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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>COUNTRYWIDE HOME LOANS 2007-10</name>
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        <securityLending>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>SPECIALTY UNDERWRITING &amp; RESIDENTIAL FINANCE TRUST SERIES 2006-AB3</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ANSYS INC</name>
        <lei>549300VJV8H15Z5FJ571</lei>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HEALTHCARE REALTY TRUST INCORPORATED</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY ABS CAPITAL I 2006-HE8</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal ID" value="913ZLG001"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMBAC ASSURANCE CORPORATION</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
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        <name>N/A</name>
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        <name>SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT2</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UNITED STATES GOVT</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <name>TOWD POINT MORTGAGE TRUST 2017-6</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD CNH BOUGHT USD 20241120</title>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BEAR STEARNS ADJ RATE MTGE TR 2006-2</name>
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      <invstOrSec>
        <name>EQUITY RESIDENTIAL</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal ID" value="24HVKBBRTCR"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-4CB</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>SBA COMMUNICATIONS CORPORATION</name>
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        <fairValLevel>1</fairValLevel>
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        <name>UNITED STATES GOVT</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>CIFC FUNDING LTD 2017-4A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>Citibank, National Association</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="SWU0JB268"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT RON SOLD USD 20241018</title>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>258866.950000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD MXN BOUGHT USD 20241218</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="24HDKBCKCC1"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Royal Bank of Canada</counterpartyName>
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            <amtCurSold>19974305.700000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <title>BOUGHT JPY SOLD USD 20241002</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>5546991.660000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD KRW BOUGHT USD 20241023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IEKBBM2X6"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1317.775000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <amtCurSold>542178656.000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>TCW CLO LTD 2018-1A</name>
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        <cusip>87240UAR1</cusip>
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          <isin value="US87240UAR14"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD TWD BOUGHT USD 20241118</title>
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          <other otherDesc="Internal ID" value="24HMKBBTRZC"/>
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        <currencyConditional curCd="TWD" exchangeRt="31.496000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank, National Association</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CQS US CLO 2022-2A LTD</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLTOWER INC</name>
        <lei>254900F33BIAR82QTA19</lei>
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          <isin value="US95040Q1040"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
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          <isin value="US912797KU05"/>
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        <curCd>USD</curCd>
        <valUSD>3596475.640000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>REALKREDIT DANMARK A/S</name>
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        <currencyConditional curCd="DKK" exchangeRt="6.696600"/>
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        <invCountry>DK</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <amtCurSold>5007094153.000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD MXN BOUGHT USD 20241218</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank, National Association</counterpartyName>
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            <amtCurSold>9875000.000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>INF SWAP EM NI 3.13 05/15/22-5Y LCH</title>
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          <isin value="EZN2TP3YT3J6"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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            <swapFlag>Y</swapFlag>
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>4100000.000000</notionalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CBAM LTD 2017-1A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Wells Fargo Bank, National Association</counterpartyName>
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      <invstOrSec>
        <name>CAPITAL FOUR US CLO 2022-1A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>OSISKO MINING INC</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="CLM6"/>
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        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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            <expDate>2025-03-17</expDate>
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        <securityLending>
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      <invstOrSec>
        <name>MDPKE 14A</name>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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        <title>WHEAT FUTURE(CBT) MAR25 XCBT 20250314</title>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL REALTY INVESTMENT TRUST</name>
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          <isin value="US3137451015"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD CNH BOUGHT USD 20241120</title>
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      <invstOrSec>
        <name>N/A</name>
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        <title>LME PRI ALUM FUTR NOV24 XLME 20241118</title>
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      <invstOrSec>
        <name>DIAMONDROCK HOSPITALITY COMPANY</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>SOLD DKK BOUGHT USD 20241104</title>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT CNH SOLD USD 20241025</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>SYMPHONY STATIC CLO 2021-1A</name>
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        <securityLending>
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      <invstOrSec>
        <name>COMMODITY WAREHOUSE RECEIPT</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RAD CLO LTD 2019-5A</name>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERTI 2006-19</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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      <invstOrSec>
        <name>ST PAUL'S CLO X DAC 10A</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2005-5</name>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LIVE CATTLE FUTR  APR25 XCME 20250430</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="24ILKBBNRK5"/>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <amtCurSold>2415434.790000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JAPAN GOVT</name>
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          <isin value="JP1120241K56"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.1</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET MTGE INVEST 2006-AR5</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1</title>
        <cusip>86360JAA9</cusip>
        <identifiers>
          <isin value="US86360JAA97"/>
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        <balance>177852.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119398.290000</valUSD>
        <pctVal>0.0066955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CA CARBON ALLOW 25DEC25 IFED 20251224</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="BCYZ25"/>
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        <balance>1527.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2185158.240000</valUSD>
        <pctVal>-0.122537</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE FUTURES US ENERGY DIVISION</counterpartyName>
              <counterpartyLei>5493004R83R1LVX2IL36</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Emission</issueTitle>
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                  <other otherDesc="Internal_ID" value="ADI2MMW35-Emission"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-12-24</expDate>
            <notionalAmt>58193970.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2185158.240000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO DEUTSCHE REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLG001"/>
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        <balance>-1957000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1957277.240000</valUSD>
        <pctVal>-0.109758</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="9J6MBOOO7BECTDTUZW19" name="Deutsche Bank Securities Inc."/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.100000</repurchaseRt>
          <maturityDt>2024-10-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1900000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1947224.230000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD EUR BOUGHT USD 20241002</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24ILKBBPFWL"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
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        <pctVal>0.0002906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA CORPORATION</counterpartyName>
              <counterpartyLei>9DJT3UXIJIZJI4WXO774</counterpartyLei>
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            <amtCurSold>4555000.000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>5075577.740000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>5182.170000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERNATIONAL DISTRIBUTION SERVICES PLC</name>
        <lei>213800TCZZU84G8Z2M70</lei>
        <title>INTERNATIONAL DISTRIBUTION S COMMON STOCK GBP.01</title>
        <cusip>BDVZYZ906</cusip>
        <identifiers>
          <isin value="GB00BDVZYZ77"/>
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        <balance>49490.000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.748000"/>
        <valUSD>226551.240000</valUSD>
        <pctVal>0.0127043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME NICKEL FUTURE NOV24 XLME 20241118</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H2405J71"/>
        </identifiers>
        <balance>-46.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-170216.300000</valUSD>
        <pctVal>-0.0095452</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>LONDON METAL EXCHANGE</counterpartyName>
              <counterpartyLei>213800NB8G5VRT1DXC91</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Nickel</issueTitle>
                <identifiers>
                  <other otherDesc="Internal_ID" value="ADI2MW8P1-Nickel"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-11-18</expDate>
            <notionalAmt>-4806672.480000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-170216.300000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT INR SOLD USD 20241024</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IGKBBPLPM"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="83.871800"/>
        <valUSD>10581.570000</valUSD>
        <pctVal>0.0005934</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
            </counterparties>
            <amtCurSold>4225362.000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>355276042.610000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2024-10-24</settlementDt>
            <unrealizedAppr>10581.570000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MADISON PARK FUNDING XXIX LTD 2018-29A</name>
        <lei>N/A</lei>
        <title>MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A</title>
        <cusip>55820CAN5</cusip>
        <identifiers>
          <isin value="US55820CAN56"/>
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        <balance>931954.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>933145.750000</valUSD>
        <pctVal>0.0523278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.45924</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>TORO EUROPEAN CLO 5 DAC  5A</name>
        <lei>N/A</lei>
        <title>TORO EUROPEAN CLO TCLO 5A ANV 144A</title>
        <cusip>ACI1RL4C7</cusip>
        <identifiers>
          <isin value="XS1766720210"/>
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        <balance>277793.760000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
        <valUSD>309600.000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.425</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>N/A</name>
        <lei>N/A</lei>
        <title>DWRTFT TRS EQUITY FEDL01+44 MYI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU025A45"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>270384.520000</valUSD>
        <pctVal>0.0151623</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. INTERNATIONAL PLC</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>DOW JONES US SELECT REIT TOTAL RETURN INDEX</indexName>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DJ Wilshire REIT TR Index" floatingRtSpread="0.000000" pmntAmt="0.000000">
              <rtResetTenors>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate (continuous series)" floatingRtSpread="44.000000" pmntAmt="0.000000">
              <rtResetTenors>
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            <terminationDt>2025-05-07</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>12164719.900000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>270384.520000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CVX US TRS EQUITY FEDL01+0 MYI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU0288O8"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3587.050000</valUSD>
        <pctVal>0.0002012</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. INTERNATIONAL PLC</counterpartyName>
              <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CHEVRON CORPORATION</issueTitle>
                <identifiers>
                  <other otherDesc="Internal_ID" value="SWU0288O8-CHEVRON CORPORATION"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate (continuous series)" floatingRtSpread="0.000000" pmntAmt="0.000000">
              <rtResetTenors>
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        <name>N/A</name>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
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            <amtCurSold>4285661.410000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IAKBC4MNM"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="COP" exchangeRt="4247.225000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
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            <amtCurSold>395666.000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VOYA CLO 2017-2A</name>
        <lei>N/A</lei>
        <title>VOYA CLO LTD VOYA 2017 2A A1R 144A</title>
        <cusip>92915UAG9</cusip>
        <identifiers>
          <isin value="US92915UAG94"/>
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        <balance>518452.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>518781.660000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-07</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI CRUDE FUTURE  DEC25 IFEU 20251119</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H1Q11Z93"/>
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        <balance>-77.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>304626.430000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>INTERCONTINENTAL EXCHANGE</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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            <expDate>2025-11-19</expDate>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT IDR SOLD USD 20241016</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IEKBBKLMN"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="IDR" exchangeRt="15206.346200"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <amtCurSold>561629.000000</amtCurSold>
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            <unrealizedAppr>10744.200000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO JPM CHASE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLQ009"/>
        </identifiers>
        <balance>-309000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-309043.170000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="ZBUT11V806EZRVTWT807" name="J.P. MORGAN SECURITIES LLC"/>
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          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>5.030000</repurchaseRt>
          <maturityDt>2024-10-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>300000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>307456.460000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALEXANDRIA REAL ESTATE EQUITIES INC</name>
        <lei>MGCJBT4MKTQBVLNUIS88</lei>
        <title>ALEXANDRIA REAL ESTATE EQUIT REIT USD.01</title>
        <cusip>015271109</cusip>
        <identifiers>
          <isin value="US0152711091"/>
        </identifiers>
        <balance>6122.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>726987.500000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT RON SOLD USD 20241018</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24GJKBBSJ5Q"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RON" exchangeRt="4.470800"/>
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        <pctVal>0.0030386</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <amtCurSold>2670555.000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>RON</curPur>
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            <unrealizedAppr>54185.770000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HENRY HB LD1      AUG30 IFED 20300729</title>
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        <identifiers>
          <ticker value="NDQ30"/>
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        <balance>6.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2870.260000</valUSD>
        <pctVal>-0.000161</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE FUTURES US ENERGY DIVISION</counterpartyName>
              <counterpartyLei>5493004R83R1LVX2IL36</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Henry</issueTitle>
                <identifiers>
                  <other otherDesc="Internal_ID" value="ADI2PT826-Henry"/>
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            </descRefInstrmnt>
            <expDate>2030-07-29</expDate>
            <notionalAmt>48435.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2870.260000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BABSON CLO LTD 2015-IA</name>
        <lei>N/A</lei>
        <title>BABSON CLO LTD BABSN 2015 IA AR 144A</title>
        <cusip>056162AN0</cusip>
        <identifiers>
          <isin value="US056162AN09"/>
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        <balance>1195048.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1195863.870000</valUSD>
        <pctVal>0.0670601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TSY INFL IX N/B 07/26 0.125</title>
        <cusip>912828S50</cusip>
        <identifiers>
          <isin value="US912828S505"/>
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        <balance>29563190.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28822585.480000</valUSD>
        <pctVal>1.61628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.125</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD MXN BOUGHT USD 20241218</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24GUKBCH8Q6"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="19.922500"/>
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        <pctVal>0.0007152</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank and Trust Company</counterpartyName>
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            <amtCurSold>6408045.210000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>334402.000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-12-18</settlementDt>
            <unrealizedAppr>12753.950000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>DWRTFT TRS EQUITY FEDL01+33 MYI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU021AD4"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>122987.450000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>MORGAN STANLEY &amp; CO. INTERNATIONAL PLC</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>DOW JONES US SELECT REIT TOTAL RETURN INDEX</indexName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DJ Wilshire REIT TR Index" floatingRtSpread="0.000000" pmntAmt="0.000000">
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            <pmntCurCd>USD</pmntCurCd>
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            <unrealizedAppr>122987.450000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT IDR SOLD USD 20241023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IIKBBHXHH"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="IDR" exchangeRt="15207.692300"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs Bank USA</counterpartyName>
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            <amtCurSold>28765.000000</amtCurSold>
            <curSold>USD</curSold>
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            <settlementDt>2024-10-23</settlementDt>
            <unrealizedAppr>452.460000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EURO-BUXL 30Y BND DEC24 XEUR 20241206</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE000F0Q7BX0"/>
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        <balance>-165.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
        <valUSD>-240861.490000</valUSD>
        <pctVal>-0.0135067</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>EUREX DEUTSCHLAND</counterpartyName>
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                <issuerName>N/A</issuerName>
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            <expDate>2024-12-06</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="24IGKBCDH52"/>
        </identifiers>
        <balance>1.000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="20.097200"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK AKTIENGESELLSCHAFT</counterpartyName>
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            <amtCurSold>10147991.770000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BAIN CAPITAL EURO CLO 2020-1 DAC 20-1A</name>
        <lei>N/A</lei>
        <title>BAIN CAPITAL EURO CLO BCCE 2020 1A A 144A</title>
        <cusip>ACI1T4DC3</cusip>
        <identifiers>
          <isin value="XS2259201098"/>
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        <balance>588331.710000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CONTEGO CLO IV DAC 4A</name>
        <lei>N/A</lei>
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        <cusip>ACI25QZ00</cusip>
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          <isin value="XS2294714220"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-23</maturityDt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD ILS BOUGHT USD 20241018</title>
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          <other otherDesc="Internal ID" value="24HKKBBM5N1"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="ILS" exchangeRt="3.726700"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <amtCurSold>2758000.000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD GBP BOUGHT USD 20241002</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="24IQKBBQGXD"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.748000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <amtCurSold>3395000.000000</amtCurSold>
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            <unrealizedAppr>1866.470000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD CNH BOUGHT USD 20241120</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24GDKBBMMZZ"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="6.983100"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>44324200.460000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD KRW BOUGHT USD 20241023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IBKBB9T2F"/>
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        <currencyConditional curCd="KRW" exchangeRt="1317.775000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LEHMAN MORTGAGE TRUST 2005-3</name>
        <lei>N/A</lei>
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          <isin value="US52520MEK53"/>
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        <curCd>USD</curCd>
        <valUSD>97756.780000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES STEEL CORPORATION</name>
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        <identifiers>
          <isin value="US9129091081"/>
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        <balance>7800.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>275574.000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT IDR SOLD USD 20241015</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IFKBBZLMV"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ALLEGRO CLO IX LTD 2018-3A</name>
        <lei>N/A</lei>
        <title>ALLEGRO CLO LTD ALLEG 2018 3A A1R 144A</title>
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          <isin value="US01750NAL38"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES GOVT</name>
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        <curCd>USD</curCd>
        <valUSD>27271049.530000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TSY INFL IX N/B 02/45 0.75</title>
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          <isin value="US912810RL44"/>
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        <curCd>USD</curCd>
        <valUSD>21762257.910000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AVALONBAY COMMUNITIES INC</name>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3367938.000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>VOYA CLO LTD 2013-1A</name>
        <lei>N/A</lei>
        <title>VOYA CLO LTD INGIM 2013 1A A1AR 144A</title>
        <cusip>92917CAE2</cusip>
        <identifiers>
          <isin value="US92917CAE21"/>
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        <balance>887470.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>888210.590000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.77298</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>N/A</name>
        <lei>N/A</lei>
        <title>LME NICKEL FUTURE MAR25 XLME 20250317</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00H244L919"/>
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        <balance>34.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>138114.240000</valUSD>
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        <fairValLevel>1</fairValLevel>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>UBS AG</counterpartyName>
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      <invstOrSec>
        <name>CSAB MTGE BACKED PASS-THRU CERTS 2006-1</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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              <indexBasketInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>PARK HOTELS &amp; RESORTS INC</name>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>371295.300000</valUSD>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REALKREDIT DANMARK A/S</name>
        <lei>549300NLOMBOWE943Y30</lei>
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        <cusip>ACI24KGY1</cusip>
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          <isin value="DK0004622925"/>
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        <currencyConditional curCd="DKK" exchangeRt="6.696600"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IFKBBSTFD"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="3.850300"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>DEUTSCHE BANK AKTIENGESELLSCHAFT</counterpartyName>
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            <amtCurSold>2206426.000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME ZINC FUTURE   JAN25 XLME 20250113</title>
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          <isin value="GB00H242FX74"/>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>LONDON METAL EXCHANGE</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2007-1</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2007 1 A1</title>
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          <isin value="US170255AA19"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BENEFIT STREET PARTNERS CLO XVI LTD</name>
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        <title>BENEFIT STREET PARTNERS CLO LT BSP 2018 16A A1R 144A</title>
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        <balance>1132216.770000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB3</name>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM3</name>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SILVER FUTURE     DEC24 XCEC 20241227</title>
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        <curCd>USD</curCd>
        <valUSD>467176.050000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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        <name>LCM XXV LTD 25A</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JP MORGAN MTGE ACQUIS CORP 2006-CH2</name>
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        <title>JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMMODITY WAREHOUSE RECEIPT</name>
        <lei>N/A</lei>
        <title>GOLD CMX WR FAC 5001 HSBC MSC</title>
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          <ticker value="GC"/>
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        <curCd>USD</curCd>
        <valUSD>81888494.160000</valUSD>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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        <name>DUNEDIN PARK CLO DAC 1A</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <name>LOANCORE ISSUER LTD 2021-CRE5</name>
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        <name>N/A</name>
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        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3R LTD 2014-3RA</name>
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        <name>RAAC SERIES 2007-RP2</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Eurostat Eurozone HICP Ex Tob" floatingRtSpread="0.000000" pmntAmt="0.000000">
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            <rcptCurCd>EUR</rcptCurCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="24GKKBB2WVL"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank, National Association</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>NYKREDIT REALKREDIT A/S</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VOYA CLO 2019-2A LTD</name>
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        <curCd>USD</curCd>
        <valUSD>500222.060000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD EUR BOUGHT USD 20241002</title>
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        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY &amp; CO. INTERNATIONAL PLC</counterpartyName>
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            <amtCurSold>64000.000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>STERICYCLE INC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>UNITED STATES GOVT</name>
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      <invstOrSec>
        <name>BANK OF AMERICA MTGE SECS-2005-J</name>
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        <title>BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4</title>
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        <curCd>USD</curCd>
        <valUSD>36974.780000</valUSD>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>UNITED STATES GOVT</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <name>COUNTRYWIDE ALTERNATIVE LN TR 2005-43</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>UNITED STATES GOVT</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD DKK BOUGHT USD 20241002</title>
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      <invstOrSec>
        <name>N/A</name>
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        <name>UNITED STATES GOVT</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="24HSKBBNWFG"/>
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        <balance>1.000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>MORGAN STANLEY &amp; CO. INTERNATIONAL PLC</counterpartyName>
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      <invstOrSec>
        <name>UBS GROUP AG</name>
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          <isin value="CH0591979635"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ESSENTIAL PROPERTIES REALTY TRUST INC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="24IQKBBXJS5"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB</name>
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        <cusip>02150EAD5</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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        <name>OCTAGON INVESTMENT PARTNERS XXI LTD 2014-1A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME ZINC FUTURE   MAR25 XLME 20250317</title>
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      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB</name>
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        <name>SIMON PROPERTY GROUP INC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>CBAM 2018-6 LTD 2019-10A</name>
        <lei>N/A</lei>
        <title>CBAM CLO MANAGEMENT CBAM 2019 10A A1R 144A</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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            <swapFlag>Y</swapFlag>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="24GKKBBPP9N"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OSD CLO 2021-23A LTD</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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          <isin value="EZW0QN60W2Z4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>VOYA EURO CLO II DAC</name>
        <lei>N/A</lei>
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        <cusip>ACI1YXDJ8</cusip>
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          <isin value="XS2357477400"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMMODITY WAREHOUSE RECEIPT</name>
        <lei>N/A</lei>
        <title>GOLD CMX WR FAC 6010 DELAWARE MSC</title>
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          <ticker value="GC"/>
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        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ATLAS SENIOR LOAN FUND LTD 2018-10A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="24HMKBBR781"/>
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      <invstOrSec>
        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>BACARDI-MARTINI BV</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <title>SOLD CNH BOUGHT USD 20241025</title>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>HARVEST CLO XII DAC 12A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CROWN CASTLE INTERNATIONAL CORP (CCI)</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>RESIDENTIAL ASSET SEC TRUST 2006-R1</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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        <name>WELLFLEET CLO X LTD 2019-XA</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES GOVT</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CARLYLE US CLO LTD 2017-1A</name>
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          <isin value="US14314BAL18"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>CBAM 2018-5 LTD 5A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>ARES EUROPEAN CLO VI BV 2013-6A</name>
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        <name>UNITED STATES GOVT</name>
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      <invstOrSec>
        <name>TIKEHAU CLO IV BV 4A</name>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JYSKE REALKREDIT KGS</name>
        <lei>529900R9HQNZRT2OXB26</lei>
        <title>JYSKE REALKREDIT A/S COVERED 10/53 1.5</title>
        <cusip>ACI1X8QV3</cusip>
        <identifiers>
          <isin value="DK0009403644"/>
        </identifiers>
        <balance>2.210000</balance>
        <units>PA</units>
        <currencyConditional curCd="DKK" exchangeRt="6.696600"/>
        <valUSD>0.280000</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRAZIL GOVT</name>
        <lei>254900ZFY40OYEADAP90</lei>
        <title>LETRA TESOURO NACIONAL BILLS 04/25 0.00000</title>
        <cusip>ACI2CRVP9</cusip>
        <identifiers>
          <isin value="BRSTNCLTN830"/>
        </identifiers>
        <balance>93900000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="5.447700"/>
        <valUSD>16341625.890000</valUSD>
        <pctVal>0.916385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS EUR 1.00000 05/18/22-5Y LCH</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZW7R5MWPHW2"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
        <valUSD>-140329.700000</valUSD>
        <pctVal>-0.0078692</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <other otherDesc="Internal_ID" value="SWU01IVA1-Euribor 6 Month ACT/360"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="1.000000"/>
            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euribor 6 Month ACT/360" floatingRtSpread="0.000000" pmntAmt="0.000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
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            <terminationDt>2027-05-18</terminationDt>
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            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>-11233.620000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>3000000.000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-129096.080000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NYKREDIT REALKREDIT A/S</name>
        <lei>LIU16F6VZJSD6UKHD557</lei>
        <title>NYKREDIT REALKREDIT AS COVERED REGS 10/53 1</title>
        <cusip>ACI1N7309</cusip>
        <identifiers>
          <isin value="DK0009527293"/>
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        <balance>1.620000</balance>
        <units>PA</units>
        <currencyConditional curCd="DKK" exchangeRt="6.696600"/>
        <valUSD>0.190000</valUSD>
        <pctVal>0</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORDEA KREDIT REALKREDITAKTIESELSKAB</name>
        <lei>52990080NNXXLC14OC65</lei>
        <title>NORDEA KREDIT REALKREDIT COVERED 10/53 1.5</title>
        <cusip>ACI1WZT66</cusip>
        <identifiers>
          <isin value="DK0002050442"/>
        </identifiers>
        <balance>1729207.680000</balance>
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        <currencyConditional curCd="DKK" exchangeRt="6.696600"/>
        <valUSD>208993.320000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT HUF SOLD USD 20241018</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24HKKBBMDJM"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="357.132800"/>
        <valUSD>4941.380000</valUSD>
        <pctVal>0.0002771</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <amtCurSold>979639.170000</amtCurSold>
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            <amtCurPur>351626000.000000</amtCurPur>
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            <unrealizedAppr>4941.380000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US LONG BOND(CBT) DEC24 XCBT 20241219</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="USZ4"/>
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        <balance>-655.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>284183.380000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal_ID" value="ADI2P8GS6-UNITED STATES GOVT"/>
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            <expDate>2024-12-19</expDate>
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            <unrealizedAppr>284183.380000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD CHF BOUGHT USD 20241002</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24HTKBBS05S"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.846400"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>UBS AG</counterpartyName>
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            <amtCurSold>12154757.820000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD BRL BOUGHT USD 20250402</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24FGKBCKJCT"/>
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        <invCountry>BR</invCountry>
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        <fairValLevel>2</fairValLevel>
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            <amtCurSold>8000000.000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT PHP SOLD USD 20241023</title>
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          <other otherDesc="Internal ID" value="24IJKBBSDW4"/>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD EUR BOUGHT USD 20241002</title>
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          <other otherDesc="Internal ID" value="24HTKBBS65H"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD TWD BOUGHT USD 20241118</title>
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          <other otherDesc="Internal ID" value="24GEKBB10PR"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME ZINC FUTURE   NOV24 XLME 20241118</title>
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          <isin value="GB00H2407S03"/>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>LONDON METAL EXCHANGE</counterpartyName>
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            <expDate>2024-11-18</expDate>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD KRW BOUGHT USD 20241023</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="24IBKBBST96"/>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <amtCurSold>569734723.000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FREMONT HOME LOAN TRUST 2006-C</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PROVIDUS CLO II DAC 2A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <name>NYKREDIT REALKREDIT A/S</name>
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        <name>JYSKE REALKREDIT KGS</name>
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        <name>MORGAN STANLEY MORTGAGE LN TR-2006-8AR</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>THL CREDIT WIND RIVER 2019-3 CLO LTD</name>
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        <name>REGENCY CENTERS CORPORATION</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>MID-AMERICA APARTMENT COMMUNITIES INC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>BANC OF AMERICA ALT LOAN TRUST 2005-11</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD MXN BOUGHT USD 20241218</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="24HOKBB1R8M"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FREMONT HOME LOAN TRUST 2006-C</name>
        <lei>N/A</lei>
        <title>FREMONT HOME LOAN TRUST FHLT 2006 C 2A3</title>
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          <isin value="US35729TAE29"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST 2007-3</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A1</title>
        <cusip>81744MAA0</cusip>
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          <isin value="US81744MAA09"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.47534</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
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        <title>INF SWAP US IT 2.7675 05/13/21-5Y LCH</title>
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          <isin value="EZGKNZSHTVL4"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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      <invstOrSec>
        <name>AMEDISYS INC</name>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>EQUINIX INC</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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        <name>NORDEA KREDIT REALKREDITAKTIESELSKAB</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>VOYA CLO LTD 2014-4</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <title>BOUGHT DKK SOLD USD 20241002</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="24ISKBB2VK3"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="DKK" exchangeRt="6.696600"/>
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        <pctVal>-0.0000209</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. INTERNATIONAL PLC</counterpartyName>
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            <amtCurSold>101499.000000</amtCurSold>
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            <unrealizedAppr>-372.560000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT PLN SOLD USD 20241104</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IRKBBP23R"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="3.851700"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK AKTIENGESELLSCHAFT</counterpartyName>
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            <amtCurSold>1873496.000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>COMMODITY WAREHOUSE RECEIPT</name>
        <lei>N/A</lei>
        <title>GOLD CMX WR FAC 4002(BRNIKS 2) MSC</title>
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          <ticker value="GC"/>
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        <balance>6462.000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3</name>
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          <isin value="US17309QAG91"/>
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        <balance>2300000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2255071.340000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-10-25</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>INF SWAP EM NI 3.0 05/15/22-5Y LCH</title>
        <cusip>000000000</cusip>
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          <isin value="EZN2TP3YT3J6"/>
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        <balance>1.000000</balance>
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        <assetCat>DIR</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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              <indexBasketInfo>
                <indexName>Eurostat Eurozone HICP Ex Tob</indexName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Eurostat Eurozone HICP Ex Tob" floatingRtSpread="0.000000" pmntAmt="0.000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CRESTLINE DENALI CLO XIV LTD 2016-1A</name>
        <lei>N/A</lei>
        <title>CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A</title>
        <cusip>22615MAW2</cusip>
        <identifiers>
          <isin value="US22615MAW29"/>
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        <balance>1095916.020000</balance>
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        <curCd>USD</curCd>
        <valUSD>1097318.080000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-23</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HENRY HB LD1      APR30 IFED 20300327</title>
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          <ticker value="NDJ30"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>ICE FUTURES US ENERGY DIVISION</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING 2021-4</name>
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        <identifiers>
          <isin value="US69702HAA68"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>INF SWAP US IT 2.573 08/26/21-7Y LCH</title>
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          <other otherDesc="Internal ID" value="SWU0EQ690"/>
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        <balance>1.000000</balance>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD CNH BOUGHT USD 20241120</title>
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          <other otherDesc="Internal ID" value="24HPKBBX23H"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Citibank, National Association</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>SUNSTONE HOTEL INVESTORS INC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD KRW BOUGHT USD 20241023</title>
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          <other otherDesc="Internal ID" value="24IEKBBKLQQ"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>WASHINGTON MUTUAL 2005-AR12</name>
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        <valUSD>428135.560000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REALTY INCOME CORPORATION</name>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME ZINC FUTURE   JAN25 XLME 20250113</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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        <name>GNMA PASS THRU POOLS</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>BENEFIT STREET PARTNERS CLO XVII LTD</name>
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        <name>MORGAN STANLEY ABS CAPITAL I 2006-HE8</name>
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        <name>N/A</name>
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        <name>MORGAN STANLEY ABS CAPITAL I 2006-HE8</name>
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        <name>N/A</name>
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        <name>OZLM XI LTD 2015-11A</name>
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        <name>MARATHON OIL CORPORATION</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET SEC CORP 2005-7XS</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET SECURITIES CO SASC 2005 7XS 2A1A</title>
        <cusip>86359B7K1</cusip>
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          <isin value="US86359B7K13"/>
        </identifiers>
        <balance>5393.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5360.800000</valUSD>
        <pctVal>0.0003006</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.81503</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>N/A</name>
        <lei>N/A</lei>
        <title>US 2YR NOTE (CBT) DEC24 XCBT 20241231</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="TUZ4"/>
        </identifiers>
        <balance>-1111.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-601045.760000</valUSD>
        <pctVal>-0.0337047</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
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            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>UNITED STATES GOVT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal_ID" value="ADI2P8HH9-UNITED STATES GOVT"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-12-31</expDate>
            <notionalAmt>-231387450.050000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-601045.760000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TSY INFL IX N/B 02/40 2.125</title>
        <cusip>912810QF8</cusip>
        <identifiers>
          <isin value="US912810QF84"/>
        </identifiers>
        <balance>5195099.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5426272.180000</valUSD>
        <pctVal>0.304288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125</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>N/A</name>
        <lei>N/A</lei>
        <title>CORN FUTURE       DEC24 XCBT 20241213</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="C Z4"/>
        </identifiers>
        <balance>1113.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>958184.640000</valUSD>
        <pctVal>0.0537319</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Corn</issueTitle>
                <identifiers>
                  <other otherDesc="Internal_ID" value="ADI2B2K75-Corn"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-12-13</expDate>
            <notionalAmt>23637337.500000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>958184.640000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)</name>
        <lei>549300UTE50ZMDBG8A20</lei>
        <title>L3HARRIS TECHNOLOGIES INC 10/24 ZCP</title>
        <cusip>50248BK92</cusip>
        <identifiers>
          <isin value="US50248BK928"/>
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        <balance>2450000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2446979.760000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-09</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TSY INFL IX N/B 02/54 2.125</title>
        <cusip>912810TY4</cusip>
        <identifiers>
          <isin value="US912810TY47"/>
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        <balance>17217312.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17921071.690000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.125</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>N/A</name>
        <lei>N/A</lei>
        <title>KC HRW WHEAT FUT  DEC24 XCBT 20241213</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="KWZ4"/>
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        <balance>322.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>146663.240000</valUSD>
        <pctVal>0.0082244</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                <identifiers>
                  <other otherDesc="Internal_ID" value="ADI2MQTZ9-Kansas Wheat"/>
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            <expDate>2024-12-13</expDate>
            <notionalAmt>9398375.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>146663.240000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT JPY SOLD USD 20241002</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IEKBBS33H"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="143.725000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BANK OF AMERICA CORPORATION</counterpartyName>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA MTG SEC 2005-3</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A1</title>
        <cusip>05949A6C9</cusip>
        <identifiers>
          <isin value="US05949A6C95"/>
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        <balance>35036.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14241.670000</valUSD>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.500000"/>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD KRW BOUGHT USD 20241023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IEKBBN8V0"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HENRY HB LD1      SEP31 IFED 20310827</title>
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          <ticker value="NDU31"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1333.490000</valUSD>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>ICE FUTURES US ENERGY DIVISION</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME PRI ALUM FUTR MAR25 XLME 20250317</title>
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          <isin value="GB00FQYMYD01"/>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <expDate>2025-03-17</expDate>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD MXN BOUGHT USD 20241218</title>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <unrealizedAppr>6749.540000</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICOLD REALTY TRUST INC</name>
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        <name>UNITED STATES GOVT</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <isin value="GB00H7Q1BD92"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
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        <name>RESIDENTIAL ASSET SEC CORP 2006-EMX7</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>N/A</name>
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          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US91282CJH51"/>
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        <balance>33887040.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35202890.370000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.375</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT BRL SOLD USD 20241002</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24HSKBB9SJV"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.447700"/>
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        <pctVal>0.0014341</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Wells Fargo Bank, National Association</counterpartyName>
              <counterpartyLei>KB1H1DSPRFMYMCUFXT09</counterpartyLei>
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            <amtCurSold>1810518.000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US 10YR ULTRA FUT DEC24 XCBT 20241219</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="UXYZ4"/>
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        <balance>476.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>46144.320000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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            <expDate>2024-12-19</expDate>
            <notionalAmt>56379968.510000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>46144.320000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC</title>
        <cusip>38383KVE9</cusip>
        <identifiers>
          <isin value="US38383KVE99"/>
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        <balance>923012.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>920705.270000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2074-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.99541</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT PLN SOLD USD 20241018</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IKKBBRF2C"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.850300"/>
        <valUSD>-502.110000</valUSD>
        <pctVal>-0.0000282</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <amtCurSold>122831.320000</amtCurSold>
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            <unrealizedAppr>-502.110000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT PLN SOLD USD 20241104</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IIKBBZKZ9"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.851700"/>
        <valUSD>18552.350000</valUSD>
        <pctVal>0.0010404</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>PL</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>2841257.000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11015056.170000</amtCurPur>
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            <unrealizedAppr>18552.350000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS EUR 2.25000 03/19/25-30Y LCH</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZGFTSTNHWQ4"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
        <valUSD>-11544.410000</valUSD>
        <pctVal>-0.0006474</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Euribor 6 Month ACT/360</issueTitle>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euribor 6 Month ACT/360" floatingRtSpread="0.000000" pmntAmt="0.000000">
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            <fixedPmntDesc amount="0.000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="2.250000"/>
            <terminationDt>2055-03-19</terminationDt>
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            <pmntCurCd>EUR</pmntCurCd>
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            <rcptCurCd>EUR</rcptCurCd>
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            <unrealizedAppr>-184734.510000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD ILS BOUGHT USD 20241018</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24HJKBBPCBZ"/>
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        <balance>1.000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <amtCurSold>1146000.000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>INF SWAP EM NI 2.049 08/15/24-10Y LCH</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZDNND6WTG36"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
        <valUSD>-234679.860000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Eurostat Eurozone HICP Ex Tob" floatingRtSpread="0.000000" pmntAmt="0.000000">
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            <pmntCurCd>EUR</pmntCurCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME NICKEL FUTURE NOV24 XLME 20241118</title>
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          <isin value="GB00H2405J71"/>
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        <curCd>USD</curCd>
        <valUSD>30657.240000</valUSD>
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        <fairValLevel>1</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>INF SWAP EM NI 2.57 06/15/22-10Y LCH</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZNDJXRL9FV9"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
        <valUSD>-116194.110000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <indexBasketInfo>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Eurostat Eurozone HICP Ex Tob" floatingRtSpread="0.000000" pmntAmt="0.000000">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD BRL BOUGHT USD 20241002</title>
        <cusip>000000000</cusip>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="BRL" exchangeRt="5.447700"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>2700000.000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RENAISSANCE HOME EQUITY LOAN TR 2007-3</name>
        <lei>N/A</lei>
        <title>RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1</title>
        <cusip>75971FAD5</cusip>
        <identifiers>
          <isin value="US75971FAD50"/>
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        <balance>5087556.540000</balance>
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        <curCd>USD</curCd>
        <valUSD>2149413.780000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>STRUCTURED ASSET MTG INV INC 2006-AR3</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>UNITED STATES GOVT</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <currencyConditional curCd="TWD" exchangeRt="31.496000"/>
        <valUSD>-1287.390000</valUSD>
        <pctVal>-0.0000722</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
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            <amtCurSold>4859769.000000</amtCurSold>
            <curSold>TWD</curSold>
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            <curPur>USD</curPur>
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            <unrealizedAppr>-1287.390000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD SGD BOUGHT USD 20241002</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IQKBBW72C"/>
        </identifiers>
        <balance>1.000000</balance>
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        <currencyConditional curCd="SGD" exchangeRt="1.285300"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>SG</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>9192691.800000</amtCurSold>
            <curSold>SGD</curSold>
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            <unrealizedAppr>3062.080000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD PLN BOUGHT USD 20241002</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IRKBBP2Z9"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="3.849000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK AKTIENGESELLSCHAFT</counterpartyName>
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            <amtCurSold>7181859.570000</amtCurSold>
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            <unrealizedAppr>7593.280000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD KRW BOUGHT USD 20241023</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="24ICKBBL91H"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1317.775000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" 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>542330403.000000</amtCurSold>
            <curSold>KRW</curSold>
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            <unrealizedAppr>-4502.080000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD DKK BOUGHT USD 20241002</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24HVKBBQ5DZ"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="DKK" exchangeRt="6.696600"/>
        <valUSD>-24644.750000</valUSD>
        <pctVal>-0.001382</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
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            <amtCurSold>51082501.810000</amtCurSold>
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            <unrealizedAppr>-24644.750000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT JPY SOLD USD 20241002</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IBKBBQ26R"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="143.725000"/>
        <valUSD>5998.940000</valUSD>
        <pctVal>0.0003364</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA CORPORATION</counterpartyName>
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            <amtCurSold>1151071.850000</amtCurSold>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>5998.940000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEHMAN XS TRUST 2006-8</name>
        <lei>N/A</lei>
        <title>LEHMAN XS TRUST LXS 2006 8 3A4</title>
        <cusip>52522HAM4</cusip>
        <identifiers>
          <isin value="US52522HAM43"/>
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        <balance>460124.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>448529.390000</valUSD>
        <pctVal>0.0251521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Variable</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD TWD BOUGHT USD 20241118</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24HLKBBPQC8"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="31.496000"/>
        <valUSD>-8877.900000</valUSD>
        <pctVal>-0.0004978</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
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            <amtCurSold>21865087.000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>685340.000000</amtCurPur>
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            <settlementDt>2024-11-18</settlementDt>
            <unrealizedAppr>-8877.900000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EURO-BOBL FUTURE  DEC24 XEUR 20241206</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE000F0Q7BV4"/>
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        <balance>99.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
        <valUSD>142622.220000</valUSD>
        <pctVal>0.0079978</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EUREX DEUTSCHLAND</counterpartyName>
              <counterpartyLei>529900UT4DG0LG5R9O07</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>GERMANY GOVT</issueTitle>
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                  <other otherDesc="Internal_ID" value="ADI2P8GX5-GERMANY GOVT"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-12-06</expDate>
            <notionalAmt>13229725.100000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>142622.220000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD GBP BOUGHT USD 20241002</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IMKBBXKWS"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.748000"/>
        <valUSD>-5593.550000</valUSD>
        <pctVal>-0.0003137</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>628000.000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>834011.190000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-5593.550000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT CNH SOLD USD 20241025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24HPKBBX90H"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.998100"/>
        <valUSD>43.070000</valUSD>
        <pctVal>0.0000024</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>3301.000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>23402.080000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2024-10-25</settlementDt>
            <unrealizedAppr>43.070000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TORO EUROPEAN CLO 6 DAC 6A</name>
        <lei>N/A</lei>
        <title>TORO EUROPEAN CLO TCLO 6A AR 144A</title>
        <cusip>ACI1ZW9V7</cusip>
        <identifiers>
          <isin value="XS2376115270"/>
        </identifiers>
        <balance>3793553.890000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
        <valUSD>4215840.720000</valUSD>
        <pctVal>0.236411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.624</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>NORDEA KREDIT REALKREDITAKTIESELSKAB</name>
        <lei>52990080NNXXLC14OC65</lei>
        <title>NORDEA KREDIT REALKREDIT COVERED 10/53 1.5</title>
        <cusip>ACI1Z8QZ2</cusip>
        <identifiers>
          <isin value="DK0002050012"/>
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        <balance>3500000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="DKK" exchangeRt="6.696600"/>
        <valUSD>378398.580000</valUSD>
        <pctVal>0.0212194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.5</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>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT IDR SOLD USD 20241023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IGKBBJ06P"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="15207.692300"/>
        <valUSD>11854.930000</valUSD>
        <pctVal>0.0006648</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>810976.000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12513359680.000000</amtCurPur>
            <curPur>IDR</curPur>
            <settlementDt>2024-10-23</settlementDt>
            <unrealizedAppr>11854.930000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EURO STOXX 50     DEC24 XEUR 20241220</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE000C6XKBY2"/>
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        <balance>375.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
        <valUSD>258512.250000</valUSD>
        <pctVal>0.0144965</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EUREX DEUTSCHLAND</counterpartyName>
              <counterpartyLei>529900UT4DG0LG5R9O07</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
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        <name>VENTAS INC</name>
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        <name>N/A</name>
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        <name>CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANCO SANTANDER S.A.</counterpartyName>
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            <amtCurSold>1793607.070000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT CNH SOLD USD 20241025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24EMKBBL5PF"/>
        </identifiers>
        <balance>1.000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="6.998100"/>
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        <pctVal>0.0022756</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>2062423.450000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14717000.000000</amtCurPur>
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            <unrealizedAppr>40579.940000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>DENALI CAPITAL CLO XII LTD 2016-1A</name>
        <lei>N/A</lei>
        <title>DENALI CAPITAL CLO XII LTD DEN12 2016 1A A1R 144A</title>
        <cusip>24824TAQ3</cusip>
        <identifiers>
          <isin value="US24824TAQ31"/>
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        <balance>247558.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>247718.620000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="24EKKBBJCPB"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="6.998100"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <amtCurSold>1012334.940000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO JPM CHASE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLQ009"/>
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        <curCd>USD</curCd>
        <valUSD>-17439937.390000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="ZBUT11V806EZRVTWT807" name="J.P. MORGAN SECURITIES LLC"/>
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          <isTriParty>N</isTriParty>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <invstCat>UST</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD CNY BOUGHT USD 20241017</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IAKBBRBVF"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.004700"/>
        <valUSD>-894.370000</valUSD>
        <pctVal>-0.0000502</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
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            <amtCurSold>677493.320000</amtCurSold>
            <curSold>CNY</curSold>
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            <settlementDt>2024-10-17</settlementDt>
            <unrealizedAppr>-894.370000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUNDVIEW HOME EQUITY LOAN TR 2006-WF2</name>
        <lei>N/A</lei>
        <title>SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2</title>
        <cusip>83612MAG2</cusip>
        <identifiers>
          <isin value="US83612MAG24"/>
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        <balance>1125237.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1114016.450000</valUSD>
        <pctVal>0.0624704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.37426</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US ULTRA BOND CBT DEC24 XCBT 20241219</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="WNZ4"/>
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        <balance>-426.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>158056.480000</valUSD>
        <pctVal>0.0088633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>UNITED STATES GOVT</issueTitle>
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            <expDate>2024-12-19</expDate>
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            <unrealizedAppr>158056.480000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CVC CORDATUS LOAN FUND XXI DAC 21A</name>
        <lei>N/A</lei>
        <title>CORDATUS CLO PLC CORDA 21A A1E 144A</title>
        <cusip>ACI2RB2T2</cusip>
        <identifiers>
          <isin value="XS2370710936"/>
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        <balance>2300000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
        <valUSD>2557985.510000</valUSD>
        <pctVal>0.143443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.415</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>INF SWAP EM NI 2.7 04/15/23-30Y LCH</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZ0Y9J6GR2R2"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
        <valUSD>560278.490000</valUSD>
        <pctVal>0.0314186</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Eurostat Eurozone HICP Ex Tob</indexName>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="2.700000"/>
            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Eurostat Eurozone HICP Ex Tob" floatingRtSpread="0.000000" pmntAmt="0.000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2053-04-15</terminationDt>
            <upfrontPmnt>24729.930000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>3700000.000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>535548.560000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT ZAR SOLD USD 20241018</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24GJKBBSNBC"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.300300"/>
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        <pctVal>0.0249996</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>UBS AG</counterpartyName>
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            <amtCurSold>7717109.000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>445810.180000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GRIFONAS FINANCE NO.1 PLC GRIF-1</name>
        <lei>N/A</lei>
        <title>GRIFONAS FINANCE PLC GRIF 1 A REGS</title>
        <cusip>B1DFQWII3</cusip>
        <identifiers>
          <isin value="XS0262719320"/>
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        <balance>152348.260000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-28</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TSY INFL IX N/B 07/32 0.625</title>
        <cusip>91282CEZ0</cusip>
        <identifiers>
          <isin value="US91282CEZ05"/>
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        <balance>52719211.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49385454.230000</valUSD>
        <pctVal>2.76937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625</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>KIMCO REALTY CORPORATION</name>
        <lei>254900ARY41P4V1JL861</lei>
        <title>KIMCO REALTY CORP REIT USD.01</title>
        <cusip>49446R109</cusip>
        <identifiers>
          <isin value="US49446R1095"/>
        </identifiers>
        <balance>43328.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1006076.160000</valUSD>
        <pctVal>0.0564175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TORO EUROPEAN CLO 7 DAC 7A</name>
        <lei>N/A</lei>
        <title>TORO EUROPEAN CLO TCLO 7A ARE 144A</title>
        <cusip>ACI227LV2</cusip>
        <identifiers>
          <isin value="XS2419216622"/>
        </identifiers>
        <balance>5600000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
        <valUSD>6215129.660000</valUSD>
        <pctVal>0.348524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.352</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>N/A</name>
        <lei>N/A</lei>
        <title>EURO-SCHATZ FUT   DEC24 XEUR 20241206</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE000F0Q7BW2"/>
        </identifiers>
        <balance>-1773.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
        <valUSD>-923005.880000</valUSD>
        <pctVal>-0.0517591</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EUREX DEUTSCHLAND</counterpartyName>
              <counterpartyLei>529900UT4DG0LG5R9O07</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>GERMANY GOVT</issueTitle>
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                  <other otherDesc="Internal_ID" value="ADI2P8HY2-GERMANY GOVT"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-12-06</expDate>
            <notionalAmt>-211522070.410000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-923005.880000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD TWD BOUGHT USD 20241118</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24HHKBBP3CT"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="31.496000"/>
        <valUSD>-11323.240000</valUSD>
        <pctVal>-0.000635</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>22125286.000000</amtCurSold>
            <curSold>TWD</curSold>
            <amtCurPur>691156.000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-11-18</settlementDt>
            <unrealizedAppr>-11323.240000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HENRY HB LD1      OCT31 IFED 20310926</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="NDV31"/>
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        <balance>3.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-950.990000</valUSD>
        <pctVal>-0.0000533</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE FUTURES US ENERGY DIVISION</counterpartyName>
              <counterpartyLei>5493004R83R1LVX2IL36</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Henry</issueTitle>
                <identifiers>
                  <other otherDesc="Internal_ID" value="ADI2PVD58-Henry"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2031-09-26</expDate>
            <notionalAmt>24090.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-950.990000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD MXN BOUGHT USD 20241218</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24HEKBB1FR7"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.922500"/>
        <valUSD>7274.470000</valUSD>
        <pctVal>0.0004079</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>MX</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>7615000.000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>389504.900000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-12-18</settlementDt>
            <unrealizedAppr>7274.470000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MOUNTAIN VIEW CLO LTD 2015-9A</name>
        <lei>N/A</lei>
        <title>MOUNTAIN VIEW CLO LTD MVW 2015 9A A1R 144A</title>
        <cusip>62432BAN3</cusip>
        <identifiers>
          <isin value="US62432BAN38"/>
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        <balance>695387.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>695905.050000</valUSD>
        <pctVal>0.0390241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.68298</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMMODITY WAREHOUSE RECEIPT</name>
        <lei>N/A</lei>
        <title>GOLD CMX WR FAC 4003 (BRINKS 3 MSC</title>
        <cusip>936RTU904</cusip>
        <identifiers>
          <ticker value="GC"/>
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        <balance>4437.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11650716.620000</valUSD>
        <pctVal>0.653334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>COMM</assetCat>
        <issuerConditional desc="COMMODITY WAREHOUSE RECEIPT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>317U3YNA8 PIMCO FPPSWAPTION 2.95 CALL EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZ11FGBFQ5Y3"/>
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        <balance>-40300000.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
        <valUSD>-872197.990000</valUSD>
        <pctVal>-0.04891</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                    <counterpartyName>Citibank, National Association</counterpartyName>
                    <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>IRS EUR R 2.95000 09/17/25-2Y LCH</title>
                    <cusip>000000000</cusip>
                    <identifiers>
                      <isin value="EZGDXR3H2NQ1"/>
                    </identifiers>
                    <balance>0.000000</balance>
                    <units>NC</units>
                    <currencyConditional curCd="EUR" exchangeRt="N/A"/>
                    <valUSD>0.000000</valUSD>
                    <pctVal>0.000000</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
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                        <isin value="EZGDXR3H2NQ1"/>
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                  </descRefInstrmnt>
                  <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euribor 6 Month ACT/360" floatingRtSpread="0.000000" pmntAmt="0.000000">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
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                  <fixedPmntDesc amount="0.000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="2.950000"/>
                  <terminationDt>2027-09-17</terminationDt>
                  <upfrontPmnt>0.000000</upfrontPmnt>
                  <pmntCurCd>EUR</pmntCurCd>
                  <upfrontRcpt>0.000000</upfrontRcpt>
                  <rcptCurCd>EUR</rcptCurCd>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>EUR</curCd>
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            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>2.950000</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2025-09-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-385095.410000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EURO-BUND FUTURE  DEC24 XEUR 20241206</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE000F0Q7BU6"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>EUREX DEUTSCHLAND</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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            </descRefInstrmnt>
            <expDate>2024-12-06</expDate>
            <notionalAmt>109035122.090000</notionalAmt>
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            <unrealizedAppr>477302.370000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORDEA KREDIT REALKREDITAKTIESELSKAB</name>
        <lei>52990080NNXXLC14OC65</lei>
        <title>NORDEA KREDIT REALKREDIT COVERED 10/47 2.5</title>
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        <identifiers>
          <isin value="DK0002030683"/>
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        <balance>343.970000</balance>
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        <currencyConditional curCd="DKK" exchangeRt="6.696600"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>DK</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD DKK BOUGHT USD 20241002</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24HUKBBTVNB"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="DKK" exchangeRt="6.696600"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>61566058.470000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LOANCORE 2022-CRE7 ISSUER LTD</name>
        <lei>N/A</lei>
        <title>LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A</title>
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        <identifiers>
          <isin value="US53946PAA84"/>
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        <balance>2044217.970000</balance>
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        <curCd>USD</curCd>
        <valUSD>2045495.610000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.89173</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD CNH BOUGHT USD 20241120</title>
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          <other otherDesc="Internal ID" value="24HMKBBR79L"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="6.983100"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>47602.760000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY ABS CAPITAL I 2006-NC5</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2B</title>
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        <identifiers>
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        <balance>16899.880000</balance>
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        <curCd>USD</curCd>
        <valUSD>9175.010000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAMDEN PROPERTY TRUST</name>
        <lei>5493002MYX22OHYJBD89</lei>
        <title>CAMDEN PROPERTY TRUST REIT USD.01</title>
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        <balance>10265.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1268035.450000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <name>UMBS PASS THRU POOLS</name>
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      <invstOrSec>
        <name>N/A</name>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <amtCurSold>812657.000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="24IRKBBV3NB"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE TORONTO-DOMINION BANK</counterpartyName>
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            <amtCurSold>100673471.000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="24IQKBB001Q"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <amtCurSold>6475034.510000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <isin value="EZ6BGQTD7N97"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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                <issuerName>N/A</issuerName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>MARRIOTT INTERNATIONAL INC</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="24IDKBB5K2Z"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="24ICKBBLG20"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
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          <isin value="US91282CGW55"/>
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        <curCd>USD</curCd>
        <valUSD>33766130.820000</valUSD>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL ASSET SECUR TRUST 2005-A15</name>
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        <title>RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A2</title>
        <cusip>45660L4H9</cusip>
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          <isin value="US45660L4H94"/>
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        <balance>171723.420000</balance>
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        <curCd>USD</curCd>
        <valUSD>62584.770000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERIQUEST MTAGE SEC INC 2004-R3</name>
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        <title>AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R3 M1</title>
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          <isin value="US03072SQC25"/>
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        <balance>60787.890000</balance>
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        <curCd>USD</curCd>
        <valUSD>61250.050000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TSY INFL IX N/B 02/41 2.125</title>
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          <isin value="US912810QP66"/>
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        <curCd>USD</curCd>
        <valUSD>6919449.870000</valUSD>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>REALKREDIT DANMARK A/S</name>
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        <title>REALKREDIT DANMARK COVERED REGS 10/50 1</title>
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          <isin value="DK0004612454"/>
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      <invstOrSec>
        <name>BRAZIL GOVT</name>
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        <title>LETRA TESOURO NACIONAL BILLS 10/24 0.00000</title>
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          <isin value="BRSTNCLTN822"/>
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        <debtSec>
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          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD KRW BOUGHT USD 20241023</title>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD BRL BOUGHT USD 20241002</title>
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            <amtCurSold>12499917.470000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SECURITIZED ASSET BACKED REC 2006-HE1</name>
        <lei>N/A</lei>
        <title>SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C</title>
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        <identifiers>
          <isin value="US81376YAD31"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IQKBB003K"/>
        </identifiers>
        <balance>1.000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <amtCurSold>1698147.000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUNDS POINT CLO IV-R LTD 2013-3RA</name>
        <lei>N/A</lei>
        <title>SOUND POINT CLO LTD SNDPT 2013 3RA A 144A</title>
        <cusip>83609YAC0</cusip>
        <identifiers>
          <isin value="US83609YAC03"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PROVIDUS CLO IV DAC 4A</name>
        <lei>N/A</lei>
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        <cusip>ACI2PLG34</cusip>
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          <isin value="XS2327983784"/>
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        <balance>3300000.000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.508</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="24IHKBB5QR2"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <amtCurSold>5782378.600000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>INDYMAC IMSC MTGE LN TRUST 2007-HOA1</name>
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        <title>INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11</title>
        <cusip>45670LAA5</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.32926</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>2175769.000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COFFEE 'C' FUTURE MAR25 IFUS 20250319</title>
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          <ticker value="KCH5"/>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>ICE FUTURES US</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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            <expDate>2025-03-19</expDate>
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        <securityLending>
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      <invstOrSec>
        <name>WASHING MUTUAL MTGE P/T 2006-5</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT BRL SOLD USD 20241104</title>
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      <invstOrSec>
        <name>RESIDENTIAL ASSET SEC CORP 2006-KS9</name>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DCO</assetCat>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <payOffProf>Long</payOffProf>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>S+P500 EMINI FUT  DEC24 XCME 20241220</title>
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        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="NDV30"/>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>N/A</name>
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      <invstOrSec>
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        <name>N/A</name>
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        <name>COUNTRYWIDE HOME LOANS 2005-3</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NYKREDIT REALKREDIT A/S</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>ICE FUTURES US</counterpartyName>
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        <name>CEDAR FUNDING V CLO LTD 2016-5A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UNITED STATES GOVT</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>NORDEA KREDIT REALKREDITAKTIESELSKAB</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>DRYDEN 35 EURO CLO 2014 BV 14-35A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERTS 2005-13</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="SWU02A664"/>
        </identifiers>
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        <curCd>USD</curCd>
        <valUSD>354049.750000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. INTERNATIONAL PLC</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>DOW JONES US SELECT REIT TOTAL RETURN INDEX</indexName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DJ Wilshire REIT TR Index" floatingRtSpread="0.000000" pmntAmt="0.000000">
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            <unrealizedAppr>354049.750000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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          <ticker value="NGZ24"/>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>NEW YORK MERCANTILE EXCHANGE</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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            <expDate>2024-11-26</expDate>
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            <unrealizedAppr>856368.790000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="NGH25"/>
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        <curCd>USD</curCd>
        <valUSD>51760.710000</valUSD>
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        <assetCat>DCO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>NEW YORK MERCANTILE EXCHANGE</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal_ID" value="ADI217VM0-Henry"/>
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            <expDate>2025-02-26</expDate>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HENRY HB LD1      NOV31 IFED 20311029</title>
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          <ticker value="NDX31"/>
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        <curCd>USD</curCd>
        <valUSD>1006.510000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>ICE FUTURES US ENERGY DIVISION</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="Internal_ID" value="ADI2PVD41-Henry"/>
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            <expDate>2031-10-29</expDate>
            <notionalAmt>26047.500000</notionalAmt>
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            <unrealizedAppr>1006.510000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT NZD SOLD USD 20241104</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24ISKBBVH17"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.573900"/>
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        <pctVal>0.0006157</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <amtCurSold>1974877.180000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3125493.070000</amtCurPur>
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            <unrealizedAppr>10980.480000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ONE MARKET PLAZA TRUST 2017-1MKT</name>
        <lei>N/A</lei>
        <title>ONE MARKET PLAZA TRUST OMPT 2017 1MKT A 144A</title>
        <cusip>68245HAA2</cusip>
        <identifiers>
          <isin value="US68245HAA23"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1013275.700000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2003-AR9</name>
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        <identifiers>
          <isin value="US92922FBX50"/>
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        <curCd>USD</curCd>
        <valUSD>2071.250000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <putOrCall>Call</putOrCall>
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                  <derivAddlInfo>
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            <shareNo>N/A</shareNo>
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            <delta>XXXX</delta>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>PL</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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            <expDate>2030-02-26</expDate>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="24IRKBBZ1HM"/>
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        <currencyConditional curCd="DKK" exchangeRt="6.696600"/>
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        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <amtCurSold>2463490.000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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        <currencyConditional curCd="DKK" exchangeRt="6.696600"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>5602064.000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT PLN SOLD USD 20241025</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal ID" value="24IKKBBQLJ7"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK AKTIENGESELLSCHAFT</counterpartyName>
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            <amtCurSold>2634787.000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT CNH SOLD USD 20241025</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24EJKBBJQSM"/>
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        <currencyConditional curCd="CNY" exchangeRt="6.998100"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>1012438.010000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT MYR SOLD USD 20241016</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24IFKBBFX2H"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="MYR" exchangeRt="4.125200"/>
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        <pctVal>0.0143818</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <amtCurSold>4435426.000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME PRI ALUM FUTR JAN25 XLME 20250113</title>
        <cusip>000000000</cusip>
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          <isin value="GB00FP3XSD58"/>
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        <balance>41.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>34874.500000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" 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>
            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
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            <expDate>2025-01-13</expDate>
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            <unrealizedAppr>34874.500000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>DWRTFT TRS EQUITY FEDL01+38 MYI</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWU022KE9"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>551573.570000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. INTERNATIONAL PLC</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>DOW JONES US SELECT REIT TOTAL RETURN INDEX</indexName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="DJ Wilshire REIT TR Index" floatingRtSpread="0.000000" pmntAmt="0.000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate (continuous series)" floatingRtSpread="38.000000" pmntAmt="0.000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1"/>
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            <terminationDt>2025-03-05</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>24765400.860000</notionalAmt>
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            <unrealizedAppr>551573.570000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EURO-OAT FUTURE   DEC24 XEUR 20241206</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE000F0Q7BZ5"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
        <valUSD>-889221.980000</valUSD>
        <pctVal>-0.0498647</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>EUREX DEUTSCHLAND</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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            <expDate>2024-12-06</expDate>
            <notionalAmt>-115636142.630000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-889221.980000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRYDEN 57 CLO LTD 2018-57A</name>
        <lei>N/A</lei>
        <title>DRYDEN SENIOR LOAN FUND DRSLF 2018 57A A 144A</title>
        <cusip>26243KAC1</cusip>
        <identifiers>
          <isin value="US26243KAC18"/>
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        <balance>735196.170000</balance>
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        <curCd>USD</curCd>
        <valUSD>735889.860000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD NZD BOUGHT USD 20241002</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24ISKBBQ70M"/>
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        <currencyConditional curCd="NZD" exchangeRt="1.574100"/>
        <valUSD>-10939.860000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <amtCurPur>1974686.520000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-10939.860000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CUBESMART</name>
        <lei>N/A</lei>
        <title>CUBESMART REIT USD.01</title>
        <cusip>229663109</cusip>
        <identifiers>
          <isin value="US2296631094"/>
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        <balance>4947.000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>266297.010000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT DKK SOLD USD 20241002</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="24ISKBBQ58L"/>
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        <balance>1.000000</balance>
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        <currencyConditional curCd="DKK" exchangeRt="6.696600"/>
        <valUSD>-3042.610000</valUSD>
        <pctVal>-0.0001706</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
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            <amtCurSold>1115399.000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7448950.180000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-3042.610000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REALKREDIT DANMARK A/S</name>
        <lei>549300NLOMBOWE943Y30</lei>
        <title>REALKREDIT DANMARK COVERED REGS 10/53 1.5</title>
        <cusip>ACI1WVDP0</cusip>
        <identifiers>
          <isin value="DK0004619384"/>
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        <balance>2.450000</balance>
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        <currencyConditional curCd="DKK" exchangeRt="6.696600"/>
        <valUSD>0.300000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HAYFIN EMERALD CLO X DAC 10A</name>
        <lei>N/A</lei>
        <title>HAYFIN EMERALD CLO HAYEM 10A AR 144A</title>
        <cusip>ACI2PCMS2</cusip>
        <identifiers>
          <isin value="XS2813167298"/>
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        <balance>1900000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.898400"/>
        <valUSD>2121518.550000</valUSD>
        <pctVal>0.118968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.072</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>SEC ASSET BACKED REC LLC 2006-FR3</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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        <name>PALMER SQUARE CLO LTD 2013-2A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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      <invstOrSec>
        <name>KKR CLO 11 LTD</name>
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      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>KELLANOVA</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.000000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2025-02-18</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>1322069.560000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Total returns do not deduct sales loads and redemption fees." noteItem="B.5.a"/>

      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.c.vi"/>
      <explntrNote note="A negative balance, which may be due to such circumstances as a net overdraft as of the reporting period-end, is reported as $0 in Item B.2.f - Cash and cash equivalents not reported in Parts C and D.  This is done in order to conform to the technical constraints of the XML type, which do not allow negative values in B.2.f." noteItem="B.2.f"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.d.iii"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.e.iii"/>
      <explntrNote note="The form requires the filer to report ISO country codes and certain supranational entities are not on the ISO country code list.  Instruments issued by or economic exposure to a supranational entity may be disclosed as N/A." noteItem="C.5.a"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.f.ii"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2024-11-25</ncom:dateSigned>
      <ncom:nameOfApplicant>PIMCO Funds</ncom:nameOfApplicant>
      <ncom:signature>/s/ Bijal Parikh</ncom:signature>
      <ncom:signerName>Bijal Parikh</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
