
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                  <ticker value="HOK26"/>
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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/PLN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578812"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>324.36000000</valUSD>
        <pctVal>0.000028050973</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>39162.00000000</amtCurSold>
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            <unrealizedAppr>324.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00578094"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="933.71000000"/>
        <valUSD>-8304.46000000</valUSD>
        <pctVal>-0.00071817790</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>115581.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
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            <unrealizedAppr>-8304.46000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00577331"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3658.50000000"/>
        <valUSD>427.86000000</valUSD>
        <pctVal>0.000037001755</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>21465.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>81466817.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>427.86000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00577234"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1006.81000000</valUSD>
        <pctVal>0.000087069923</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>550000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>17795.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>1006.81000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578916"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>879.33000000</valUSD>
        <pctVal>0.000076045327</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>550000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>17667.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>879.33000000</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/CLP SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581126"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4070.04000000</valUSD>
        <pctVal>0.000351981082</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>100000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>111346.64000000</amtCurPur>
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            <unrealizedAppr>4070.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00585024"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="21.32140000"/>
        <valUSD>-143.92000000</valUSD>
        <pctVal>-0.00001244634</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>23625.30000000</amtCurSold>
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            <amtCurPur>500000.00000000</amtCurPur>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-143.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578841"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1313.83000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>186500.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00578951"/>
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        <balance>1.00000000</balance>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>985801.39000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578133"/>
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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>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>N/A</name>
        <lei>N/A</lei>
        <title>WTI CRUDE FUTURE  JUN26 PHYSICAL COMMODITY FUTURE.</title>
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        <isRestrictedSec>N</isRestrictedSec>

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            <payOffProf>Long</payOffProf>
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                <issuerName>Crude Oil</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578444"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578003"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>498.61000000</valUSD>
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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>43710.00000000</amtCurSold>
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            <unrealizedAppr>498.61000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00585020"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-346.56000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1285000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>241516.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-346.56000000</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="0.75832000"/>
        <valUSD>0.01000000</valUSD>
        <pctVal>0.000000000864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00586234"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="6.90670000"/>
        <valUSD>-329.62000000</valUSD>
        <pctVal>-0.00002850586</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>133859.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>917052.00000000</amtCurPur>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-329.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578817"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2043.02000000</valUSD>
        <pctVal>0.000176682389</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>136795.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>108688.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>2043.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00578168"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.11750000"/>
        <valUSD>-18351.32000000</valUSD>
        <pctVal>-0.00158704029</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>259088.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4144606.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-18351.32000000</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: CNY/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00584580"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.90670000"/>
        <valUSD>-0.03000000</valUSD>
        <pctVal>-0.00000000259</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>34.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>238.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-0.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00587005"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-47.91000000</valUSD>
        <pctVal>-0.00000414330</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>1675000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>17507.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-47.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00579173"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="18.04150000"/>
        <valUSD>-52167.84000000</valUSD>
        <pctVal>-0.00451152636</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>3203831.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>57242577.00000000</amtCurPur>
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            <unrealizedAppr>-52167.84000000</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: INR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00577961"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="94.84875000"/>
        <valUSD>-1909.92000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00578787"/>
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        <balance>1.00000000</balance>
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        <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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576216"/>
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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/CZK SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00577303"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCOP__00576112"/>
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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTZAR__00578526"/>
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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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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581478"/>
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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__00576885"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581763"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <name>United States of America</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2026-06-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579521"/>
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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/BRL SETTLE 2026-06-17</title>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2026-06-17</title>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00577653"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00576453"/>
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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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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTINR__00577960"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579869"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>130.56000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>62274.00000000</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__00576716"/>
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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>91202.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/BRL SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576768"/>
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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>107383.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580590"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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                <issuerName>Heating Oil</issuerName>
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      <invstOrSec>
        <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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          <other otherDesc="FX Forwards" value="CCTBRL__00576883"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00577632"/>
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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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            <unrealizedAppr>1025.11000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580537"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>18538.00000000</amtCurSold>
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            <amtCurPur>5964.33000000</amtCurPur>
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            <unrealizedAppr>77.83000000</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: MXN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00578489"/>
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        <balance>1.00000000</balance>
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        <pctVal>-0.00305025624</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>822267.01000000</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: USD/COP SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579541"/>
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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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>50000000.00000000</amtCurSold>
            <curSold>COP</curSold>
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            <unrealizedAppr>-392.68000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00578905"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00585991"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTTHB__00580546"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTZAR__00579938"/>
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        <name>EURO-BTP FUTURE   JUN26</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/IDR SETTLE 2026-06-17</title>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2026-06-17</title>
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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="CCTPHP__00577192"/>
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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: THB/USD SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTTHB__00576697"/>
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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="CCTEUR__00585445"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581116"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578443"/>
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        <units>NC</units>
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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>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: INR/USD SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTINR__00578898"/>
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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/IDR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579897"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00579892"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTZAR__00578167"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTINR__00576473"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTHUF__00578088"/>
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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/SGD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578014"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2432.61000000</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>136796.00000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581148"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1461.15000000</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>55833229.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>38158.82000000</amtCurPur>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580229"/>
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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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579845"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Bloomberg Ticker" value="W N6"/>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>Wheat</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/PLN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00576132"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>Republique Francaise</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTCNH__00578889"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>BRK: BANK OF AMERICA</name>
        <lei>N/A</lei>
        <title>BRK: BANK OF AMERICA REF: WIG 20 INDEX FUTURE SWAP - JUN26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FW2020M6"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: BANK OF AMERICA</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/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00585449"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00586514"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CAC40 10 EURO FUT APR26 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="FCEJ6"/>
          <other otherDesc="Bloomberg Ticker" value="CFJ6"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <payOffProf>Short</payOffProf>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00577212"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2026-06-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00576792"/>
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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>BRK: JP MORGAN CHASE</name>
        <lei>N/A</lei>
        <title>BRK: JP MORGAN CHASE MINI BOVESPA FUTURES SWAP - APR26</title>
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          <ticker value="WINJ26"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   JUN26 PHYSICAL COMMODITY FUTURE.</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2026-06-17</title>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTUSD__00578846"/>
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        <name>CITIGROUP</name>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00576749"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>84550.32000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00577255"/>
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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>1741880.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00585018"/>
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        <currencyConditional curCd="CNY" exchangeRt="6.90670000"/>
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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>99112.17000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576166"/>
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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>550000.00000000</amtCurSold>
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            <unrealizedAppr>907.79000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576820"/>
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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>793500.00000000</amtCurSold>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00576731"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ZAR" exchangeRt="17.11750000"/>
        <valUSD>-11544.68000000</valUSD>
        <pctVal>-0.00099839533</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>178448.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2873478.00000000</amtCurPur>
            <curPur>ZAR</curPur>
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            <unrealizedAppr>-11544.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00587009"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="933.71000000"/>
        <valUSD>-258.70000000</valUSD>
        <pctVal>-0.00002237263</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>53897.00000000</amtCurSold>
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            <amtCurPur>50000001.00000000</amtCurPur>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-258.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00579144"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1531.65000000"/>
        <valUSD>-13313.73000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>319671.42000000</amtCurSold>
            <curSold>USD</curSold>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-13313.73000000</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/CZK SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579509"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>183.29000000</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>196778.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580265"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <unrealizedAppr>445.74000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00580174"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: CZK/USD SETTLE 2026-06-17</title>
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      <invstOrSec>
        <name>MICROSOFT CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2026-06-17</title>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>United States of America</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00580567"/>
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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="CCTEUR__00581466"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="CTN6"/>
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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="CCTINR__00578102"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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 GLOBAL MARKETS INC.</name>
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        <securityLending>
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      <invstOrSec>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>CITIGROUP</name>
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        <name>N/A</name>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00578932"/>
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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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          <other otherDesc="FX Forwards" value="CCTCOP__00579169"/>
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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__00577973"/>
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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__00580243"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581765"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00580521"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="S50M6"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00586001"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00579873"/>
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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 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00579161"/>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
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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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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00580519"/>
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      <invstOrSec>
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        <title>FX Forward Contract: USD/SGD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00577173"/>
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      <invstOrSec>
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        <name>CITIGROUP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00580230"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00578946"/>
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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/ILS SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00577181"/>
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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>24710.00000000</amtCurSold>
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            <unrealizedAppr>95.12000000</unrealizedAppr>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00585238"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurPur>1000000.00000000</amtCurPur>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="SK26"/>
          <other otherDesc="Bloomberg Ticker" value="S K6"/>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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            <payOffProf>Short</payOffProf>
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                <issuerName>Soybeans</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/EUR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576181"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTCLP__00577992"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTZAR__00579934"/>
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        <name>United States of America</name>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00578911"/>
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        <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>550000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>17739.69000000</amtCurPur>
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            <unrealizedAppr>951.30000000</unrealizedAppr>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00579857"/>
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        <units>NC</units>
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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>600000.00000000</amtCurSold>
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            <amtCurPur>19083.87000000</amtCurPur>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00586226"/>
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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>83945.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1500000.00000000</amtCurPur>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-1358.07000000</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: TWD/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00579834"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="31.97000000"/>
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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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>70224.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2225105.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-1267.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00576435"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3658.50000000"/>
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        <pctVal>0.000051853135</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>32585.98000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>COP</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>599.59000000</unrealizedAppr>
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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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00579244"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.11750000"/>
        <valUSD>-12392.41000000</valUSD>
        <pctVal>-0.00107170786</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>312467.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5166194.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-12392.41000000</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/HUF SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581487"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-104.92000000</valUSD>
        <pctVal>-0.00000907358</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>27715821.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>82220.55000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-104.92000000</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: INR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00578479"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="94.84875000"/>
        <valUSD>-1625.01000000</valUSD>
        <pctVal>-0.00014053247</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>J.P. MORGAN SECURITIES</counterpartyName>
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            <curSold>USD</curSold>
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            <unrealizedAppr>-1625.01000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576130"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3084.34000000</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>286863.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00579825"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1531.65000000"/>
        <valUSD>-22117.29000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>569105.37000000</amtCurSold>
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            <amtCurPur>832208345.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-22117.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580841"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>83337500.00000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00577195"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00577205"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>REF : NVIDIA CORP</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>REF: NVDIA CORP BRK: JPMORGAN</title>
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        <identifiers>
          <other otherDesc="All Others" value="TRS31NVDA"/>
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        <balance>24696760.00000000</balance>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>REF : NVIDIA CORP</counterpartyName>
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        <name>Republique Francaise</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00577158"/>
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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>1500000.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576862"/>
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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>
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          <other otherDesc="FX Forwards" value="CCTEUR__00586997"/>
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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="CCTKRW__00577227"/>
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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__00580837"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>Republique Francaise</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <other otherDesc="FX Forwards" value="CCTPLN__00576116"/>
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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: USD/SGD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576180"/>
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        <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>91200.00000000</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="CCTUSD__00587026"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>41875000.00000000</amtCurSold>
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            <amtCurPur>2459.59000000</amtCurPur>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00576732"/>
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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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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00585989"/>
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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>209501.00000000</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% 06/25/2026</title>
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        <identifiers>
          <isin value="US912797TE71"/>
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        <balance>1768000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1753024.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-25</maturityDt>
          <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>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579556"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>15500000.00000000</amtCurSold>
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            <amtCurPur>871872.79000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579876"/>
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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>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>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580844"/>
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        <balance>1.00000000</balance>
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        <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: HUF/USD SETTLE 2026-06-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00578166"/>
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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: THB/USD SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTTHB__00580217"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2026-06-17</title>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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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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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <payoffProfile>N/A</payoffProfile>
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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/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00580591"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <unrealizedAppr>305.00000000</unrealizedAppr>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580529"/>
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        <units>NC</units>
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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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580518"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576152"/>
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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>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580889"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CITIGROUP</counterpartyName>
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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="CCTBRL__00579571"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00580511"/>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTZAR__00576148"/>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTTHB__00579533"/>
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        <name>CITIGROUP</name>
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        <title>FX Forward Contract: KRW/USD SETTLE 2026-06-17</title>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTUSD__00578939"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00585660"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00580843"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00577640"/>
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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/ZAR SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00580854"/>
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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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580574"/>
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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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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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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>70364.61000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Bloomberg Ticker" value="SMK6"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>SOYBEAN MEAL FUTR MAY26</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Soybean Meal</issuerName>
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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__00585670"/>
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        <currencyConditional curCd="PLN" exchangeRt="3.72805000"/>
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        <pctVal>-0.00000009426</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>269.32000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912797QD26"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3993956.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-16</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>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00577671"/>
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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>136795.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580538"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000006729950</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>18538.00000000</amtCurSold>
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            <amtCurPur>5964.32000000</amtCurPur>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>77.82000000</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/EUR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00585021"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>355501.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2026-06-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00579572"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00576430"/>
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        <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>
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          <other otherDesc="FX Forwards" value="CCTCLP__00577704"/>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTKRW__00576798"/>
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        <name>CITIGROUP</name>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00580840"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="32.98000000"/>
        <valUSD>-558.19000000</valUSD>
        <pctVal>-0.00004827282</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>15820.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-558.19000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00579231"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.11750000"/>
        <valUSD>-13594.19000000</valUSD>
        <pctVal>-0.00117563898</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>314017.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5172183.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-13594.19000000</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>COFFEE 'C' FUTURE JUL26 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KCN6"/>
          <other otherDesc="Bloomberg Ticker" value="KCN6"/>
        </identifiers>
        <balance>31.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3380550.00000000</valUSD>
        <pctVal>0.292353305480</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>COFFEE 'C' FUTURE JUL26</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Coffee</issuerName>
                <issueTitle>Coffee C Future Jul 2026</issueTitle>
                <identifiers>
                  <ticker value="KCN26"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-07-24</expDate>
            <notionalAmt>3349495.73000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>31054.27000000</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: ZAR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00576398"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.11750000"/>
        <valUSD>-10701.29000000</valUSD>
        <pctVal>-0.00092545813</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>187144.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3037713.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-10701.29000000</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/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580865"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>660.08000000</valUSD>
        <pctVal>0.000057084370</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>27780556.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>18919.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>660.08000000</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: KRW/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00578005"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1531.65000000"/>
        <valUSD>-18925.63000000</valUSD>
        <pctVal>-0.00163670718</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>281344.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>399253800.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-18925.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canada</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT JUN26 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CGBM6"/>
          <other otherDesc="Bloomberg Ticker" value="CNM6"/>
        </identifiers>
        <balance>-88.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.39555000"/>
        <valUSD>-7567539.69000000</valUSD>
        <pctVal>-0.65444831247</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 JUN26</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Canada Govt. Bond Futures</issuerName>
                <issueTitle>Canadian Govt 10 Year Bond Future Jun 2026</issueTitle>
                <identifiers>
                  <isin value="CA135087R481"/>
                  <ticker value="CGBM26"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-06-22</expDate>
            <notionalAmt>-7631828.99000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>64289.30000000</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: PHP/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00576178"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="60.75000000"/>
        <valUSD>-1260.57000000</valUSD>
        <pctVal>-0.00010901533</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>26879.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1562500.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-1260.57000000</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: GBP/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00585679"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75832000"/>
        <valUSD>-13888.28000000</valUSD>
        <pctVal>-0.00120107218</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>695361.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>517000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-13888.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00578952"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="18.04150000"/>
        <valUSD>-11141.72000000</valUSD>
        <pctVal>-0.00096354695</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>326470.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5727212.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-11141.72000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579883"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1047.52000000</valUSD>
        <pctVal>0.000090590565</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>326000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>88490.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>1047.52000000</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: INR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00580207"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="94.84875000"/>
        <valUSD>-28337.63000000</valUSD>
        <pctVal>-0.00245066625</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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>909516.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>84072917.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-28337.63000000</unrealizedAppr>
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        </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) JUN26 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JGBM6"/>
          <other otherDesc="Bloomberg Ticker" value="JBM6"/>
        </identifiers>
        <balance>16.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="159.09000000"/>
        <valUSD>13105537.76000000</valUSD>
        <pctVal>1.133379859561</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JPN 10Y BOND(OSE) JUN26</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Japan Govt. Bond Futures</issuerName>
                <issueTitle>Japan Govt 10 Year Bond Future (TSE) Jun 2026</issueTitle>
                <identifiers>
                  <isin value="JP1103711P74"/>
                  <ticker value="BTM26"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-06-18</expDate>
            <notionalAmt>13227581.91000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-122044.15000000</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/INR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00587020"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5.24000000</valUSD>
        <pctVal>-0.00000045316</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

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        <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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        <name>N/A</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="BBHMMSEI"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <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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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00579981"/>
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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>1819879.30000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTCNH__00585977"/>
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        <currencyConditional curCd="CNY" exchangeRt="6.90670000"/>
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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="CCTKRW__00576724"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>REF: RCXTEF1 INDEX TRS</name>
        <lei>N/A</lei>
        <title>REF: RCXTEF1 INDEX TRS BRK:GOLDMANSACHS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TRS85SEFX"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>REF: RCXTEF1 INDEX TRS</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00576738"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>CITIGROUP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00578816"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00576151"/>
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          <other otherDesc="FX Forwards" value="CCTTHB__00580839"/>
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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="CCTKRW__00576907"/>
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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__00579853"/>
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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>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTTWD__00576791"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00579485"/>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00581753"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTBRL__00579985"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1819875.66000000</amtCurSold>
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            <unrealizedAppr>23210.20000000</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/IDR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580552"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17.85000000</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>100000000.00000000</amtCurSold>
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            <amtCurPur>5860.25000000</amtCurPur>
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            <unrealizedAppr>-17.85000000</unrealizedAppr>
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        </derivativeInfo>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27</title>
        <cusip>91282CFR7</cusip>
        <identifiers>
          <isin value="US91282CFR79"/>
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        <balance>8211000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9154442.85000000</valUSD>
        <pctVal>0.791685266312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00586003"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>217.82000000</valUSD>
        <pctVal>0.000018837288</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>2947375.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>31109.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>217.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576141"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1475.74000000</valUSD>
        <pctVal>0.000127623453</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>91187.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>72564.93000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>1475.74000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578016"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>427.21000000</valUSD>
        <pctVal>0.000036945543</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>253361.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>37318.53000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>427.21000000</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/PLN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578570"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3343.91000000</valUSD>
        <pctVal>0.000289184642</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>293757.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>82138.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>3343.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COCOA FUTURE - IC MAY26 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCCK6"/>
          <other otherDesc="Bloomberg Ticker" value="QCK6"/>
        </identifiers>
        <balance>-4.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75832000"/>
        <valUSD>-131184.72000000</valUSD>
        <pctVal>-0.01134498425</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 MAY26</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Cocoa</issuerName>
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                  <ticker value="QCK26"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-05-16</expDate>
            <notionalAmt>-149010.91000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>17826.19000000</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 JUN26 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CGBM6"/>
          <other otherDesc="Bloomberg Ticker" value="CNM6"/>
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        <balance>704.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.39555000"/>
        <valUSD>60540317.44000000</valUSD>
        <pctVal>5.235586492862</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 JUN26</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Canada Govt. Bond Futures</issuerName>
                <issueTitle>Canadian Govt 10 Year Bond Future Jun 2026</issueTitle>
                <identifiers>
                  <isin value="CA135087R481"/>
                  <ticker value="CGBM26"/>
                  <other otherDesc="Other" value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2026-06-22</expDate>
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            <curCd>CAD</curCd>
            <unrealizedAppr>-2242797.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576138"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>911.23000000</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>550000.00000000</amtCurSold>
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            <amtCurPur>17699.62000000</amtCurPur>
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            <unrealizedAppr>911.23000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00585447"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>51000.00000000</amtCurSold>
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            <unrealizedAppr>238.32000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CATTLE FEEDER FUT AUG26 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FCQ26"/>
          <other otherDesc="Bloomberg Ticker" value="FCQ6"/>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Feeder Cattle</issuerName>
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      <invstOrSec>
        <name>EURO-BUXL 30Y BND JUN26</name>
        <lei>N/A</lei>
        <title>EURO-BUXL 30Y BND JUN26 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="FGBXM6"/>
          <other otherDesc="Bloomberg Ticker" value="UBM6"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00580231"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>300000000.00000000</amtCurSold>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTTHB__00578829"/>
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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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>48025.01000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00577705"/>
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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>229322.64000000</amtCurSold>
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            <unrealizedAppr>-18387.75000000</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: PHP/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00578041"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="60.75000000"/>
        <valUSD>-1447.75000000</valUSD>
        <pctVal>-0.00012520285</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>27066.72000000</amtCurSold>
            <curSold>USD</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00578587"/>
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        <currencyConditional curCd="MXN" exchangeRt="18.04150000"/>
        <valUSD>-35272.48000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00580539"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580890"/>
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        <curCd>USD</curCd>
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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 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>United States of America</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2026-06-17</title>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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

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

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      <invstOrSec>
        <name>CITIGROUP</name>
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        <cusip>N/A</cusip>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bank of America</name>
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        <cusip>N/A</cusip>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <securityLending>
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        <name>REF:BROADCOM INC</name>
        <lei>N/A</lei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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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: ZAR/USD SETTLE 2026-06-17</title>
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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2026-06-17</title>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00585980"/>
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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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            <amtCurSold>381750.00000000</amtCurSold>
            <curSold>BRL</curSold>
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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__00580221"/>
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        <curCd>USD</curCd>
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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>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00577630"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00578463"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>91977.12000000</amtCurSold>
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            <amtCurPur>329100.00000000</amtCurPur>
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            <unrealizedAppr>-3702.80000000</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>GASOLINE RBOB FUT MAY26 PHYSICAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="RBK26"/>
          <other otherDesc="Bloomberg Ticker" value="XBK6"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GASOLINE RBOB FUT MAY26</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Unleaded Gas</issuerName>
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                  <ticker value="RBK26"/>
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            <expDate>2026-05-03</expDate>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580853"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000067260588</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>250000.00000000</amtCurSold>
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            <amtCurPur>15298.83000000</amtCurPur>
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            <unrealizedAppr>777.75000000</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: KRW/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00586500"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1531.65000000"/>
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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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>16640.73000000</amtCurSold>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-208.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581471"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <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="CCTINR__00577669"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00578509"/>
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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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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00579907"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>5000000.00000000</amtCurSold>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580564"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576400"/>
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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>41098.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00578084"/>
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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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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00580550"/>
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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>12477.32000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00586488"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="6.90670000"/>
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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>142743.84000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579555"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18471.45000000</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>15500000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580842"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>83337500.00000000</amtCurSold>
            <curSold>KRW</curSold>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030</title>
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          <isin value="US912828ZZ63"/>
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        <balance>7132000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <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: CZK/USD SETTLE 2026-06-17</title>
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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: MXN/USD SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTMXN__00587000"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
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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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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00577301"/>
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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>
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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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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>N/A</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00586497"/>
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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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              <counterpartyName>CITIGROUP</counterpartyName>
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            <curSold>ILS</curSold>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00585251"/>
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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>
      <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>
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          <other otherDesc="All Others" value="M7AU617"/>
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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">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS INC.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <curCd>AUD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576850"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1162.44000000</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>99451.00000000</amtCurSold>
            <curSold>PLN</curSold>
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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/ZAR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581131"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6608.30000000</valUSD>
        <pctVal>0.000571492315</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>2489540.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>151211.59000000</amtCurPur>
            <curPur>USD</curPur>
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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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00586012"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-704.72000000</valUSD>
        <pctVal>-0.00006094488</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>381750.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>71148.51000000</amtCurPur>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-704.72000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578867"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>573.57000000</valUSD>
        <pctVal>0.000049602900</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>74955.00000000</amtCurSold>
            <curSold>ILS</curSold>
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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: BRL/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00579194"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.22195000"/>
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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>131536.94000000</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/BRL SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00585019"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00577651"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2026-06-17</title>
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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>329072.85000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00579568"/>
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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 2026-06-17</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00578859"/>
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        <curCd>USD</curCd>
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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>186647.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00578962"/>
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        <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>325372.64000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576182"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>2846846.00000000</amtCurSold>
            <curSold>EUR</curSold>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576168"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1419.25000000</valUSD>
        <pctVal>0.000122738142</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>91200.00000000</amtCurSold>
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            <unrealizedAppr>1419.25000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00577328"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="COP" exchangeRt="3658.50000000"/>
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        <pctVal>0.000041547196</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>21745.02000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>82701164.00000000</amtCurPur>
            <curPur>COP</curPur>
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            <unrealizedAppr>480.42000000</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: EUR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00580257"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.86790000"/>
        <valUSD>-3545.78000000</valUSD>
        <pctVal>-0.00030664255</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>849176.53000000</amtCurSold>
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            <unrealizedAppr>-3545.78000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00577241"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1531.65000000"/>
        <valUSD>-22883.38000000</valUSD>
        <pctVal>-0.00197897732</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>432342.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>622966721.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-22883.38000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581107"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2311.65000000</valUSD>
        <pctVal>0.000199913776</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>1545500.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>293206.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>2311.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578063"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2432.35000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>136794.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579489"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000031428920</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>300000.00000000</amtCurSold>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>363.42000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 08/06/2026</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579226"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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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: HUF/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00586493"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00577162"/>
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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/PLN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580850"/>
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        <balance>1.00000000</balance>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2026-06-17</title>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576470"/>
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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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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00579597"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00578928"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTPLN__00577574"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>CITIGROUP</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00580256"/>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00577993"/>
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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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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PHP/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00577193"/>
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        <currencyConditional curCd="PHP" exchangeRt="60.75000000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>26982.64000000</amtCurSold>
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            <unrealizedAppr>-1363.67000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00576113"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="COP" exchangeRt="3658.50000000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581156"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>574.94000000</valUSD>
        <pctVal>0.000049721379</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>22458370.00000000</amtCurSold>
            <curSold>KRW</curSold>
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            <unrealizedAppr>574.94000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00579864"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="32.98000000"/>
        <valUSD>-1941.81000000</valUSD>
        <pctVal>-0.00016792964</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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>47728.35000000</amtCurSold>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-1941.81000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00576403"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="335.16315000"/>
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        <pctVal>-0.00023906026</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>78812.29000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TSY INFL IX N/B 1.750000% 01/15/2034</title>
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        <identifiers>
          <isin value="US91282CJY84"/>
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        <curCd>USD</curCd>
        <valUSD>13907354.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00577963"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580872"/>
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        <balance>1.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00585456"/>
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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/CZK SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579644"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580522"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTKRW__00577576"/>
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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>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <name>AUST 3YR BOND FUT JUN26</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <title>LME COPPER FUTURE JUN26 PHYSICAL COMMODITY FUTURE.</title>
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        <units>NC</units>
        <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>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>2661190.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>158693.96000000</amtCurPur>
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            <unrealizedAppr>4120.50000000</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: INR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00580533"/>
        </identifiers>
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        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="94.84875000"/>
        <valUSD>-2474.05000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>107285.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10000000.00000000</amtCurPur>
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            <unrealizedAppr>-2474.05000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579593"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>348.04000000</valUSD>
        <pctVal>0.000030098843</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>300001.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>9505.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>348.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580864"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4856.69000000</valUSD>
        <pctVal>0.000420011351</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>17500000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>188276.40000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>4856.69000000</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/PHP SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00586228"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>476.29000000</valUSD>
        <pctVal>0.000041190029</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>2500000.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>41466.64000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>476.29000000</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/CZK SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578459"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>500000.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>24355.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>874.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: JP MORGAN</name>
        <lei>N/A</lei>
        <title>BRK: JP MORGAN REF: KOSPI 200 INDEX FUTURE JUN26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KMM6 INDEX"/>
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        <balance>64.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1531.65000000"/>
        <valUSD>15653706.80000000</valUSD>
        <pctVal>1.353748036860</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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            <pmntCurCd>KRW</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>KRW</rcptCurCd>
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            <curCd>KRW</curCd>
            <unrealizedAppr>-883819.32000000</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: EUR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00585446"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.86790000"/>
        <valUSD>-940.01000000</valUSD>
        <pctVal>-0.00008129299</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>262245.57000000</amtCurSold>
            <curSold>USD</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00579192"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1531.65000000"/>
        <valUSD>-4098.65000000</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">
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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/CLP SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00577639"/>
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        <balance>1.00000000</balance>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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: BRL/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00579849"/>
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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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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00578062"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="94.84875000"/>
        <valUSD>-32696.40000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576735"/>
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        <balance>1.00000000</balance>
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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>118582.00000000</amtCurSold>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00581113"/>
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        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCOP__00579170"/>
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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>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <curSold>USD</curSold>
            <amtCurPur>85983967.00000000</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: USD/MXN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581750"/>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>2500000.00000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00577672"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="94.84875000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00580251"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>848852.65000000</amtCurSold>
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            <amtCurPur>730121.00000000</amtCurPur>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>EURO-BOBL FUTURE  JUN26</name>
        <lei>N/A</lei>
        <title>EURO-BOBL FUTURE  JUN26 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBMM6"/>
          <other otherDesc="Bloomberg Ticker" value="OEM6"/>
        </identifiers>
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        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.86790000"/>
        <valUSD>126349233.80000000</valUSD>
        <pctVal>10.92680662803</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EURO-BOBL FUTURE  JUN26</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-06-11</expDate>
            <notionalAmt>129728065.30000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-3378831.50000000</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: USD/PLN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576796"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4298.45000000</valUSD>
        <pctVal>0.000371734204</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>386857.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>108064.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>4298.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580881"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>679.08000000</valUSD>
        <pctVal>0.000058727509</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>27780556.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>18938.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>679.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00584574"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1174.04000000</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>100000000.00000000</amtCurSold>
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            <amtCurPur>66901.34000000</amtCurPur>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>1174.04000000</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/ZAR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579187"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>74.29000000</valUSD>
        <pctVal>0.000006424672</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>62690.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>3715.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>74.29000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN OIL FUTR  MAY26 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="BOK26"/>
          <other otherDesc="Bloomberg Ticker" value="BOK6"/>
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        <balance>86.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3554208.00000000</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>SOYBEAN OIL FUTR  MAY26</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Soybean Oil</issuerName>
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            <expDate>2026-05-17</expDate>
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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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00579933"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="ZAR" exchangeRt="17.11750000"/>
        <valUSD>-8661.35000000</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>250058.53000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578507"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13426.07000000</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>CITIGROUP</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00586000"/>
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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: ZAR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00578849"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>ZA</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>87435.54000000</amtCurSold>
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        <securityLending>
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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>N/A</name>
        <lei>N/A</lei>
        <title>S&amp;P/TSX 60 IX FUT JUN26 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="SXFM6"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00578845"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>194501.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTCNH__00578424"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="KCK6"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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            <payOffProf>Short</payOffProf>
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                <issuerName>Coffee</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <identifiers>
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        <balance>1.00000000</balance>
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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__00578148"/>
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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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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00580569"/>
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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>
        <title>FX Forward Contract: ZAR/USD SETTLE 2026-06-17</title>
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          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576150"/>
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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>286862.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>80029.01000000</amtCurPur>
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            <unrealizedAppr>3084.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00578852"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.90670000"/>
        <valUSD>-1320.13000000</valUSD>
        <pctVal>-0.00011416614</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>235238.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1606500.00000000</amtCurPur>
            <curPur>CNY</curPur>
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            <unrealizedAppr>-1320.13000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00577686"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3658.50000000"/>
        <valUSD>690.48000000</valUSD>
        <pctVal>0.000059713392</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>32495.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>123483965.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>690.48000000</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/IDR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00586238"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>51.22000000</valUSD>
        <pctVal>0.000004429556</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>224450000.00000000</amtCurSold>
            <curSold>IDR</curSold>
            <amtCurPur>13244.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>51.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580871"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1899.33000000</valUSD>
        <pctVal>0.000164255935</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>83337500.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>56674.82000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>1899.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00578488"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.11750000"/>
        <valUSD>-79066.60000000</valUSD>
        <pctVal>-0.00683775772</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>1160815.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>18623754.00000000</amtCurPur>
            <curPur>ZAR</curPur>
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            <unrealizedAppr>-79066.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00580524"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="32.98000000"/>
        <valUSD>-282.54000000</valUSD>
        <pctVal>-0.00002443433</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>12492.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>400000.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-282.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: BANK OF AMERICA</name>
        <lei>N/A</lei>
        <title>BRK: BANK OF AMERICA REF: SWISS MARKET INDEX FUTURE JUN26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FSMIM26"/>
        </identifiers>
        <balance>-46.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.80355000"/>
        <valUSD>-7254209.45000000</valUSD>
        <pctVal>-0.62735120360</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2026-06-22</terminationDt>
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            <pmntCurCd>CHF</pmntCurCd>
            <upfrontRcpt>-7378824.80000000</upfrontRcpt>
            <rcptCurCd>CHF</rcptCurCd>
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            <unrealizedAppr>124615.35000000</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: PLN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00585669"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.72805000"/>
        <valUSD>-1.09000000</valUSD>
        <pctVal>-0.00000009426</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>269.32000000</amtCurSold>
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            <amtCurPur>1000.00000000</amtCurPur>
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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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00579628"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="335.16315000"/>
        <valUSD>-6583.01000000</valUSD>
        <pctVal>-0.00056930521</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>559201.50000000</amtCurSold>
            <curSold>USD</curSold>
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            <settlementDt>2026-06-17</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578045"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>90985.55000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>2906793.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00580237"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="3.72805000"/>
        <valUSD>-184.02000000</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>15647.45000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00576799"/>
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        <valUSD>-18603.24000000</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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>340278.80000000</amtCurSold>
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            <settlementDt>2026-06-17</settlementDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00577294"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="COP" exchangeRt="3658.50000000"/>
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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>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00577975"/>
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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>14986980.00000000</amtCurSold>
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            <amtCurPur>17337.09000000</amtCurPur>
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            <unrealizedAppr>1259.57000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00587027"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>250000000.00000000</amtCurSold>
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            <amtCurPur>14680.02000000</amtCurPur>
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            <unrealizedAppr>-15.23000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00579911"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.86790000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1900611.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1634000.00000000</amtCurPur>
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            <unrealizedAppr>-11357.87000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00579179"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="HUF" exchangeRt="335.16315000"/>
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        <pctVal>0.000003255144</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>111879.64000000</amtCurSold>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>37.64000000</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: THB/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00578524"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="32.98000000"/>
        <valUSD>-2848.65000000</valUSD>
        <pctVal>-0.00024635406</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>48635.16000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>THB</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-2848.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00577291"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="18.04150000"/>
        <valUSD>-141498.46000000</valUSD>
        <pctVal>-0.01223692668</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>3289483.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>57175750.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-141498.46000000</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: EUR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00586996"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.86790000"/>
        <valUSD>292.23000000</valUSD>
        <pctVal>0.000025272339</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>121110.26000000</amtCurSold>
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            <amtCurPur>105000.00000000</amtCurPur>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>292.23000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00577179"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.72805000"/>
        <valUSD>-4367.33000000</valUSD>
        <pctVal>-0.00037769101</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>110230.00000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00578788"/>
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        <balance>1.00000000</balance>
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        <valUSD>-12529.10000000</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>220850.56000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578894"/>
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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>34040.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>REF: NVDIA CORP</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>REF: NVDIA CORP BRK: JPMORGAN</title>
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          <other otherDesc="All Others" value="TRS890404"/>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>REF: NVDIA CORP</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2026-06-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00581159"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2026-06-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578508"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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            <amtCurSold>425999.00000000</amtCurSold>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>United States of America</name>
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        <payoffProfile>Long</payoffProfile>
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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: USD/ILS SETTLE 2026-06-17</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>124953.45000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTTWD__00579216"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <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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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2026-06-17</title>
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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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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00576717"/>
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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__00579640"/>
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        <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>1184035.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00580523"/>
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        <currencyConditional curCd="THB" exchangeRt="32.98000000"/>
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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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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN MEAL FUTR JUL26 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="SMN26"/>
          <other otherDesc="Bloomberg Ticker" value="SMN6"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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            <payOffProf>Long</payOffProf>
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                <issuerName>Soybean Meal</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>BRK: CITIGROUP REF:MSCI INTERNATIONAL SINGAPORE NET INDEX SGD REA</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="M7SG617"/>
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        <balance>433802.95000000</balance>
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        <currencyConditional curCd="SGD" exchangeRt="1.29015000"/>
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        <pctVal>-0.00021035808</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">
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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: THB/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTTHB__00576187"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>48242.73000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00577714"/>
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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/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00580592"/>
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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>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: TWD/USD SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTTWD__00579153"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00579872"/>
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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>
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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>

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      <invstOrSec>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTBRL__00576846"/>
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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="CCTUSD__00577638"/>
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        <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>40542.18000000</amtCurPur>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/INR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00585997"/>
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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>
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00586510"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580834"/>
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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"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <curSold>CNY</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580851"/>
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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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            <amtCurPur>301277.00000000</amtCurPur>
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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="CCTINR__00578109"/>
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        <valUSD>-3793.21000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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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>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579977"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578435"/>
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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/IDR SETTLE 2026-06-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00587018"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTBRL__00576847"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2026-06-17</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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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>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00579833"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581130"/>
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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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            <settlementDt>2026-06-17</settlementDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579639"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1000.05000000</valUSD>
        <pctVal>0.000086485312</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>1140181.00000000</amtCurSold>
            <curSold>CZK</curSold>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>1000.05000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00576854"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="94.84875000"/>
        <valUSD>-1521.49000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>36633.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3350000.00000000</amtCurPur>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-1521.49000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579842"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>248.45000000</valUSD>
        <pctVal>0.000021486201</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>29854.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>9728.20000000</amtCurPur>
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            <settlementDt>2026-06-17</settlementDt>
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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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00576891"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.11750000"/>
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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>188008.93000000</amtCurSold>
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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 MEXICO NR INDEX IN MXN- 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="M7MX617"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS INC.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00578850"/>
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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>
        <title>FX Forward Contract: CLP/USD SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTCLP__00585236"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>53993.03000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00579490"/>
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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/SGD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00576169"/>
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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>
        <title>FX Forward Contract: MXN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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        <name>United States of America</name>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   MAY26 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="LGOK6"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00578873"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>EURO-BUND FUTURE  JUN26</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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/ILS SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00577564"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00578581"/>
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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>822009.42000000</amtCurSold>
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            <unrealizedAppr>-34973.93000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579643"/>
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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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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581746"/>
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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>100000000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580589"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00585681"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.86790000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>3449815.12000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00586217"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00586743"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="18.04150000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>110050.66000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: TWD/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00580280"/>
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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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00580547"/>
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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: PHP/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00578531"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: BRL/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576142"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00578548"/>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTHUF__00580268"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="CLK26"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <payOffProf>Long</payOffProf>
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                <issuerName>Crude Oil</issuerName>
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                  <ticker value="CLK26"/>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00578833"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00581121"/>
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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__00576865"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IFSC NIFTY 50 FUT APR26 PHYSICAL INDEX FUTURE.</title>
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          <ticker value="GIFJ6"/>
          <other otherDesc="Bloomberg Ticker" value="JGSJ6"/>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTTHB__00579865"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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          <isin value="US912797PM34"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTCNH__00578851"/>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>235238.48000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00577589"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580560"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000029675951</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>22224444.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2026-06-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00576394"/>
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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>184828.85000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2026-06-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00585976"/>
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        <currencyConditional curCd="CNY" exchangeRt="6.90670000"/>
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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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            <amtCurSold>58989.49000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/ILS SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00585245"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/BRL SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00586009"/>
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        <name>N/A</name>
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          <ticker value="CN26"/>
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        <name>EURO-BUND FUTURE  JUN26</name>
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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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        <name>CITIGROUP</name>
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        <fairValLevel>2</fairValLevel>
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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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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTINR__00576450"/>
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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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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCOP__00576887"/>
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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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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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        <name>N/A</name>
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      <invstOrSec>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00578877"/>
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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>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028</title>
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          <isin value="US9128283R96"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581150"/>
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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>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581468"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <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>4500000.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576165"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTCLP__00580577"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00586745"/>
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        <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>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580868"/>
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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>83325000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578552"/>
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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>550000.00000000</amtCurSold>
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            <amtCurPur>17816.24000000</amtCurPur>
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            <unrealizedAppr>1027.85000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576399"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1140.44000000</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>110251.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>30713.01000000</amtCurPur>
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            <unrealizedAppr>1140.44000000</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/GBP SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00577235"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>54743.34000000</valUSD>
        <pctVal>0.004734258153</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>1741879.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2350767.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>54743.34000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579537"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-332.94000000</valUSD>
        <pctVal>-0.00002879298</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>915154.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>132920.56000000</amtCurPur>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-332.94000000</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/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581768"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1626.91000000</valUSD>
        <pctVal>0.000140696784</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>100000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>67354.21000000</amtCurPur>
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            <unrealizedAppr>1626.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579854"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>201.39000000</valUSD>
        <pctVal>0.000017416406</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>6250000.00000000</amtCurSold>
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            <unrealizedAppr>201.39000000</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: TWD/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00578876"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="31.97000000"/>
        <valUSD>-1328.35000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/EUR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00585235"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2026-06-17</title>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00578510"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00587014"/>
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        <name>N/A</name>
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          <ticker value="YAPM6"/>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00581754"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00578953"/>
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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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            <amtCurPur>8794.37000000</amtCurPur>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTTWD__00577628"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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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__00581742"/>
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        <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="CCTUSD__00579562"/>
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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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>248214.00000000</amtCurSold>
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            <amtCurPur>67188.05000000</amtCurPur>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/BRL SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00576769"/>
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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>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurPur>20311.04000000</amtCurPur>
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            <unrealizedAppr>99.34000000</unrealizedAppr>
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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__00579211"/>
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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>83088.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00580861"/>
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        <currencyConditional curCd="THB" exchangeRt="32.98000000"/>
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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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>63357.99000000</amtCurSold>
            <curSold>USD</curSold>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578485"/>
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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>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>216180.00000000</amtCurSold>
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            <unrealizedAppr>391.95000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00577629"/>
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        <currencyConditional curCd="TWD" exchangeRt="31.97000000"/>
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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>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00576838"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="COP" exchangeRt="3658.50000000"/>
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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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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580887"/>
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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__00577284"/>
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        <name>BRK - JP MORGAN</name>
        <lei>N/A</lei>
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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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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578562"/>
        </identifiers>
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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="CCTPLN__00576410"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>169754.41000000</amtCurSold>
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            <amtCurPur>609428.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00578779"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <valUSD>-1819.21000000</valUSD>
        <pctVal>-0.00015732707</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>62870.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1299984.00000000</amtCurPur>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-1819.21000000</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/INR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00587019"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5.26000000</valUSD>
        <pctVal>-0.00000045488</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>825000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>8641.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-5.26000000</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/PLN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580272"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>36.00000000</valUSD>
        <pctVal>0.000003113315</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>14024.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>3797.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>36.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00580582"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="933.71000000"/>
        <valUSD>-174.54000000</valUSD>
        <pctVal>-0.00001509439</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>12492.04000000</amtCurSold>
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            <amtCurPur>11482000.00000000</amtCurPur>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-174.54000000</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 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="M7SE617"/>
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        <balance>32.00000000</balance>
        <units>NC</units>
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        <valUSD>-10146.15000000</valUSD>
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        <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>
            <fixedRecDesc 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: USD/GBP SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579604"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <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: PLN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00586495"/>
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        <currencyConditional curCd="PLN" exchangeRt="3.72805000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2026-06-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00578086"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTTWD__00581157"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00585665"/>
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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>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTPLN__00585992"/>
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        <title>FX Forward Contract: COP/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00578795"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3658.50000000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>31954.46000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>1231.12000000</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/PLN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578493"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3332.77000000</valUSD>
        <pctVal>0.000288221243</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>293757.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>82127.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>3332.77000000</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>NATURAL GAS FUTR  MAY26 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGK26"/>
          <other otherDesc="Bloomberg Ticker" value="NGK26"/>
        </identifiers>
        <balance>12.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>346080.00000000</valUSD>
        <pctVal>0.029929340480</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>NATURAL GAS FUTR  MAY26</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Natural Gas</issuerName>
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                  <ticker value="NGK26"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-05-01</expDate>
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            <unrealizedAppr>-30163.08000000</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/KRW SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00581769"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1562.45000000</valUSD>
        <pctVal>0.000135122220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>100000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>67289.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>1562.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00576175"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1531.65000000"/>
        <valUSD>-16036.21000000</valUSD>
        <pctVal>-0.00138682729</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>322393.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>466104172.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-16036.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00585674"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-351.29000000</valUSD>
        <pctVal>-0.00003037990</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>20000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>59055.55000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-351.29000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00577662"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2354.15000000</valUSD>
        <pctVal>0.000203589218</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>136795.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>108999.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>2354.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00576711"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.72805000"/>
        <valUSD>-6339.57000000</valUSD>
        <pctVal>-0.00054825227</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>157201.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>562435.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-6339.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00576868"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="335.16315000"/>
        <valUSD>-10226.62000000</valUSD>
        <pctVal>-0.00088440820</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>280276.26000000</amtCurSold>
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            <amtCurPur>90915336.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-10226.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00577956"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1531.65000000"/>
        <valUSD>-22150.66000000</valUSD>
        <pctVal>-0.00191561097</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>329705.85000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00577203"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>54487.04000000</valUSD>
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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: THB/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00578523"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/GBP SETTLE 2026-06-17</title>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2026-06-17</title>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>1180715.00000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00578487"/>
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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>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00579493"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00579937"/>
        </identifiers>
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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>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00585682"/>
        </identifiers>
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        <currencyConditional curCd="EUR" exchangeRt="0.86790000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>3449822.02000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BROWN BROTHERS HARRIMAN SWEEP (ACCRUAL ONLY)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="BBHMMSEI"/>
        </identifiers>
        <balance>15009126.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.01000000</valUSD>
        <pctVal>0.000000000864</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: PHP/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPHP__00580192"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="60.75000000"/>
        <valUSD>-1603.04000000</valUSD>
        <pctVal>-0.00013863248</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>52840.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3125000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-1603.04000000</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: KRW/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00576428"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1531.65000000"/>
        <valUSD>-16509.65000000</valUSD>
        <pctVal>-0.00142777085</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>322867.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>466104171.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-16509.65000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579908"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>998.92000000</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>348500.00000000</amtCurSold>
            <curSold>PLN</curSold>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>998.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00580859"/>
        </identifiers>
        <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>250000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>15321.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00578533"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="18.04150000"/>
        <valUSD>-36623.01000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>823658.50000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00579248"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="HUF" exchangeRt="335.16315000"/>
        <valUSD>-1401.69000000</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>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>528292.10000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00587011"/>
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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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578826"/>
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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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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578895"/>
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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>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <name>United States of America</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00578792"/>
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        <curCd>USD</curCd>
        <valUSD>198.38000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>24404.00000000</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="CCTCLP__00580211"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>6775.25000000</amtCurSold>
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      <invstOrSec>
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        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00585016"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579550"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>79.85000000</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>500000000.00000000</amtCurSold>
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            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>79.85000000</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 JUN26 PHYSICAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="CMALM26"/>
          <other otherDesc="Bloomberg Ticker" value="LAM26"/>
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        <balance>97.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8444189.50000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LME PRI ALUM FUTR JUN26</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Aluminum</issuerName>
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                  <ticker value="AHCM26"/>
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            <expDate>2026-06-18</expDate>
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            <unrealizedAppr>765353.73000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: TWD/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTWD__00577215"/>
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        <currencyConditional curCd="TWD" exchangeRt="31.97000000"/>
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        <pctVal>-0.00017001556</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">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>72786.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2285279.00000000</amtCurPur>
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            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-1965.93000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>AUST 10Y BOND FUT JUN26</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT JUN26 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YTCM6"/>
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        <currencyConditional curCd="AUD" exchangeRt="1.46007000"/>
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        <payoffProfile>Short</payoffProfile>
        <assetConditional assetCat="OTHER" desc="AUST 10Y BOND FUT JUN26"/>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WHEAT FUTURE(CBT) MAY26 PHYSICAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="WK26"/>
          <other otherDesc="Bloomberg Ticker" value="W K6"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Wheat</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: HUF/USD SETTLE 2026-06-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00576456"/>
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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>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTINR__00578516"/>
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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 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTZAR__00579234"/>
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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/MXN SETTLE 2026-06-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00578945"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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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 SWITZERLAND NET INDEX CHF</title>
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          <other otherDesc="All Others" value="M7CH617"/>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00578113"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00586502"/>
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        <currencyConditional curCd="CNY" exchangeRt="6.90670000"/>
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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>
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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/SGD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00579587"/>
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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>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>54670.00000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00579502"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <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__00586738"/>
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        <curCd>USD</curCd>
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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>J.P. MORGAN SECURITIES</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTINR__00578506"/>
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        <currencyConditional curCd="INR" exchangeRt="94.84875000"/>
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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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2026-06-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00577319"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2026-06-17</title>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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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>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <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>95383.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>1457.50000000</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 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578132"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>177.55000000</valUSD>
        <pctVal>0.000015354699</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>113786.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>36308.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>177.55000000</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: EUR/USD SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00581108"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.86790000"/>
        <valUSD>-5047.13000000</valUSD>
        <pctVal>-0.00043648079</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>671026.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>576000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>-5047.13000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: USD/ILS SETTLE 2026-06-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00578028"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>347.95000000</valUSD>
        <pctVal>0.000030091059</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>74047.00000000</amtCurSold>
            <curSold>ILS</curSold>
            <amtCurPur>23860.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-06-17</settlementDt>
            <unrealizedAppr>347.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SUGAR #11 (WORLD) MAY26 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SBK6"/>
          <other otherDesc="Bloomberg Ticker" value="SBK6"/>
        </identifiers>
        <balance>40.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>695296.00000000</valUSD>
        <pctVal>0.060129885340</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>SUGAR #11 (WORLD) MAY26</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Sugar</issuerName>
                <issueTitle>Sugar #11 World Future May 2026</issueTitle>
                <identifiers>
                  <ticker value="SBK26"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-05-03</expDate>
            <notionalAmt>615741.18000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>79554.82000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2026-03-31</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL MANAGED TRUST</ncom:nameOfApplicant>
      <ncom:signature>Glenn Kurdziel</ncom:signature>
      <ncom:signerName>Glenn Kurdziel</ncom:signerName>
      <ncom:title>Controller and Chief Financial Officer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
