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      </invstOrSec>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <currencyConditional curCd="CNY" exchangeRt="6.95114285"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>900000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KNKBCBQL5"/>
        </identifiers>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <pctVal>-0.00004181341</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curSold>BRL</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LNKBCGM0X"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-1287.01000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <identifiers>
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        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.73035714"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <pctVal>-0.00002590780</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curPur>BRL</curPur>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LQKBB8XXN"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-192.37000000</valUSD>
        <pctVal>-0.00000529682</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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            <unrealizedAppr>-192.37000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <pctVal>-0.00004228370</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curPur>BRL</curPur>
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            <unrealizedAppr>-1535.66000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LFKBCD1RG"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1170.13000000</valUSD>
        <pctVal>-0.00003221900</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curSold>USD</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>BRL</curPur>
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            <unrealizedAppr>-1170.13000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LPKBCC48Q"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-2145.86000000</valUSD>
        <pctVal>-0.00005908529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>Purchased PEN / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KHKBCDFF4"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.80559038"/>
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        <pctVal>0.000104935548</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Royal Bank Of Scotland PLC</counterpartyName>
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            <amtCurSold>193267.44000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <invCountry>US</invCountry>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <title>Purchased PEN / Sold USD</title>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased INR / Sold USD</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <invCountry>IN</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>76345.35000000</amtCurSold>
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            <unrealizedAppr>-996.95000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>87.36000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <unrealizedAppr>87.36000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>12031.77000000</valUSD>
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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">
            <counterparties>
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            <amtCurSold>164462.86000000</amtCurSold>
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            <curPur>CLP</curPur>
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            <unrealizedAppr>12031.77000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <curPur>PHP</curPur>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>ICE Futures U.S. Energy Division</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>Royal Bank Of Scotland PLC</name>
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        <name>London Metal Exchange</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <pctVal>-0.00006460927</pctVal>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <pctVal>-0.00000685885</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>ICE Futures U.S. Energy Division</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      </invstOrSec>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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          <other otherDesc="Trade Identifier" value="22LOKBCFGPL"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-855.75000000</valUSD>
        <pctVal>-0.00002356269</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
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        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
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        <pctVal>-0.00001157800</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <settlementDt>2023-01-17</settlementDt>
            <unrealizedAppr>-420.49000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>Purchased PEN / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KKKBCHGG2"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.80559038"/>
        <valUSD>2977.08000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Royal Bank Of Scotland PLC</counterpartyName>
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            <amtCurSold>259794.24000000</amtCurSold>
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            <curPur>PEN</curPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-870.18000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>Purchased PEN / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.80559038"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>PE</invCountry>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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      <invstOrSec>
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      <invstOrSec>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <name>HSBC Bank PLC</name>
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        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <payoffProfile>N/A</payoffProfile>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>ICE Futures U.S., Inc.</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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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>Citibank N.A.</counterpartyName>
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            <curPur>USD</curPur>
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            <unrealizedAppr>-9.60000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-11581.23000000</valUSD>
        <pctVal>-0.00031888396</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LSKBB9940"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.22692307"/>
        <valUSD>1956.43000000</valUSD>
        <pctVal>0.000053869420</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>472641.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>600000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
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            <unrealizedAppr>1956.43000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KFKBCD24L"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>19323.71000000</valUSD>
        <pctVal>0.000532069666</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>274834.00000000</amtCurSold>
            <curSold>USD</curSold>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKGJ0"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
        <valUSD>1977.06000000</valUSD>
        <pctVal>0.000054437458</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>77110.94000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>KRW</curPur>
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            <unrealizedAppr>1977.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LBKBCHH4Z"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.73035714"/>
        <valUSD>454.31000000</valUSD>
        <pctVal>0.000012509221</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>89263.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5000000.00000000</amtCurPur>
            <curPur>PHP</curPur>
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            <unrealizedAppr>454.31000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LDKBCG30R"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-229.67000000</valUSD>
        <pctVal>-0.00000632386</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>94415.16000000</amtCurSold>
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            <amtCurPur>500000.00000000</amtCurPur>
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            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-229.67000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LOKBCFGML"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-608.74000000</valUSD>
        <pctVal>-0.00001676138</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <counterparties>
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            <amtCurSold>38282.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>200000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-608.74000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LOKBCFGNL"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-703.70000000</valUSD>
        <pctVal>-0.00001937606</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <counterparties>
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            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1166.03000000</valUSD>
        <pctVal>-0.00003210611</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CNY / Sold USD</title>
        <cusip>000000000</cusip>
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        <currencyConditional curCd="CNY" exchangeRt="6.95114285"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-752.41000000</valUSD>
        <pctVal>-0.00002071727</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>3978.11000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-95.82000000</valUSD>
        <pctVal>-0.00000263836</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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            <unrealizedAppr>-95.82000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      </invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>BR</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      </invstOrSec>
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      </invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <name>Citibank N.A.</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LLKBCL1ZL"/>
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        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
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        <pctVal>0.000000633294</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <invCountry>CL</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <invCountry>US</invCountry>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>London Metal Exchange</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>United States Treasury</name>
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        <balance>250000000.00000000</balance>
        <units>PA</units>
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      <invstOrSec>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <invCountry>BR</invCountry>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CNY / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LOKBCFGFJ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.95114285"/>
        <valUSD>-89.60000000</valUSD>
        <pctVal>-0.00000246709</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curSold>USD</curSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LSKBB995F"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.63092857"/>
        <valUSD>802.21000000</valUSD>
        <pctVal>0.000022088491</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>7500000.00000000</amtCurSold>
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            <amtCurPur>245652.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-02-08</settlementDt>
            <unrealizedAppr>802.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LBKBCHH27"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-2168.75000000</valUSD>
        <pctVal>-0.00005971555</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>171702.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>900000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-2168.75000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KGKBCFVGB"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.73035714"/>
        <valUSD>14005.12000000</valUSD>
        <pctVal>0.000385624681</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>300006.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>17500000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2023-01-05</settlementDt>
            <unrealizedAppr>14005.12000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LDKBCG3ZR"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
        <valUSD>285.68000000</valUSD>
        <pctVal>0.000007866070</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>44553.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2023-01-17</settlementDt>
            <unrealizedAppr>285.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KEKBCJTD6"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <pctVal>-0.00013774186</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKJ5F"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-2497.85000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>190868.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-2497.85000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LSKBB9955"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.63092857"/>
        <valUSD>774.56000000</valUSD>
        <pctVal>0.000021327161</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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            <amtCurPur>408858.83000000</amtCurPur>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>6269.77000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-2550.98000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curSold>USD</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LLKBCL109"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-122.65000000</valUSD>
        <pctVal>-0.00000337711</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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            <amtCurSold>5000000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>60287.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-12</settlementDt>
            <unrealizedAppr>-122.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KQKBCBN12"/>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <cusip>000000000</cusip>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <identifiers>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
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            <unrealizedAppr>-291.93000000</unrealizedAppr>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <identifiers>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <derivativeInfo>
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        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
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        <assetCat>DFE</assetCat>
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        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curPur>PHP</curPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="22LIKBCGVGP"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>5000000.00000000</amtCurSold>
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            <amtCurPur>163862.43000000</amtCurPur>
            <curPur>USD</curPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KMKBCFCCC"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <pctVal>-0.00019876200</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>900000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LHKBCHT0B"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>7.46000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>2500000.00000000</amtCurSold>
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            <curPur>USD</curPur>
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            <unrealizedAppr>7.46000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LDKBCG3SZ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
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        <pctVal>0.000037733347</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>222824.74000000</amtCurSold>
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            <curPur>PHP</curPur>
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            <unrealizedAppr>1370.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KQKBCBN15"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-2865.29000000</valUSD>
        <pctVal>-0.00007889447</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>500000.00000000</amtCurSold>
            <curSold>BRL</curSold>
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            <curPur>USD</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-2865.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Italian Derivatives Market</name>
        <lei>N/A</lei>
        <title>Future</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Bloomberg Identifier" value="BBG0167VCM98"/>
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        <balance>400.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.93418700"/>
        <valUSD>-2283376.50000000</valUSD>
        <pctVal>-0.06287174521</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Italian Derivatives Market</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>FTSE/MIB Index Futures</indexName>
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            <expDate>2023-03-17</expDate>
            <notionalAmt>49549100.64000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-2283376.50000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LCKBCJV88"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-139.99000000</valUSD>
        <pctVal>-0.00000385456</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>245022.28000000</amtCurSold>
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            <amtCurPur>1300000.00000000</amtCurPur>
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            <unrealizedAppr>-139.99000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <identifiers>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-861.67000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>Citibank N.A.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>London Metal Exchange</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>Future</title>
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        <identifiers>
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        <balance>10.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>London Metal Exchange</counterpartyName>
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            <payOffProf>Long</payOffProf>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <assetCat>DFE</assetCat>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <identifiers>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <payoffProfile>N/A</payoffProfile>
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        <derivativeInfo>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
        <valUSD>3163.62000000</valUSD>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>Citibank N.A.</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>United States Treasury</name>
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        <name>Citibank N.A.</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>115063.10000000</amtCurSold>
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            <amtCurPur>600000.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
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        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LPKBCC41H"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>8770.97000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="22KHKBCDFC0"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>London Metal Exchange</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>Future</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Bloomberg Identifier" value="BBG003H15L28"/>
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        <balance>65.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>334213.83000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>London Metal Exchange</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>LME Copper Futures</indexName>
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KGKBCFVSF"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>4105.99000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KCKBCDFMK"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-1201.27000000</valUSD>
        <pctVal>-0.00003307642</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>58022.14000000</amtCurSold>
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            <curPur>BRL</curPur>
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            <unrealizedAppr>-1201.27000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>230.02000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
        <valUSD>-13.99000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>89692.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5000000.00000000</amtCurPur>
            <curPur>PHP</curPur>
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            <unrealizedAppr>-13.99000000</unrealizedAppr>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
        <valUSD>2441.87000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>313910.14000000</amtCurSold>
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            <amtCurPur>400000000.00000000</amtCurPur>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>Citibank N.A.</counterpartyName>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CNY</title>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>99000000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <name>Citibank N.A.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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        <title>Purchased PEN / Sold USD</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Royal Bank Of Scotland PLC</counterpartyName>
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            <amtCurSold>653697.31000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <units>NC</units>
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        <pctVal>-0.00000659259</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <unrealizedAppr>-239.43000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <cusip>000000000</cusip>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <cusip>000000000</cusip>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
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        <assetCat>DFE</assetCat>
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        <invCountry>PE</invCountry>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <payoffProfile>N/A</payoffProfile>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>FORWARDS CITIBANK COC</name>
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        <balance>10740000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10740000.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.85980769"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>Citibank N.A.</counterpartyName>
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        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>United States Treasury</name>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <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>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
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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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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <currencyConditional curCd="CNY" exchangeRt="6.95114285"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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        <title>Purchased USD / Sold PEN</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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        <invCountry>CL</invCountry>
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        <derivativeInfo>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ICE Futures U.S. Energy Division</name>
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        <fairValLevel>1</fairValLevel>
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            <counterparties>
              <counterpartyName>ICE Futures U.S. Energy Division</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <cusip>000000000</cusip>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <cusip>000000000</cusip>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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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>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>700000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <invCountry>US</invCountry>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-241.74000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>London Metal Exchange</name>
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        <isRestrictedSec>N</isRestrictedSec>

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            <payOffProf>Short</payOffProf>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <invCountry>BR</invCountry>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <title>Purchased PHP / Sold USD</title>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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        <assetCat>DFE</assetCat>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.63092857"/>
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        <pctVal>0.000019575137</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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      <invstOrSec>
        <name>London Metal Exchange</name>
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        <title>Future</title>
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        <balance>-300.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>98606.29000000</valUSD>
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        <invCountry>GB</invCountry>
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      </invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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        <units>NC</units>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <currencyConditional curCd="CNY" exchangeRt="6.95114285"/>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <identifiers>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
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        <identifiers>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
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        <assetCat>DFE</assetCat>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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      <invstOrSec>
        <name>ASX Clear (Futures)</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>19110.92000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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        <title>Purchased PEN / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KKKBCHGGV"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.80559038"/>
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        <pctVal>0.000107851732</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Royal Bank Of Scotland PLC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <title>Purchased USD / Sold CNY</title>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <title>Purchased CLP / Sold USD</title>
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                <indexName>COMEX Silver Futures</indexName>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-1345.72000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curSold>USD</curSold>
            <amtCurPur>200000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-01-04</settlementDt>
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      </invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <name>Citibank N.A.</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <invCountry>CL</invCountry>
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      <invstOrSec>
        <name>ICE Futures U.S. Energy Division</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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        <balance>1.00000000</balance>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
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        <payoffProfile>N/A</payoffProfile>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <securityLending>
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      <invstOrSec>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <identifiers>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <identifiers>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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      </invstOrSec>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>ICE Futures U.S. Energy Division</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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        <identifiers>
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        <valUSD>8099.10000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <amtCurSold>168395.53000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
        <valUSD>-279.02000000</valUSD>
        <pctVal>-0.00000768269</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>45118.05000000</amtCurSold>
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            <unrealizedAppr>-279.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <pctVal>0.000009697393</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
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        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      </invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <derivativeInfo>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <name>Citibank N.A.</name>
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        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <name>ICE Futures Europe - Financial Products Division</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <title>Purchased USD / Sold INR</title>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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            <amtCurSold>7500000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>4126.94000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22IRKBCH0TR"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>-9654.76000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>25.65000000</valUSD>
        <pctVal>0.000000706261</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>37648.55000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CNY</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.95114285"/>
        <valUSD>-7758.49000000</valUSD>
        <pctVal>-0.00021362653</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>2500000.00000000</amtCurSold>
            <curSold>CNY</curSold>
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            <curPur>USD</curPur>
            <settlementDt>2023-01-05</settlementDt>
            <unrealizedAppr>-7758.49000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KRKBCS5J6"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1215.79000000</valUSD>
        <pctVal>-0.00003347623</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>300000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>55295.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-1215.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KQKBCBN11"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-2294.23000000</valUSD>
        <pctVal>-0.00006317059</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>400000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>73054.17000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-2294.23000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LQKBB8XTX"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
        <valUSD>1919.90000000</valUSD>
        <pctVal>0.000052863583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>156256.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>200000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-01-10</settlementDt>
            <unrealizedAppr>1919.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KGKBCFVH5"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>3949.21000000</valUSD>
        <pctVal>0.000108739721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <counterparties>
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            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-843.09000000</valUSD>
        <pctVal>-0.00002321410</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <pctVal>-0.00006495703</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-914.73000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>Purchased PEN / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PEN" exchangeRt="3.80559038"/>
        <valUSD>5001.56000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>Royal Bank Of Scotland PLC</counterpartyName>
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            <amtCurSold>257769.76000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LPKBCC48T"/>
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        <securityLending>
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      </invstOrSec>
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        <name>Citibank N.A.</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
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        <pctVal>0.000058447865</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>76965.29000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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            <curPur>USD</curPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KCKBCDFMQ"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-1216.65000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
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        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <invCountry>BR</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
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        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>Citibank N.A.</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <identifiers>
          <other otherDesc="Trade Identifier" value="22LOKBCFGNW"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curSold>USD</curSold>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <identifiers>
          <other otherDesc="Trade Identifier" value="22LCKBCJV80"/>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>283104.87000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>-548.39000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased INR / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKGLW"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-1506.63000000</valUSD>
        <pctVal>-0.00004148437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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            <amtCurSold>92122.54000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>INR</curPur>
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            <unrealizedAppr>-1506.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LPKBCC44B"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>7664.16000000</valUSD>
        <pctVal>0.000211029199</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>286493.55000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>7664.16000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KJKBCG21K"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>13721.98000000</valUSD>
        <pctVal>0.000377828549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>221604.19000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>13721.98000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LQKBB8XWN"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
        <valUSD>2129.59000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>156046.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>200000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
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            <unrealizedAppr>2129.59000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.73035714"/>
        <valUSD>7593.45000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curPur>PHP</curPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LLKBCL10V"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
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        <pctVal>0.000020167406</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>Citibank N.A.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased COP / Sold USD</title>
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        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="COP" exchangeRt="4870.85211538"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LHKBCHT04"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <pctVal>0.000094997227</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curSold>USD</curSold>
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            <curPur>BRL</curPur>
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        <securityLending>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>94069.84000000</amtCurSold>
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            <unrealizedAppr>115.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.73035714"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <unrealizedAppr>1295.87000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <unrealizedAppr>75.34000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>London Metal Exchange</name>
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        <title>Future</title>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>London Metal Exchange</counterpartyName>
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            <payOffProf>Long</payOffProf>
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            <curCd>USD</curCd>
            <unrealizedAppr>141434.33000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>Purchased PEN / Sold USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="22KMKBCFCFN"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.80559038"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Royal Bank Of Scotland PLC</counterpartyName>
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            <amtCurSold>387863.79000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>PEN</curPur>
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            <unrealizedAppr>6293.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LHKBCHTZ1"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
        <valUSD>-124.19000000</valUSD>
        <pctVal>-0.00000341951</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>44963.22000000</amtCurSold>
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            <curPur>PHP</curPur>
            <settlementDt>2023-01-17</settlementDt>
            <unrealizedAppr>-124.19000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-868.13000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>38542.33000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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        <identifiers>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>Citibank N.A.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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      <invstOrSec>
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      <invstOrSec>
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        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <assetCat>DFE</assetCat>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KJKBCG234"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
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        <pctVal>0.000012380910</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
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        <identifiers>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <identifiers>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
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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>

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        <securityLending>
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      <invstOrSec>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>ICE Futures Europe - Financial Products Division</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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      <invstOrSec>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <assetCat>DFE</assetCat>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <identifiers>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>931.21000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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            <curPur>USD</curPur>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-973.80000000</valUSD>
        <pctVal>-0.00002681314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-189.58000000</valUSD>
        <pctVal>-0.00000522000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-1294.31000000</valUSD>
        <pctVal>-0.00003563824</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
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        <pctVal>0.000000912219</pctVal>
        <payoffProfile>N/A</payoffProfile>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>Citibank N.A.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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      </invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Short</payOffProf>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-820.01000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>38700.59000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <unrealizedAppr>4032.82000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>4096.40000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <assetCat>DFE</assetCat>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <invCountry>CL</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
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        <derivativeInfo>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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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>Citibank N.A.</counterpartyName>
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            <curPur>USD</curPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased INR / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>12183.10000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <counterparties>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-869.28000000</valUSD>
        <pctVal>-0.00002393523</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-2203.57000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <cusip>000000000</cusip>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>BR</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <balance>1.00000000</balance>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <curSold>USD</curSold>
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            <curPur>PHP</curPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>-177.74000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <title>Purchased CNY / Sold USD</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CNY / Sold USD</title>
        <cusip>000000000</cusip>
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        <currencyConditional curCd="CNY" exchangeRt="6.95114285"/>
        <valUSD>-4029.96000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <unrealizedAppr>-4029.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>2814.78000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>56016.76000000</amtCurSold>
            <curSold>USD</curSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LLKBCL11J"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-271.02000000</valUSD>
        <pctVal>-0.00000746241</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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            <amtCurSold>10000000.00000000</amtCurSold>
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            <settlementDt>2023-01-12</settlementDt>
            <unrealizedAppr>-271.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LQKBB8XWT"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
        <valUSD>-373.01000000</valUSD>
        <pctVal>-0.00001027066</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>45212.04000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>PHP</curPur>
            <settlementDt>2023-01-17</settlementDt>
            <unrealizedAppr>-373.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LOKBCFGJ4"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-464.92000000</valUSD>
        <pctVal>-0.00001280136</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>38139.12000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-464.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22IRKBCH0TD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>-19272.75000000</valUSD>
        <pctVal>-0.00053066650</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>100000000.00000000</amtCurSold>
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            <curPur>USD</curPur>
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            <unrealizedAppr>-19272.75000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased COP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKJ2K"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4870.85211538"/>
        <valUSD>-2127.26000000</valUSD>
        <pctVal>-0.00005857314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>207430.15000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>COP</curPur>
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            <unrealizedAppr>-2127.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LOKBCFGKQ"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-464.25000000</valUSD>
        <pctVal>-0.00001278291</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>38138.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>200000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-464.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKGJ8"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
        <valUSD>4098.94000000</valUSD>
        <pctVal>0.000112862469</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>154077.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>200000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-01-10</settlementDt>
            <unrealizedAppr>4098.94000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CNY / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LFKBCD1LJ"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.95114285"/>
        <valUSD>-1100.90000000</valUSD>
        <pctVal>-0.00003031278</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>1151990.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8000000.00000000</amtCurPur>
            <curPur>CNY</curPur>
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            <unrealizedAppr>-1100.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>168080.41000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LFKBCD1NJ"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-818.28000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-818.28000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LNKBCGM1M"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1252.55000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>133112.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
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            <unrealizedAppr>-1252.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LDKBCG3WM"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-234.68000000</valUSD>
        <pctVal>-0.00000646180</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>75583.08000000</amtCurSold>
            <curSold>USD</curSold>
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            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-234.68000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
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        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <title>Purchased USD / Sold BRL</title>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <unrealizedAppr>-134.73000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.85980769"/>
        <valUSD>-108.46000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>-28059.14000000</valUSD>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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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>Citibank N.A.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <identifiers>
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        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>300000.00000000</amtCurSold>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Hong Kong Futures Exchange Ltd.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>Citibank N.A.</name>
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        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <unrealizedAppr>10099.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
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        <pctVal>0.000011335148</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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            <amtCurSold>5000000.00000000</amtCurSold>
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            <amtCurPur>163169.44000000</amtCurPur>
            <curPur>USD</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LCKBCJV5W"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.73035714"/>
        <valUSD>988.67000000</valUSD>
        <pctVal>0.000027222583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <unrealizedAppr>988.67000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased COP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKJ2J"/>
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        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4870.85211538"/>
        <valUSD>-5112.65000000</valUSD>
        <pctVal>-0.00014077451</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
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            <curPur>COP</curPur>
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            <unrealizedAppr>-5112.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LLKBCL11S"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-217.43000000</valUSD>
        <pctVal>-0.00000598683</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>7500000.00000000</amtCurSold>
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            <amtCurPur>90398.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-12</settlementDt>
            <unrealizedAppr>-217.43000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KMKBCFCFB"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-30884.40000000</valUSD>
        <pctVal>-0.00085038806</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>3700000.00000000</amtCurSold>
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            <curPur>USD</curPur>
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            <unrealizedAppr>-30884.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KPKBCFFD9"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-5384.10000000</valUSD>
        <pctVal>-0.00014824877</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>1500000.00000000</amtCurSold>
            <curSold>BRL</curSold>
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            <curPur>USD</curPur>
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            <unrealizedAppr>-5384.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LEKBCGJG3"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1667.57000000</valUSD>
        <pctVal>-0.00004591579</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curSold>USD</curSold>
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            <curPur>BRL</curPur>
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            <unrealizedAppr>-1667.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KIKBB7ZRT"/>
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        <balance>1.00000000</balance>
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        <pctVal>0.000737285771</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKJ5B"/>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <amtCurSold>549445.98000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LEKBCGJGJ"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-222.89000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LJKBCDMV6"/>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>Citibank N.A.</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>193296.98000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased INR / Sold USD</title>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>38298.70000000</amtCurSold>
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            <unrealizedAppr>-624.50000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1113.33000000</valUSD>
        <pctVal>-0.00003065504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>114135.92000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>BRL</curPur>
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            <unrealizedAppr>-1113.33000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KEKBCJTGJ"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-930.71000000</valUSD>
        <pctVal>-0.00002562668</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>38811.29000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>-930.71000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KHKBCDFC1"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>6544.56000000</valUSD>
        <pctVal>0.000180201516</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>111118.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
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            <unrealizedAppr>6544.56000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LEKBCGH7W"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
        <valUSD>13480.23000000</valUSD>
        <pctVal>0.000371172071</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>302871.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>400000000.00000000</amtCurPur>
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            <settlementDt>2023-01-10</settlementDt>
            <unrealizedAppr>13480.23000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LPKBCC413"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
        <valUSD>1210.75000000</valUSD>
        <pctVal>0.000033337456</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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            <amtCurSold>7500000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-979.43000000</valUSD>
        <pctVal>-0.00002696816</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>170513.32000000</amtCurSold>
            <curSold>USD</curSold>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-675.41000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <invCountry>US</invCountry>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <securityLending>
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      <invstOrSec>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <assetCat>DFE</assetCat>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <invCountry>CL</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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        <title>Purchased USD / Sold PEN</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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      </invstOrSec>
      <invstOrSec>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <identifiers>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
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        <identifiers>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1295.22000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <counterparties>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.95114285"/>
        <valUSD>-146.72000000</valUSD>
        <pctVal>-0.00000403986</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>287869.19000000</amtCurSold>
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            <amtCurPur>2000000.00000000</amtCurPur>
            <curPur>CNY</curPur>
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            <unrealizedAppr>-146.72000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-4070.50000000</valUSD>
        <pctVal>-0.00011207938</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>900000.00000000</amtCurSold>
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            <curPur>USD</curPur>
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            <unrealizedAppr>-4070.50000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
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        <identifiers>
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        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>-639.48000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <invCountry>US</invCountry>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.22692307"/>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
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        <invCountry>CL</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
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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>HSBC Bank PLC</name>
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            <unrealizedAppr>-3970.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
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        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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            <amtCurSold>2500000.00000000</amtCurSold>
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            <amtCurPur>30281.01000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>75.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LBKBCHH45"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.73035714"/>
        <valUSD>435.34000000</valUSD>
        <pctVal>0.000011986891</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>89282.37000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKJ5D"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1421.60000000</valUSD>
        <pctVal>-0.00003914311</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curSold>USD</curSold>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
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        <identifiers>
          <other otherDesc="Trade Identifier" value="22LSKBB997W"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>-9249.80000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LQKBB8XX9"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-400.77000000</valUSD>
        <pctVal>-0.00001103502</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>19237.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-400.77000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LRKBCFZT9"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.77500000"/>
        <valUSD>-237.52000000</valUSD>
        <pctVal>-0.00000654000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>45060.47000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>PHP</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-237.52000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1686.82000000</valUSD>
        <pctVal>-0.00004644583</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curPur>USD</curPur>
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            <unrealizedAppr>-1686.82000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LBKBCHH1P"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
        <valUSD>4621.60000000</valUSD>
        <pctVal>0.000127253677</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curPur>KRW</curPur>
            <settlementDt>2023-01-10</settlementDt>
            <unrealizedAppr>4621.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-474.59000000</valUSD>
        <pctVal>-0.00001306762</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <counterparties>
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            <curSold>USD</curSold>
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            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-474.59000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LDKBCG3WK"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-349.88000000</valUSD>
        <pctVal>-0.00000963378</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <identifiers>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <securityLending>
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      <invstOrSec>
        <name>FORWARDS RBS COC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-237.69000000</valUSD>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>Chicago Board of Trade</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
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      <invstOrSec>
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      <invstOrSec>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <name>ICE Futures Europe - Financial Products Division</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <units>NC</units>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <title>Purchased BRL / Sold USD</title>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KCKBCDFLC"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-1277.01000000</valUSD>
        <pctVal>-0.00003516189</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>58097.88000000</amtCurSold>
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            <curPur>BRL</curPur>
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            <unrealizedAppr>-1277.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LBKBCHH4X"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.73035714"/>
        <valUSD>683.85000000</valUSD>
        <pctVal>0.000018829502</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>133892.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7500000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2023-01-05</settlementDt>
            <unrealizedAppr>683.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KMKBCFCCV"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-10900.27000000</valUSD>
        <pctVal>-0.00030013403</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>1300000.00000000</amtCurSold>
            <curSold>BRL</curSold>
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            <curPur>USD</curPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KNKBCBQL6"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-25545.55000000</valUSD>
        <pctVal>-0.00070338523</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>5291666.00000000</amtCurSold>
            <curSold>BRL</curSold>
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            <curPur>USD</curPur>
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            <unrealizedAppr>-25545.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LSKBB995N"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.85980769"/>
        <valUSD>-361.93000000</valUSD>
        <pctVal>-0.00000996557</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>15000000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>180666.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-361.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22ISKBCHRST"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>-37476.79000000</valUSD>
        <pctVal>-0.00103190656</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>200000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>197849.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-26</settlementDt>
            <unrealizedAppr>-37476.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912796ZF9</cusip>
        <identifiers>
          <isin value="US912796ZF99"/>
        </identifiers>
        <balance>250000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245551160.00000000</valUSD>
        <pctVal>6.761140779790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KQKBCBNW7"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-3573.38000000</valUSD>
        <pctVal>-0.00009839141</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>600000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>109449.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-3573.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LIKBCGVJX"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-165.10000000</valUSD>
        <pctVal>-0.00000454595</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>7500000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>90450.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-12</settlementDt>
            <unrealizedAppr>-165.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KUKBCRP9R"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>120.84000000</valUSD>
        <pctVal>0.000003327275</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>75227.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>400000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>120.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>Purchased USD / Sold PEN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22JQKBCDPKP"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.80559038"/>
        <valUSD>-3813.85000000</valUSD>
        <pctVal>-0.00010501264</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Royal Bank Of Scotland PLC</counterpartyName>
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            <amtCurSold>250000.00000000</amtCurSold>
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            <amtCurPur>61878.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-26</settlementDt>
            <unrealizedAppr>-3813.85000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold KRW</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LRKBCFZWM"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1263.73653846"/>
        <valUSD>-16904.93000000</valUSD>
        <pctVal>-0.00046546964</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>16600000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>13118744.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-02-03</settlementDt>
            <unrealizedAppr>-16904.93000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>Purchased PEN / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KMKBCFCFM"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.80559038"/>
        <valUSD>3165.80000000</valUSD>
        <pctVal>0.000087168879</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Royal Bank Of Scotland PLC</counterpartyName>
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            <amtCurSold>193912.69000000</amtCurSold>
            <curSold>USD</curSold>
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            <settlementDt>2023-01-26</settlementDt>
            <unrealizedAppr>3165.80000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KCKBCDFLB"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-1198.69000000</valUSD>
        <pctVal>-0.00003300539</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>58019.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>300000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-01-04</settlementDt>
            <unrealizedAppr>-1198.69000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-534.02000000</valUSD>
        <pctVal>-0.00001470400</pctVal>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>United States Treasury</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
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      <invstOrSec>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <payoffProfile>N/A</payoffProfile>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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        <lei>E57ODZWZ7FF32TWEFA76</lei>
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      <invstOrSec>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <fairValLevel>2</fairValLevel>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
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        <identifiers>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LKKBCD31J"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-171.34000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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            <curPur>USD</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LIKBCGVJK"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-78.52000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <curPur>USD</curPur>
            <settlementDt>2023-01-12</settlementDt>
            <unrealizedAppr>-78.52000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LCKBCJV49"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.73035714"/>
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        <pctVal>0.000028224841</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <curSold>USD</curSold>
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            <curPur>PHP</curPur>
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            <unrealizedAppr>1025.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKJ51"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1759.66000000</valUSD>
        <pctVal>-0.00004845144</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>152456.45000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>BRL</curPur>
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            <unrealizedAppr>-1759.66000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LTKBCB89C"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.63092857"/>
        <valUSD>-387.95000000</valUSD>
        <pctVal>-0.00001068202</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>5000000.00000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>162845.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-02-08</settlementDt>
            <unrealizedAppr>-387.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KCKBCDFNG"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-1235.52000000</valUSD>
        <pctVal>-0.00003401948</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>58056.39000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>300000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-01-04</settlementDt>
            <unrealizedAppr>-1235.52000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LDKBCG3VD"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>8529.03000000</valUSD>
        <pctVal>0.000234843006</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-273.86000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1798.17000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <identifiers>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LKKBCD305"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>311.25000000</valUSD>
        <pctVal>0.000008570128</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>12500000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>151337.77000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>311.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KDKBCDP87"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-687.60000000</valUSD>
        <pctVal>-0.00001893275</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>19627.89000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-01-04</settlementDt>
            <unrealizedAppr>-687.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LHKBCHTZL"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
        <valUSD>-125.00000000</valUSD>
        <pctVal>-0.00000344181</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>44964.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2023-01-17</settlementDt>
            <unrealizedAppr>-125.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LNKBCGM1K"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-715.74000000</valUSD>
        <pctVal>-0.00001970757</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>76064.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>400000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-715.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LPKBCC4Z7"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1076.13000000</valUSD>
        <pctVal>-0.00002963075</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>57587.43000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>300000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-1076.13000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KHKBCDFCT"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>5589.38000000</valUSD>
        <pctVal>0.000153901065</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>112073.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2023-01-26</settlementDt>
            <unrealizedAppr>5589.38000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KGKBCFVQC"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>12283.83000000</valUSD>
        <pctVal>0.000338229735</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>164210.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>150000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2023-01-26</settlementDt>
            <unrealizedAppr>12283.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KOKBCG1D2"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-890.60000000</valUSD>
        <pctVal>-0.00002452227</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>200000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>36989.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-04</settlementDt>
            <unrealizedAppr>-890.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LLKBCL10X"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
        <valUSD>1006.58000000</valUSD>
        <pctVal>0.000027715727</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>15000000.00000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>489279.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-09</settlementDt>
            <unrealizedAppr>1006.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KQKBCBN1H"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-3466.75000000</valUSD>
        <pctVal>-0.00009545540</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>600000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>109555.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-3466.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKGKB"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
        <valUSD>4185.82000000</valUSD>
        <pctVal>0.000115254671</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>153990.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>200000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-01-10</settlementDt>
            <unrealizedAppr>4185.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eurex Deutschland</name>
        <lei>529900LN3S50JPU47S06</lei>
        <title>Future</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Bloomberg Identifier" value="BBG00ZRW8JP5"/>
        </identifiers>
        <balance>1616.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.93418700"/>
        <valUSD>-3044038.29000000</valUSD>
        <pctVal>-0.08381622557</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Eurex Deutschland</counterpartyName>
              <counterpartyLei>529900LN3S50JPU47S06</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Eurex EURO STOXX 50 Futures</indexName>
                <indexIdentifier>VGH3 Index</indexIdentifier>
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            <expDate>2023-03-17</expDate>
            <notionalAmt>64009301.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-3044038.29000000</unrealizedAppr>
          </futrDeriv>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold PHP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LTKBCB888"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
        <valUSD>-4047.87000000</valUSD>
        <pctVal>-0.00011145628</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>107500000.00000000</amtCurSold>
            <curSold>PHP</curSold>
            <amtCurPur>1924030.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-17</settlementDt>
            <unrealizedAppr>-4047.87000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKGRB"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1532.60000000</valUSD>
        <pctVal>-0.00004219945</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>114555.19000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>600000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-1532.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KNKBCBPD2"/>
        </identifiers>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <title>Purchased USD / Sold INR</title>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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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>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
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        <identifiers>
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        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>Purchased PEN / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PEN" exchangeRt="3.80559038"/>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>PE</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <invCountry>BR</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <invCountry>US</invCountry>
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      <invstOrSec>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      </invstOrSec>
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        <name>Citibank N.A.</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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            <unrealizedAppr>-30.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>75543.54000000</amtCurSold>
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            <curPur>BRL</curPur>
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            <unrealizedAppr>-195.14000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LKKBCD30M"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <unrealizedAppr>-622.52000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <curPur>PHP</curPur>
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            <unrealizedAppr>18939.56000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1263.73653846"/>
        <valUSD>312.72000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <invCountry>BR</invCountry>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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            <amtCurSold>7500000.00000000</amtCurSold>
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            <amtCurPur>244701.40000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
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      <invstOrSec>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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          <other otherDesc="Trade Identifier" value="22KRKBCS5KH"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>200000.00000000</amtCurSold>
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            <amtCurPur>36873.12000000</amtCurPur>
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            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-801.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LPKBCC4XT"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
        <valUSD>1692.01000000</valUSD>
        <pctVal>0.000046588734</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curSold>USD</curSold>
            <amtCurPur>300000000.00000000</amtCurPur>
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            <unrealizedAppr>1692.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LCKBCJV75"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>2678.89000000</valUSD>
        <pctVal>0.000073762031</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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          <other otherDesc="Trade Identifier" value="22LDKBCG3X3"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-373.46000000</valUSD>
        <pctVal>-0.00001028305</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>132233.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-373.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LPKBCC416"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
        <valUSD>295.11000000</valUSD>
        <pctVal>0.000008125721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>2500000.00000000</amtCurSold>
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            <curPur>USD</curPur>
            <settlementDt>2023-01-09</settlementDt>
            <unrealizedAppr>295.11000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KDKBCDP6Q"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-6514.14000000</valUSD>
        <pctVal>-0.00017936391</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>195917.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-01-04</settlementDt>
            <unrealizedAppr>-6514.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LOKBCFGHV"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-832.06000000</valUSD>
        <pctVal>-0.00002291039</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>76180.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>400000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-832.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LPKBCC45G"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-2473.34000000</valUSD>
        <pctVal>-0.00006810230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            </counterparties>
            <amtCurSold>134333.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-2473.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KGKBCFVQS"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>4035.82000000</valUSD>
        <pctVal>0.000111124489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>54795.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
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            <unrealizedAppr>4035.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LOKBCFGJ6"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-460.28000000</valUSD>
        <pctVal>-0.00001267360</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>38134.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>200000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-460.28000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LPKBCC48S"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>115239.90000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LPKBCC415"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
        <valUSD>312.92000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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            <amtCurSold>2500000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-188.38000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Citibank N.A.</name>
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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>

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              <counterpartyName>Citibank N.A.</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ICE Futures Europe</name>
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        <balance>17.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11695.57000000</valUSD>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <currencyConditional curCd="INR" exchangeRt="82.85980769"/>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <identifiers>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-56.94000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <balance>1.00000000</balance>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <currencyConditional curCd="PHP" exchangeRt="55.73035714"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
        <valUSD>684.88000000</valUSD>
        <pctVal>0.000018857862</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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            <amtCurSold>10000000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LBKBCHH5C"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.73035714"/>
        <valUSD>336.23000000</valUSD>
        <pctVal>0.000009257941</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>89381.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5000000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2023-01-05</settlementDt>
            <unrealizedAppr>336.23000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KIKBB7ZVD"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>29712.38000000</valUSD>
        <pctVal>0.000818117023</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>558603.04000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22IRKBCH0N7"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>-331101.45000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <invCountry>US</invCountry>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1264.22692307"/>
        <valUSD>717.41000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>KR</invCountry>
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            <curPur>KRW</curPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <identifiers>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <title>Purchased USD / Sold INR</title>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>112.82000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-37900.90000000</valUSD>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>Citibank N.A.</name>
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        <name>ICE Futures Europe - Financial Products Division</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <title>Purchased PHP / Sold USD</title>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <currencyConditional curCd="TWD" exchangeRt="30.63092857"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>67871.36000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curSold>USD</curSold>
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            <unrealizedAppr>67871.36000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LPKBCC4X1"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
        <valUSD>1122.49000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>7500000.00000000</amtCurSold>
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            <curPur>USD</curPur>
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            <unrealizedAppr>1122.49000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LRKBCFZT1"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.22692307"/>
        <valUSD>250.87000000</valUSD>
        <pctVal>0.000006907592</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curSold>USD</curSold>
            <amtCurPur>700000000.00000000</amtCurPur>
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            <settlementDt>2023-01-17</settlementDt>
            <unrealizedAppr>250.87000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LOKBCFGMD"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-923.77000000</valUSD>
        <pctVal>-0.00002543559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curSold>USD</curSold>
            <amtCurPur>300000.00000000</amtCurPur>
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            <unrealizedAppr>-923.77000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KBKBCF48X"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>96416.82000000</valUSD>
        <pctVal>0.002654793785</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>821355.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>780000000.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-2507.46000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <invCountry>BR</invCountry>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
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        <currencyConditional curCd="INR" exchangeRt="82.85980769"/>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>7087.65000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>ASX Clear (Futures)</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      <invstOrSec>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <assetCat>DFE</assetCat>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>Chicago Mercantile Exchange</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <identifiers>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <identifiers>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
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        <payoffProfile>N/A</payoffProfile>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LHKBCHT0C"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
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        <pctVal>-0.00000413238</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>44989.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2023-01-17</settlementDt>
            <unrealizedAppr>-150.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KDKBCDP9H"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-1296.24000000</valUSD>
        <pctVal>-0.00003569138</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>39176.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>200000.00000000</amtCurPur>
            <curPur>BRL</curPur>
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            <unrealizedAppr>-1296.24000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KUKBCRP85"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>135.16000000</valUSD>
        <pctVal>0.000003721569</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>56376.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>300000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>135.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LSKBB9958"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.85980769"/>
        <valUSD>-2535.71000000</valUSD>
        <pctVal>-0.00006981963</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>80000000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>962950.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-2535.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LOKBCFGJJ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1230.26000000</valUSD>
        <pctVal>-0.00003387465</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>114252.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>600000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-1230.26000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LOKBCFGM5"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-933.57000000</valUSD>
        <pctVal>-0.00002570543</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>95119.06000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-933.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LPKBCC4XK"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
        <valUSD>1099.85000000</valUSD>
        <pctVal>0.000030283875</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>7500000.00000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>245236.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-09</settlementDt>
            <unrealizedAppr>1099.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LSKBB997D"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>-7191.84000000</valUSD>
        <pctVal>-0.00019802408</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>350000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>404628.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-26</settlementDt>
            <unrealizedAppr>-7191.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CNY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KUKBCRP8G"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.95114285"/>
        <valUSD>-11021.32000000</valUSD>
        <pctVal>-0.00030346709</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>3500000.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>492493.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-05</settlementDt>
            <unrealizedAppr>-11021.32000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LIKBCGVH1"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-76.70000000</valUSD>
        <pctVal>-0.00000211190</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>10000000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>120744.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-12</settlementDt>
            <unrealizedAppr>-76.70000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LBKBCHH1L"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
        <valUSD>6583.16000000</valUSD>
        <pctVal>0.000181264350</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>230680.85000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>300000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-01-10</settlementDt>
            <unrealizedAppr>6583.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKJ5R"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1011.63000000</valUSD>
        <pctVal>-0.00002785477</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>95197.12000000</amtCurSold>
            <curSold>USD</curSold>
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            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-1011.63000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-538.53000000</valUSD>
        <pctVal>-0.00001482818</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>4000000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>752945.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-538.53000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>Purchased PEN / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KBKBCF482"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.80559038"/>
        <valUSD>28428.73000000</valUSD>
        <pctVal>0.000782772297</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Royal Bank Of Scotland PLC</counterpartyName>
              <counterpartyLei>RR3QWICWWIPCS8A4S074</counterpartyLei>
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            <amtCurSold>562806.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2250000.00000000</amtCurPur>
            <curPur>PEN</curPur>
            <settlementDt>2023-01-26</settlementDt>
            <unrealizedAppr>28428.73000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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        <title>Purchased PEN / Sold USD</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KEKBCJTFJ"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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        <identifiers>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <title>Purchased KRW / Sold USD</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-2509.95000000</valUSD>
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        <invCountry>BR</invCountry>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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      </invstOrSec>
      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <name>HSBC Bank PLC</name>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Royal Bank Of Scotland PLC</counterpartyName>
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            <amtCurSold>517089.82000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="22LFKBCD1NZ"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
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        <balance>50000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <title>Purchased BRL / Sold USD</title>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <pctVal>-0.00003892531</pctVal>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <unrealizedAppr>-1413.69000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
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        <identifiers>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>1551.66000000</valUSD>
        <pctVal>0.000042724260</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurPur>981080.80000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKJ04"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>12331.02000000</valUSD>
        <pctVal>0.000339529091</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
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        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>90138.81000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-437.82000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>19274.92000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LBKBCHH13"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.73035714"/>
        <valUSD>643.68000000</valUSD>
        <pctVal>0.000017723439</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>133932.88000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>PHP</curPur>
            <settlementDt>2023-01-05</settlementDt>
            <unrealizedAppr>643.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KDKBCDQCH"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-2030.71000000</valUSD>
        <pctVal>-0.00005591468</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>58851.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>300000.00000000</amtCurPur>
            <curPur>BRL</curPur>
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            <unrealizedAppr>-2030.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKGPP"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
        <valUSD>2019.29000000</valUSD>
        <pctVal>0.000055600242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>77068.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-01-10</settlementDt>
            <unrealizedAppr>2019.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
        <valUSD>-765.66000000</valUSD>
        <pctVal>-0.00002108210</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>90443.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5000000.00000000</amtCurPur>
            <curPur>PHP</curPur>
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            <unrealizedAppr>-765.66000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KHKBCDFCB"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>5576.82000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>112086.26000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-409.30000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>56920.60000000</amtCurSold>
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            <unrealizedAppr>-409.30000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="82.85980769"/>
        <valUSD>-257.85000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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            <unrealizedAppr>-257.85000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>3890.11000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>162.66000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
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      <invstOrSec>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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        <name>The Montreal Exchange / Bourse De Montreal</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <invCountry>BR</invCountry>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LBKBCHH6J"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>15288.32000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>337700.93000000</amtCurSold>
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            <amtCurPur>300000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
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            <unrealizedAppr>15288.32000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LCKBCJV5Q"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.73035714"/>
        <valUSD>442.00000000</valUSD>
        <pctVal>0.000012170271</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>223852.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12500000.00000000</amtCurPur>
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            <unrealizedAppr>442.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>Purchased PEN / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KMKBCFCFP"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.80559038"/>
        <valUSD>5258.28000000</valUSD>
        <pctVal>0.000144784375</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Royal Bank Of Scotland PLC</counterpartyName>
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            <curSold>USD</curSold>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LFKBCD1MF"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1840.68000000</valUSD>
        <pctVal>-0.00005068229</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>209048.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1100000.00000000</amtCurPur>
            <curPur>BRL</curPur>
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            <unrealizedAppr>-1840.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LFKBCD1NQ"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1723.63000000</valUSD>
        <pctVal>-0.00004745937</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>227768.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1200000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-1723.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LDKBCG3ZZ"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-173.42000000</valUSD>
        <pctVal>-0.00000477504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>113196.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>600000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-173.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LIKBCGVGC"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-66.49000000</valUSD>
        <pctVal>-0.00000183077</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>10000000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>120754.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-12</settlementDt>
            <unrealizedAppr>-66.49000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LLKBCL10K"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
        <valUSD>26.54000000</valUSD>
        <pctVal>0.000000730766</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>89651.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5000000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2023-01-17</settlementDt>
            <unrealizedAppr>26.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LQKBB8X0H"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1229.81000000</valUSD>
        <pctVal>-0.00003386226</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>57741.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>300000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-1229.81000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22ISKBCHRSG"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>-28304.04000000</valUSD>
        <pctVal>-0.00077933901</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>150000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>148190.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-26</settlementDt>
            <unrealizedAppr>-28304.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KNKBCBQLG"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-452.52000000</valUSD>
        <pctVal>-0.00001245993</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>100000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>18487.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-04</settlementDt>
            <unrealizedAppr>-452.52000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKJ34"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1909.35000000</valUSD>
        <pctVal>-0.00005257309</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>133769.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>700000.00000000</amtCurPur>
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            <unrealizedAppr>-1909.35000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CNY / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.95114285"/>
        <valUSD>-412.83000000</valUSD>
        <pctVal>-0.00001136708</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>431996.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3000000.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-01-05</settlementDt>
            <unrealizedAppr>-412.83000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LEKBCGJBS"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-113.10000000</valUSD>
        <pctVal>-0.00000311415</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>18950.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-113.10000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased TWD / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LTKBCB88Z"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <valUSD>-37797.07000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <title>Purchased BRL / Sold USD</title>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>200.02000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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            <curPur>USD</curPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
        <valUSD>1185.87000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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            <amtCurSold>5000000.00000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KNKBCBPFD"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-1162.76000000</valUSD>
        <pctVal>-0.00003201607</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>300000.00000000</amtCurSold>
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            <curPur>USD</curPur>
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            <unrealizedAppr>-1162.76000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KDKBCDP7N"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-4654.03000000</valUSD>
        <pctVal>-0.00012814662</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>137236.07000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>BRL</curPur>
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            <unrealizedAppr>-4654.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LOKBCFGK4"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-511.81000000</valUSD>
        <pctVal>-0.00001409245</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>38186.01000000</amtCurSold>
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            <unrealizedAppr>-511.81000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LBKBCHH6X"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <pctVal>-0.00002560960</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased INR / Sold USD</title>
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        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKGKS"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-1003.13000000</valUSD>
        <pctVal>-0.00002762073</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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            <unrealizedAppr>-1003.13000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.22692307"/>
        <valUSD>522.83000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KHKBCDD45"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <valUSD>6472.90000000</valUSD>
        <pctVal>0.000178228390</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CNY</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="22KTKBCDDQJ"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.95114285"/>
        <valUSD>-9041.62000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>Purchased USD / Sold PEN</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.80559038"/>
        <valUSD>-28501.28000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>Royal Bank Of Scotland PLC</counterpartyName>
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            <amtCurPur>497041.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-26</settlementDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LFKBCD1P3"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-988.85000000</valUSD>
        <pctVal>-0.00002722754</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>114011.44000000</amtCurSold>
            <curSold>USD</curSold>
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            <settlementDt>2023-02-02</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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        </identifiers>
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        <units>NC</units>
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        <valUSD>7516.36000000</valUSD>
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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">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <unrealizedAppr>7516.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        </identifiers>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LFKBCD1P4"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1674.75000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <title>Purchased USD / Sold INR</title>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>411.48000000</valUSD>
        <pctVal>0.000011329916</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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            <curPur>USD</curPur>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LQKBB8X4K"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-4770.48000000</valUSD>
        <pctVal>-0.00013135302</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>193141.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1000000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-4770.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LLKBCL1ZN"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
        <valUSD>-46.67000000</valUSD>
        <pctVal>-0.00000128503</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>89724.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5000000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2023-01-17</settlementDt>
            <unrealizedAppr>-46.67000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LDKBCG312"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-226.41000000</valUSD>
        <pctVal>-0.00000623409</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>113249.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>600000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-226.41000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KMKBCFCD7"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-29493.91000000</valUSD>
        <pctVal>-0.00081210155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>3400000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>614475.97000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-04</settlementDt>
            <unrealizedAppr>-29493.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LCKBCJV6C"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.73035714"/>
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        <pctVal>0.000014949058</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curSold>USD</curSold>
            <amtCurPur>15000000.00000000</amtCurPur>
            <curPur>PHP</curPur>
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            <unrealizedAppr>542.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KNKBCBPD3"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-2720.43000000</valUSD>
        <pctVal>-0.00007490581</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>600000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>110921.31000000</amtCurPur>
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            <unrealizedAppr>-2720.43000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased INR / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-1748.84000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1224.21000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-878.81000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <amtCurSold>76227.21000000</amtCurSold>
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            <curPur>BRL</curPur>
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            <unrealizedAppr>-878.81000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased INR / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>45241.50000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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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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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>-6512.42000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>350000000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>168018.66000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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        <title>Purchased PEN / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KGKBCFVP0"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
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        <derivativeInfo>
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              <counterpartyName>Royal Bank Of Scotland PLC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Osaka Exchange</name>
        <lei>3538001249AILNPRUX57</lei>
        <title>Future</title>
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          <other otherDesc="Bloomberg Identifier" value="BBG018436SF6"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
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        </identifiers>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KKKBCHGF8"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
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        <pctVal>0.001052437974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>1217825.48000000</amtCurSold>
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            <amtCurPur>70000000.00000000</amtCurPur>
            <curPur>PHP</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KRKBCS5J4"/>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1250.47000000</valUSD>
        <pctVal>-0.00003443112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <unrealizedAppr>-1250.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LPKBCC43N"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1338.86000000</valUSD>
        <pctVal>-0.00003686490</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>76687.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>400000.00000000</amtCurPur>
            <curPur>BRL</curPur>
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            <unrealizedAppr>-1338.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22JTKBCCJZ8"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>11633.27000000</valUSD>
        <pctVal>0.000320316858</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>106029.81000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>11633.27000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22IRKBCH0P8"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>-19220.25000000</valUSD>
        <pctVal>-0.00052922094</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>100000000.00000000</amtCurSold>
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            <curPur>USD</curPur>
            <settlementDt>2023-01-26</settlementDt>
            <unrealizedAppr>-19220.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LEKBCGJB7"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>37884.96000000</amtCurSold>
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            <curPur>BRL</curPur>
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            <unrealizedAppr>-210.76000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LRKBCFZTZ"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
        <valUSD>15667.26000000</valUSD>
        <pctVal>0.000431390959</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>13112941.13000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16600000000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2023-01-10</settlementDt>
            <unrealizedAppr>15667.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LOKBCFGHH"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
        <valUSD>387.27000000</valUSD>
        <pctVal>0.000010663305</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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            <amtCurPur>81766.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-09</settlementDt>
            <unrealizedAppr>387.27000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LFKBCD1L8"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-836.19000000</valUSD>
        <pctVal>-0.00002302411</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurPur>600000.00000000</amtCurPur>
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            <unrealizedAppr>-836.19000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LLKBCL106"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-116.25000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="22LNKBCGM1X"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-21185.22000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-7717.21000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <settlementDt>2023-01-04</settlementDt>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="22LTKBCB89K"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.22692307"/>
        <valUSD>649.97000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>236649.20000000</amtCurSold>
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            <amtCurPur>300000000.00000000</amtCurPur>
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            <settlementDt>2023-01-17</settlementDt>
            <unrealizedAppr>649.97000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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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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            <curSold>USD</curSold>
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      <invstOrSec>
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        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.72050000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-7129.46000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased KRW / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1264.41428571"/>
        <valUSD>5637.25000000</valUSD>
        <pctVal>0.000155219143</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-133.94000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>56645.24000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>BRL</curPur>
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            <unrealizedAppr>-133.94000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KQKBCBN04"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.73035714"/>
        <valUSD>2533.75000000</valUSD>
        <pctVal>0.000069765666</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <curPur>PHP</curPur>
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            <unrealizedAppr>2533.75000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
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        <pctVal>0.000007636432</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <unrealizedAppr>277.34000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-224.50000000</valUSD>
        <pctVal>-0.00000618150</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <counterparties>
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            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-224.50000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CNY</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.93440000"/>
        <valUSD>-428.80000000</valUSD>
        <pctVal>-0.00001180681</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>2000000.00000000</amtCurSold>
            <curSold>CNY</curSold>
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            <settlementDt>2023-02-06</settlementDt>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CNY / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="6.95114285"/>
        <valUSD>-644.06000000</valUSD>
        <pctVal>-0.00001773390</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <amtCurPur>7000000.00000000</amtCurPur>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
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        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
        <valUSD>-416.39000000</valUSD>
        <pctVal>-0.00001146511</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <curSold>USD</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
            <curPur>PHP</curPur>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <pctVal>-0.00000370504</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-927.78000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-3533.76000000</valUSD>
        <pctVal>-0.00009730049</pctVal>
        <payoffProfile>N/A</payoffProfile>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank N.A.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
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        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.75500000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>152014.67000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LPKBCC409"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1779.56000000</valUSD>
        <pctVal>-0.00004899938</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>95965.05000000</amtCurSold>
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            <unrealizedAppr>-1779.56000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>Purchased PEN / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KHKBCDFGC"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.80559038"/>
        <valUSD>6996.32000000</valUSD>
        <pctVal>0.000192640525</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Royal Bank Of Scotland PLC</counterpartyName>
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            <amtCurSold>321467.83000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>6996.32000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKGNF"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>2827.33000000</valUSD>
        <pctVal>0.000077849260</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>56004.21000000</amtCurSold>
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            <unrealizedAppr>2827.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CNY</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.95114285"/>
        <valUSD>-6100.08000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curPur>USD</curPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>11374.59000000</valUSD>
        <pctVal>0.000313194221</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
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        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-851.35000000</valUSD>
        <pctVal>-0.00002344153</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>200000.00000000</amtCurSold>
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            <curPur>USD</curPur>
            <settlementDt>2023-01-04</settlementDt>
            <unrealizedAppr>-851.35000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>7772.97000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-434.21000000</valUSD>
        <pctVal>-0.00001195577</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Citibank N.A.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-841.48000000</valUSD>
        <pctVal>-0.00002316977</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>38515.68000000</amtCurSold>
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            <unrealizedAppr>-841.48000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LEKBCGJBT"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-112.41000000</valUSD>
        <pctVal>-0.00000309515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>18949.51000000</amtCurSold>
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            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>BRL</curPur>
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            <unrealizedAppr>-112.41000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LRKBCFZVN"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.77500000"/>
        <valUSD>-418.06000000</valUSD>
        <pctVal>-0.00001151109</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>45241.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2500000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-418.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKJ2G"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1556.09000000</valUSD>
        <pctVal>-0.00004284623</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>171089.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>900000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-1556.09000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KHKBCDFBZ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>5649.64000000</valUSD>
        <pctVal>0.000155560297</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>112013.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
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            <unrealizedAppr>5649.64000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CNY / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LEKBCGJDJ"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.95114285"/>
        <valUSD>946.25000000</valUSD>
        <pctVal>0.000026054568</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>1509596.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10500000.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2023-01-05</settlementDt>
            <unrealizedAppr>946.25000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KGKBCFVN2"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>8167.63000000</valUSD>
        <pctVal>0.000224892019</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>109495.45000000</amtCurSold>
            <curSold>USD</curSold>
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            <settlementDt>2023-01-26</settlementDt>
            <unrealizedAppr>8167.63000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>-5466.90000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1857.91000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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            <amtCurSold>96043.40000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-754.97000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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            <settlementDt>2023-02-02</settlementDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-772.29000000</valUSD>
        <pctVal>-0.00002126465</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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            <amtCurSold>38652.87000000</amtCurSold>
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            <unrealizedAppr>-772.29000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <title>Purchased BRL / Sold USD</title>
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          <other otherDesc="Trade Identifier" value="22LEKBCGH82"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>132601.37000000</amtCurSold>
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            <unrealizedAppr>-741.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KHKBCDFCQ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>5648.38000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>112014.70000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LDKBCG316"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KNKBCBQK9"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-1068.17000000</valUSD>
        <pctVal>-0.00002941158</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LOKBCFGLM"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <pctVal>-0.00001445591</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank PLC</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LJKBCDMWK"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
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        <pctVal>0.000001751472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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            <curPur>USD</curPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KDKBCDP6W"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-7529.74000000</valUSD>
        <pctVal>-0.00020732800</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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            <curSold>USD</curSold>
            <amtCurPur>1100000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-01-04</settlementDt>
            <unrealizedAppr>-7529.74000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912796YU7</cusip>
        <identifiers>
          <isin value="US912796YU75"/>
        </identifiers>
        <balance>150000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148306249.50000000</valUSD>
        <pctVal>4.083545894844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-13</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LSKBB996K"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>-835.24000000</valUSD>
        <pctVal>-0.00002299795</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>300000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>352154.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-26</settlementDt>
            <unrealizedAppr>-835.24000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased TWD / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LTKBCB887"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.69673076"/>
        <valUSD>1900.79000000</valUSD>
        <pctVal>0.000052337397</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
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            <amtCurSold>893960.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>27500000.00000000</amtCurPur>
            <curPur>TWD</curPur>
            <settlementDt>2023-01-17</settlementDt>
            <unrealizedAppr>1900.79000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KCKBCDFMP"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-2027.17000000</valUSD>
        <pctVal>-0.00005581721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LFKBCD1QP"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1091.63000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-685.33000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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            <counterparties>
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            <curSold>USD</curSold>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-392.28000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <derivativeInfo>
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      <invstOrSec>
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      <invstOrSec>
        <name>Citibank N.A.</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <cusip>000000000</cusip>
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        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
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        <title>Purchased PEN / Sold USD</title>
        <cusip>000000000</cusip>
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        <currencyConditional curCd="PEN" exchangeRt="3.80559038"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>129075.56000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>Eurex Deutschland</name>
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        <currencyConditional curCd="EUR" exchangeRt="0.93418700"/>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>Royal Bank Of Scotland PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>Purchased PEN / Sold USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <valUSD>-515.46000000</valUSD>
        <pctVal>-0.00001419295</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>38189.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>200000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-515.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKGLN"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1243.83000000</valUSD>
        <pctVal>-0.00003424829</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>95429.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-1243.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKJ1M"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-1295.57000000</valUSD>
        <pctVal>-0.00003567293</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>114318.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>600000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-1295.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold CLP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LSKBB996Z"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>-576.66000000</valUSD>
        <pctVal>-0.00001587807</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>100000000.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>117086.42000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-26</settlementDt>
            <unrealizedAppr>-576.66000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased PHP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LBKBCHH4R"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="55.73035714"/>
        <valUSD>647.27000000</valUSD>
        <pctVal>0.000017822288</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>133929.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7500000.00000000</amtCurPur>
            <curPur>PHP</curPur>
            <settlementDt>2023-01-05</settlementDt>
            <unrealizedAppr>647.27000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912796YB9</cusip>
        <identifiers>
          <isin value="US912796YB94"/>
        </identifiers>
        <balance>150000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148975605.00000000</valUSD>
        <pctVal>4.101976297564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-02</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LQKBB8X0N"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-849.35000000</valUSD>
        <pctVal>-0.00002338647</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>38523.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>200000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-849.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased BRL / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LAKBCKGMZ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.30867307"/>
        <valUSD>-869.74000000</valUSD>
        <pctVal>-0.00002394789</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>95055.23000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2023-02-02</settlementDt>
            <unrealizedAppr>-869.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased CLP / Sold USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KHKBCDD44"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="849.88423076"/>
        <valUSD>3326.56000000</valUSD>
        <pctVal>0.000091595333</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>55504.98000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50000000.00000000</amtCurPur>
            <curPur>CLP</curPur>
            <settlementDt>2023-01-26</settlementDt>
            <unrealizedAppr>3326.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>Purchased USD / Sold BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22KNKBCBQLF"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.27975000"/>
        <valUSD>-919.11000000</valUSD>
        <pctVal>-0.00002530728</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>200000.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>36961.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-04</settlementDt>
            <unrealizedAppr>-919.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LLKBCL1Z1"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="82.76692307"/>
        <valUSD>-250.23000000</valUSD>
        <pctVal>-0.00000688997</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>10000000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>120570.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-01-12</settlementDt>
            <unrealizedAppr>-250.23000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Purchased USD / Sold TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="22LTKBCB89H"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="30.63092857"/>
        <valUSD>-558.84000000</valUSD>
        <pctVal>-0.00001538740</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank N.A.</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>7500000.00000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>244291.72000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-02-08</settlementDt>
            <unrealizedAppr>-558.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2023-01-24</ncom:dateSigned>
      <ncom:nameOfApplicant>AMERICAN BEACON FUNDS</ncom:nameOfApplicant>
      <ncom:signature>Sonia Bates</ncom:signature>
      <ncom:signerName>Sonia Bates</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
