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      <invstOrSec>
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        <name>BUNDESREPUB. DEUTSCHLAND</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UK CLEARING HOUSE LIMITED</name>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>American International Group I</name>
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        <title>American International Group Inc</title>
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        <name>COMMODITY EXCHANGE, INC.</name>
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        <name>Citibank, National Association</name>
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        <name>GSAA Home Equity Trust</name>
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        <name>Aena SME SA</name>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
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      <invstOrSec>
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        <name>iShares Preferred &amp; Income Securities ETF</name>
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        <fairValLevel>1</fairValLevel>
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        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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        <name>AXA SA</name>
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        <name>ICE FUTURES EUROPE</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>JPMorgan Chase Bank, National Association</name>
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        <name>NETHERLANDS GOVERNMENT</name>
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        <name>Bandai Namco Holdings Inc</name>
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        <name>SMB Private Education Loan Tru</name>
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        <name>DETROIT MI</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>BARCLAYS PLC</name>
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        <name>HSBC SECURITIES (USA) INC.</name>
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        <name>ANHEUSER-BUSCH INBEV WOR</name>
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        <name>MongoDB Inc</name>
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        <name>BARCLAYS PLC</name>
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        <name>SINGAPORE GOVERNMENT</name>
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        <name>VICI PROPERTIES / NOTE</name>
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        <name>UBS Securities LLC</name>
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        <name>UBS Securities LLC</name>
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        <name>Munich Re</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>OneMain Financial Issuance Tru</name>
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      <invstOrSec>
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        <title>Morgan Stanley</title>
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          <isin value="US61747YFE05"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
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          <isin value="US29278NAE31"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PFIZER INVESTMENT ENTER</name>
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        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
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          <ticker value="N/A"/>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>RANGE RESOURCES CORP</name>
        <lei>H3Y3WLYCX0BTO1TRW162</lei>
        <title>Range Resources Corp</title>
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          <isin value="US75281AAS87"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CAESARS ENTERTAIN INC</name>
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        <title>Caesars Entertainment Inc</title>
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          <isin value="US12769GAB68"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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          <isin value="FR0000131104"/>
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        <assetCat>EC</assetCat>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ASM International NV</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
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        <title>United States Treasury Note/Bond</title>
        <cusip>912810TM0</cusip>
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          <isin value="US912810TM09"/>
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        <balance>1040000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>4.00000000</annualizedRt>
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        <name>SOUTHERN CAL EDISON</name>
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        <title>Southern California Edison Co</title>
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        <balance>10000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Weyerhaeuser Co</name>
        <lei>08IRJODWFYBI7QWRGS31</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>CVS HEALTH CORP</name>
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        <title>CVS Health Corp</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED KINGDOM GILT</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>United Kingdom Gilt</title>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>US TREASURY N/B</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>TD SECURITIES LTD</name>
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        <name>EXELON CORP</name>
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        <name>DIVERSIFIED HEALTHCARE T</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>Bank of America, National Association</name>
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        <name>BARCLAYS PLC</name>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>KOREA TREASURY BOND</name>
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        <name>INDONESIA GOVERNMENT</name>
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        <name>LAS VEGAS SANDS CORP</name>
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        <name>DEUTSCHE BANK AKTIENGESELLSCHAFT</name>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>CNH Industrial NV</name>
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      <invstOrSec>
        <name>Bear Stearns Asset Backed Secu</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MONDELEZ INTERNATIONAL</name>
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      <invstOrSec>
        <name>Kilroy Realty Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Albertsons Cos Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>OSG Corp</name>
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          <isin value="JP3170800001"/>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>CSL Ltd</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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          <ticker value="N/A"/>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>91282CCH2</cusip>
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          <isin value="US91282CCH25"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS JPY</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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          <ticker value="N/A"/>
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        <name>Bayerische Motoren Werke AG</name>
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        <title>Bayerische Motoren Werke AG</title>
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          <isin value="DE0005190003"/>
          <ticker value="BMW"/>
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        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CO</name>
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        <title>Capital One Financial Corp</title>
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        <name>JP Morgan Chase Commercial Mor</name>
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        <name>UNICREDIT SPA</name>
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        <name>XPO CNW INC</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>Naturgy Energy Group SA</name>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>Independence Realty Trust Inc</name>
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        <name>iShares Latin America 40 ETF</name>
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        <name>UBS Securities LLC</name>
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        <name>TIME WARNER CABLE LLC</name>
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        <name>TD SECURITIES (USA) LLC</name>
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        <name>BARCLAYS PLC</name>
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        <name>Leidos Holdings Inc</name>
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        <name>Otis Worldwide Corp</name>
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        <name>GS Mortgage Securities Trust</name>
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        <name>BARCLAYS PLC</name>
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        <name>BNP PARIBAS SECURITIES CORP.</name>
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        <name>Bank of America, National Association</name>
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        <name>ICE FUTURES EUROPE</name>
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        <name>GOLDMAN SACHS GROUP INC</name>
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        <name>Bank of New York Mellon Corp/T</name>
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        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <name>NOTA DO TESOURO NACIONAL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Astellas Pharma Inc</name>
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        <name>BIM Birlesik Magazalar AS</name>
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        <invCountry>TR</invCountry>
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        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <name>BUNDESREPUB. DEUTSCHLAND</name>
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        <name>Exeter Automobile Receivables</name>
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        <name>ICG Rhinebeck CLO 2021-4 Ltd</name>
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        <name>BARCLAYS PLC</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>WiseTech Global Ltd</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>Bank of America, National Association</name>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>DCP MIDSTREAM OPERATING</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BARCLAYS BANK PLC</name>
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        <name>CCO HLDGS LLC/CAP CORP</name>
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        <name>GOLDMAN SACHS GROUP INC</name>
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        <name>Freddie Mac</name>
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        <name>Keysight Technologies Inc</name>
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        <name>BARCLAYS PLC</name>
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        <name>Orkla ASA</name>
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        <name>Fannie Mae - CAS</name>
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        <title>Connecticut Avenue Securities Trust 2022-R01</title>
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      </invstOrSec>
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        <name>TD SECURITIES LTD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Encompass Health Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>British American Tobacco PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>KBC Group NV</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS INC.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Trane Technologies PLC</name>
        <lei>549300BURLR9SLYY2705</lei>
        <title>Trane Technologies PLC</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>01F022477</cusip>
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        <balance>30000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>NRG ENERGY INC</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG Energy Inc</title>
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        <curCd>USD</curCd>
        <valUSD>50067.50000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>iShares 0-5 Year High Yield Corporate Bond ETF</name>
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        <fairValLevel>1</fairValLevel>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <title>IRS NZD</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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        <name>State Street Bank and Trust Company</name>
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      <invstOrSec>
        <name>iShares Core MSCI EAFE ETF</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. INTERNATIONAL PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>THE LONDON METAL EXCHANGE</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>JPMorgan Chase Bank, National Association</name>
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        <name>LIFEPT/LEGACY LIFEPT</name>
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        <name>Novartis AG</name>
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        <title>Novartis AG</title>
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        <name>Compass Group PLC</name>
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        <title>Compass Group PLC</title>
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        <name>PulteGroup Inc</name>
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        <name>TARGA RESOURCES CORP</name>
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        <title>Targa Resources Corp</title>
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        <name>EG GLOBAL FINANCE PLC</name>
        <lei>549300TL8Q5207VYET27</lei>
        <title>eG Global Finance PLC</title>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>UPL Ltd</name>
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        <title>UPL Ltd</title>
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        <invCountry>IN</invCountry>
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      <invstOrSec>
        <name>T-MOBILE USA INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Samsung Fire &amp; Marine Insuranc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>VICI PROPERTIES / NOTE</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TD SECURITIES (USA) LLC</name>
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        <name>BARCLAYS PLC</name>
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        <name>Altria Group Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Adyen NV</name>
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        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>Intercontinental Exchange Inc</name>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>ASML Holding NV</name>
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        <name>ICE FUTURES U.S., INC.</name>
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        <name>Bank of America, National Association</name>
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        <name>Builders FirstSource Inc</name>
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        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>ONEOK Inc</name>
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          <isin value="US6826801036"/>
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        <curCd>USD</curCd>
        <valUSD>104924.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
        <cusip>21H022671</cusip>
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        <balance>-20000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-17317.19000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FLORIDA POWER &amp; LIGHT CO</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>Florida Power &amp; Light Co</title>
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          <isin value="US341081GM32"/>
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        <balance>15000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15529.03000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.30000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>AT&amp;T INC</name>
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        <title>AT&amp;T Inc</title>
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          <isin value="US00206RMM15"/>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>39129.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 5 YEAR TREASURY NOTE</title>
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          <ticker value="FVQ3P107.75"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-44625.02000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                      <ticker value="FVU3"/>
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                    <curCd>USD</curCd>
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                      <issuerName>US TREASURY N/B</issuerName>
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                        <cusip value="91282CFZ9"/>
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            <shareNo>100000.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-20895.55000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Regency Centers Corp</name>
        <lei>529900053A7X7FJ97S58</lei>
        <title>Regency Centers Corp</title>
        <cusip>758849103</cusip>
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          <isin value="US7588491032"/>
          <ticker value="REG"/>
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        <balance>14657.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>905362.89000000</valUSD>
        <pctVal>0.035398050499</pctVal>
        <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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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>TRS BNPMSEG2 INDEX</title>
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          <other otherDesc="INTERNAL" value="SW1327694"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Next PLC</name>
        <lei>213800WQD8ECPZP9PH98</lei>
        <title>Next PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB0032089863"/>
          <ticker value="NXT"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EFSF</name>
        <lei>222100OW6UHQXNHKN143</lei>
        <title>European Financial Stability Facility</title>
        <cusip>000000000</cusip>
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          <isin value="EU000A1G0EJ9"/>
          <other otherDesc="SEDOL" value="BMVV4M5"/>
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        <balance>90000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91642228"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Engie SA</name>
        <lei>LAXUQCHT4FH58LRZDY46</lei>
        <title>Engie SA</title>
        <cusip>000000000</cusip>
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          <isin value="FR0010208488"/>
          <ticker value="ENGI"/>
          <other otherDesc="SEDOL" value="B0C2CQ3"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SEMPRA ENERGY</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>Sempra Energy</title>
        <cusip>816851BN8</cusip>
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          <isin value="US816851BN84"/>
          <other otherDesc="SEDOL" value="BMFCZK9"/>
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        <balance>35000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BLUE RACER MID LLC/FINAN</name>
        <lei>N/A</lei>
        <title>Blue Racer Midstream LLC / Blue Racer Finance Corp</title>
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          <isin value="US095796AH17"/>
          <other otherDesc="SEDOL" value="BMYD741"/>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>91282CFV8</cusip>
        <identifiers>
          <isin value="US91282CFV81"/>
          <other otherDesc="SEDOL" value="BQXS7B2"/>
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        <balance>755000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>771633.60000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS EUR</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BUONI POLIENNALI DEL TES</name>
        <lei>815600DE60799F5A9309</lei>
        <title>Italy Buoni Poliennali Del Tesoro</title>
        <cusip>000000000</cusip>
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          <isin value="IT0005436693"/>
          <other otherDesc="SEDOL" value="BNRN358"/>
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        <balance>1400000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91642228"/>
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        <name>Dr Ing hc F Porsche AG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage A</name>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>Government National Mortgage A</name>
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        <name>HSBC SECURITIES (USA) INC.</name>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Government National Mortgage A</name>
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        <name>BAYER AG</name>
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        <name>Gartner Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>LOGICOR FINANCING SARL</name>
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      <invstOrSec>
        <name>Hakuhodo DY Holdings Inc</name>
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      <invstOrSec>
        <name>SITE Centers Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Pernod Ricard SA</name>
        <lei>52990097YFPX9J0H5D87</lei>
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          <isin value="FR0000120693"/>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>UBS Securities LLC</name>
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        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140XKAX8</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <title>SOFR 1 YEAR MIDCURVE</title>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>Starbucks Corp</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>Starbucks Corp</title>
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        <name>IVORY COAST</name>
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        <invCountry>CI</invCountry>
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      <invstOrSec>
        <name>Toro European CLO</name>
        <lei>635400HMDMBJ8UOYII08</lei>
        <title>Toro European CLO 3 DAC</title>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
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        <name>UNITEDHEALTH GROUP INC</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UnitedHealth Group Inc</title>
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        <name>RUSSIA GOVT BOND - OFZ</name>
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        <title>Russian Federal Bond - OFZ</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FREEPORT-MCMORAN INC</name>
        <lei>549300IRDTHJQ1PVET45</lei>
        <title>Freeport-McMoRan Inc</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>POLAND GOVERNMENT BOND</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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      <invstOrSec>
        <name>Wolters Kluwer NV</name>
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        <name>Komercni Banka AS</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
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        <title>USD/KRW FORWARD</title>
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          <other otherDesc="INTERNAL" value="0JO3GS05KHLR2I8K"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>ONTARIO TEACHERS' FINANC</name>
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        <title>Ontario Teachers' Finance Trust</title>
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          <isin value="XS2344384768"/>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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      <invstOrSec>
        <name>Endeavour Group Ltd/Australia</name>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>EUROPEAN INVESTMENT BANK</name>
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        <name>PETROLEOS MEXICANOS</name>
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        <name>KB Financial Group Inc</name>
        <lei>529900TKE4MXG3Q6GW86</lei>
        <title>KB Financial Group Inc</title>
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        <name>HSBC HOLDINGS PLC</name>
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        <name>Qorvo Inc</name>
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        <name>Legal &amp; General Group PLC</name>
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        <invCountry>AE</invCountry>
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      <invstOrSec>
        <name>REPUBLIC OF SERBIA</name>
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        <name>Uber Technologies Inc</name>
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        <name>Tesla Inc</name>
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          <ticker value="TSLA"/>
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        <fairValLevel>1</fairValLevel>
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        <name>United Airlines Holdings Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>BARCLAYS PLC</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <title>IRS EUR</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>31418D3J9</cusip>
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          <isin value="US31418D3J99"/>
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        <name>TEVA PHARMACEUTICALS NE</name>
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        <title>Teva Pharmaceutical Finance Netherlands III BV</title>
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        <name>CHINA GOVERNMENT BOND</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>NIKE Inc</name>
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        <name>Goodman Group</name>
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        <name>RBC DOMINION SECURITIES INC.</name>
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        <name>ASSICURAZIONI GENERALI</name>
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        <title>Assicurazioni Generali SpA</title>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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      </invstOrSec>
      <invstOrSec>
        <name>KOREA TREASURY BOND</name>
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        <title>Korea Treasury Bond</title>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <title>US TREASURY LONG BOND</title>
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          <ticker value="USU3"/>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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                <issuerName>US TREASURY N/B</issuerName>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
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        <title>HUF/USD FORWARD</title>
        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="ATUMSQGQFKKHDG8J"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>DEUTSCHE BANK AKTIENGESELLSCHAFT</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>USD/MXN FORWARD</title>
        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="NUFFSV3OFIJJFE81"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>DEUTSCHE BANK AKTIENGESELLSCHAFT</counterpartyName>
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      <invstOrSec>
        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>Altria Group Inc</title>
        <cusip>02209SBF9</cusip>
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          <isin value="US02209SBF92"/>
          <other otherDesc="SEDOL" value="BJ2W9Y3"/>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18908.76000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.95000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ASHTON WOODS USA/FINANCE</name>
        <lei>N/A</lei>
        <title>Ashton Woods USA LLC / Ashton Woods Finance Co</title>
        <cusip>045086AP0</cusip>
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          <isin value="US045086AP03"/>
          <other otherDesc="SEDOL" value="BNSLTZ3"/>
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        <balance>175000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>149513.99000000</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>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140XCHJ0</cusip>
        <identifiers>
          <isin value="US3140XCHJ04"/>
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        <balance>58266.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55555.84000000</valUSD>
        <pctVal>0.002172132800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CENTURY COMMUNITIES</name>
        <lei>5299002QMB2O7ZL1CA26</lei>
        <title>Century Communities Inc</title>
        <cusip>156504AL6</cusip>
        <identifiers>
          <isin value="US156504AL63"/>
          <other otherDesc="SEDOL" value="BK20397"/>
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        <balance>5000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5015.85000000</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>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRANSCONT GAS PIPE LINE</name>
        <lei>N/A</lei>
        <title>Transcontinental Gas Pipe Line Co LLC</title>
        <cusip>893574AH6</cusip>
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          <isin value="US893574AH62"/>
          <other otherDesc="SEDOL" value="BYXR3R3"/>
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        <balance>20000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20962.77000000</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>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.85000000</annualizedRt>
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      <invstOrSec>
        <name>ITC HOLDINGS CORP</name>
        <lei>549300HTO5U9D3SLE207</lei>
        <title>ITC Holdings Corp</title>
        <cusip>465685AR6</cusip>
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          <isin value="US465685AR63"/>
          <other otherDesc="SEDOL" value="BPLXQG0"/>
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        <balance>10000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9862.15000000</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>2027-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STANDARD INDUSTRIES INC</name>
        <lei>54930064UHXCIUWVI755</lei>
        <title>Standard Industries Inc/NJ</title>
        <cusip>853496AG2</cusip>
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          <isin value="US853496AG21"/>
          <other otherDesc="SEDOL" value="BMYXXP4"/>
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        <balance>225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>194987.69000000</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>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KINDER MORGAN ENER PART</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>Kinder Morgan Energy Partners LP</title>
        <cusip>494550AW6</cusip>
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          <isin value="US494550AW68"/>
          <other otherDesc="SEDOL" value="B1Z54W6"/>
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        <balance>10000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10758.73000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group Inc/The</title>
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        <balance>55000.00000000</balance>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TENET HEALTHCARE CORP</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>Tenet Healthcare Corp</title>
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        <balance>95000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>Three-Month SOFR</title>
        <cusip>000000000</cusip>
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          <ticker value="SFRH4"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG00PD5VSV8"/>
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        <balance>95.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>THE SECURED OVERNIGHT FINANCING RATE</issuerName>
                <issueTitle>THE SECURED OVERNIGHT FINANCING RATE</issueTitle>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Baker Hughes Co</name>
        <lei>N/A</lei>
        <title>Baker Hughes Co</title>
        <cusip>05722G100</cusip>
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          <isin value="US05722G1004"/>
          <ticker value="BKR"/>
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        <balance>13589.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>429548.29000000</valUSD>
        <pctVal>0.016794560754</pctVal>
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        <fairValLevel>1</fairValLevel>
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        <name>Elmwood CLO II Ltd.</name>
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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>Jardine Matheson Holdings Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Volkswagen AG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>REGION OF LAZIO</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <name>Bank of America, National Association</name>
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        <name>Holcim AG</name>
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        <name>GCAT</name>
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        <name>RBC DOMINION SECURITIES INC.</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Synchrony Financial</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>Synchrony Financial</title>
        <cusip>87165B103</cusip>
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          <isin value="US87165B1035"/>
          <ticker value="SYF"/>
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        <curCd>USD</curCd>
        <valUSD>915840.00000000</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DNB Bank ASA</name>
        <lei>549300GKFG0RYRRQ1414</lei>
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        <cusip>000000000</cusip>
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          <isin value="NO0010161896"/>
          <ticker value="DNB"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP</title>
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          <isin value="US55336VAK61"/>
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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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HUNGARY GOVERNMENT BOND</name>
        <lei>5299003F3UFKGCCMAP43</lei>
        <title>Hungary Government Bond</title>
        <cusip>000000000</cusip>
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          <isin value="HU0000404058"/>
          <other otherDesc="SEDOL" value="BMFH322"/>
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        <balance>66020000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <title>10 YEAR US TREASURY NOTE</title>
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          <ticker value="TYU3"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG01BZ6PH61"/>
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        <curCd>USD</curCd>
        <valUSD>-1049776.73000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>US TREASURY N/B</issuerName>
                <issueTitle>United States Treasury Note/Bond</issueTitle>
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                  <cusip value="91282CGS4"/>
                  <isin value="US91282CGS44"/>
                  <other otherDesc="SEDOL" value="BRPT271"/>
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            <expDate>2023-09-20</expDate>
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        <securityLending>
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      <invstOrSec>
        <name>Zillow Group Inc</name>
        <lei>2549002XEELQDIR6FU05</lei>
        <title>Zillow Group Inc</title>
        <cusip>98954M101</cusip>
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          <isin value="US98954M1018"/>
          <ticker value="ZG"/>
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        <balance>7400.00000000</balance>
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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>MORGAN STANLEY &amp; CO. LLC</name>
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        <title>USD/NZD FORWARD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="U3K7QDECST05U83B"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>BNP PARIBAS SECURITIES CORP.</name>
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        <title>CZK/USD FORWARD</title>
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        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="3QNVK0C9LBGEG72G"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BNP PARIBAS SECURITIES CORP.</counterpartyName>
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      <invstOrSec>
        <name>ABB Ltd</name>
        <lei>5493000LKVGOO9PELI61</lei>
        <title>ABB Ltd</title>
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          <isin value="CH0012221716"/>
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        <assetCat>EC</assetCat>
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        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>UNITED KINGDOM GILT</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>United Kingdom Gilt</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BMGR2809"/>
          <other otherDesc="SEDOL" value="BMGR280"/>
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        <balance>108000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NN Group NV</name>
        <lei>724500OHYNDT9OY6Q215</lei>
        <title>NN Group NV</title>
        <cusip>000000000</cusip>
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          <isin value="NL0010773842"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citibank, National Association</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>USD/TWD FORWARD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="MDJ2306070315029"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>MONTREAL EXCHANGE</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND</title>
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          <ticker value="CNU3"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG019RN7W83"/>
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                <issuerName>CANADIAN GOVERNMENT</issuerName>
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        <name>BANK GOSPODARSTWA KRAJOW</name>
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        <title>Bank Gospodarstwa Krajowego</title>
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        <invCountry>PL</invCountry>
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      <invstOrSec>
        <name>Kyowa Kirin Co Ltd</name>
        <lei>529900TBXKVTQGYA3582</lei>
        <title>Kyowa Kirin Co Ltd</title>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <title>IRS PLN</title>
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        <name>Nestle SA</name>
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        <name>New World Development Co Ltd</name>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>COMMODITY EXCHANGE, INC.</name>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>DEUTSCHE BANK AKTIENGESELLSCHAFT</name>
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        <name>VMED O2 UK FINAN</name>
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        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AXA SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EURO STABILITY MECHANISM</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AUSTRALIAN GOVERNMENT</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ISLE OF MAN</name>
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        <invCountry>IM</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ING Groep NV</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Verbund AG</name>
        <lei>5299006UDSEJCTTEJS30</lei>
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        <invCountry>AT</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Ginnie Mae</title>
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        <balance>25000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24566.41000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KOREA TREASURY BOND</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>Korea Treasury Bond</title>
        <cusip>000000000</cusip>
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          <isin value="KR103502GBC0"/>
          <other otherDesc="SEDOL" value="BMX71P3"/>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
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        <title>AUD/USD FORWARD</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Verizon Communications Inc</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Meridian Energy Ltd</name>
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        <title>Meridian Energy Ltd</title>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <name>HSBC HOLDINGS PLC</name>
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        <name>Maruti Suzuki India Ltd</name>
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        <title>Maruti Suzuki India Ltd</title>
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        <assetCat>EC</assetCat>
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        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ENGIE SA</name>
        <lei>LAXUQCHT4FH58LRZDY46</lei>
        <title>Engie SA</title>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAPAN (20 YEAR ISSUE)</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japan Government Twenty Year Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP1201621H91"/>
          <other otherDesc="SEDOL" value="BDD20Z8"/>
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        <balance>29100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="144.29500000"/>
        <valUSD>198472.81000000</valUSD>
        <pctVal>0.007759927680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.60000000</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>Dollarama Inc</name>
        <lei>5493002GJ0NJP1HI0C79</lei>
        <title>Dollarama Inc</title>
        <cusip>25675T107</cusip>
        <identifiers>
          <isin value="CA25675T1075"/>
          <ticker value="DOL"/>
          <other otherDesc="SEDOL" value="B4TP9G2"/>
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        <balance>3158.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32475000"/>
        <valUSD>213878.66000000</valUSD>
        <pctVal>0.008362268534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BP CAP MARKETS AMERICA</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BP Capital Markets America Inc</title>
        <cusip>10373QBP4</cusip>
        <identifiers>
          <isin value="US10373QBP46"/>
          <other otherDesc="SEDOL" value="BNBRK00"/>
        </identifiers>
        <balance>15000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10273.70000000</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>2051-06-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.93900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS SEK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="SW99D0W15H9"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.78535000"/>
        <valUSD>-1672.76000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>UK CLEARING HOUSE LIMITED</counterpartyName>
              <counterpartyLei>213800O8SCO4XJGBU385</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>-898.21000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <unrealizedAppr>-774.55000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JD.com Inc</name>
        <lei>549300HVTWB0GJZ16V92</lei>
        <title>JD.com Inc</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="KYG8208B1014"/>
          <ticker value="9618"/>
          <other otherDesc="SEDOL" value="BKPQZT6"/>
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        <balance>7195.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.83600000"/>
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        <pctVal>0.004797645869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>S&amp;P500 EMINI</title>
        <cusip>000000000</cusip>
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          <ticker value="ESU3"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG011CK2XH5"/>
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        <balance>-45.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-286285.23000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>CHICAGO MERCANTILE EXCHANGE INC.</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>STANDARD &amp; POOR'S FINANCIAL SERVICES LLC</issuerName>
                <issueTitle>STANDARD &amp; POORS'S 500</issueTitle>
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                  <cusip value="000000000"/>
                  <ticker value="SPX"/>
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            <expDate>2023-09-15</expDate>
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            <unrealizedAppr>-286285.23000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Brambles Ltd</name>
        <lei>N/A</lei>
        <title>Brambles Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="AU000000BXB1"/>
          <ticker value="BXB"/>
          <other otherDesc="SEDOL" value="B1FJ0C0"/>
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        <balance>229816.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50116340"/>
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        <pctVal>0.086399668712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RUSSIA GOVT BOND - OFZ</name>
        <lei>5493004EHVGF71PDBU58</lei>
        <title>Russian Federal Bond - OFZ</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="RU000A0ZYUA9"/>
          <other otherDesc="SEDOL" value="BFX1TW9"/>
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        <balance>74290000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="RUB" exchangeRt="89.50000000"/>
        <valUSD>41502.79000000</valUSD>
        <pctVal>0.001622683978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.90000000</annualizedRt>
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          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FedEx Corp</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>FedEx Corp</title>
        <cusip>31428X106</cusip>
        <identifiers>
          <isin value="US31428X1063"/>
          <ticker value="FDX"/>
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        <balance>6500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1611350.00000000</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BayCurrent Consulting Inc</name>
        <lei>N/A</lei>
        <title>BayCurrent Consulting Inc</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3835250006"/>
          <ticker value="6532"/>
          <other otherDesc="SEDOL" value="BYP20B9"/>
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        <balance>3400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="144.29500000"/>
        <valUSD>127846.65000000</valUSD>
        <pctVal>0.004998572641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Marble Point CLO XXI Ltd.</name>
        <lei>N/A</lei>
        <title>Marble Point CLO XXI Ltd</title>
        <cusip>56606KAA3</cusip>
        <identifiers>
          <isin value="US56606KAA34"/>
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        <balance>4550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4441528.00000000</valUSD>
        <pctVal>0.173655706650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>IRS CLP</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="SWB8AB9ZFX2"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="801.75500000"/>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Paylocity Holding Corp</name>
        <lei>549300VH75FTB4DIEE07</lei>
        <title>Paylocity Holding Corp</title>
        <cusip>70438V106</cusip>
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          <isin value="US70438V1061"/>
          <ticker value="PCTY"/>
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        <balance>700.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>129171.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="SWB8AB9NA06"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-5691.92000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>LEAN HOGS</title>
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          <ticker value="LHQ3"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG016QBLK86"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS NOK</title>
        <cusip>000000000</cusip>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>DEUTSCHE BANK AKTIENGESELLSCHAFT</name>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KAZAKHSTAN TEMIR ZHOLY</name>
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      <invstOrSec>
        <name>Wartsila OYJ Abp</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>DEVON ENERGY CORPORATION</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Xylem Inc/NY</name>
        <lei>549300DF5MV96DRYLQ48</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES LLC</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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      <invstOrSec>
        <name>Virtu Financial Inc</name>
        <lei>5493001OPW2K42CH3884</lei>
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        <name>JPMORGAN CHASE &amp; CO</name>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <title>IDR/USD FORWARD</title>
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        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS KRW</title>
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        <name>THE LONDON METAL EXCHANGE</name>
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        <name>LOCKHEED MARTIN CORP</name>
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        <title>Lockheed Martin Corp</title>
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        <name>Smiths Group PLC</name>
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        <name>Bank of America, National Association</name>
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        <name>Fannie Mae or Freddie Mac</name>
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        <title>United Kingdom Gilt</title>
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        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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        <name>AGL CLO 6 LTD</name>
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        <name>State Street Bank and Trust Company</name>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>UBS Securities LLC</name>
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        <name>ERAC USA FINANCE LLC</name>
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        <name>PETROBRAS GLOBAL FINANCE</name>
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        <title>Petrobras Global Finance BV</title>
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        <name>WELLS FARGO &amp; COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS NZD</title>
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          <other otherDesc="INTERNAL" value="SW99D0UXN40"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>UK CLEARING HOUSE LIMITED</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>NEW ZEALAND GOVERNMENT</name>
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        <cusip>000000000</cusip>
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          <isin value="NZGOVDT532C8"/>
          <other otherDesc="SEDOL" value="BMFWZX2"/>
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        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>OBRIGACOES DO TESOURO</name>
        <lei>549300P6U1FJ3IMP7K42</lei>
        <title>Portugal Obrigacoes do Tesouro OT</title>
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          <isin value="PTOTENOE0034"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>PT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.90000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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          <ticker value="SFRZ3C97.25"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                  <derivAddlInfo>
                    <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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                    <cusip>000000000</cusip>
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                      <ticker value="SFRZ3"/>
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                  <payOffProf>Long</payOffProf>
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                    <otherRefInst>
                      <issuerName>THE SECURED OVERNIGHT FINANCING RATE</issuerName>
                      <issueTitle>THE SECURED OVERNIGHT FINANCING RATE</issueTitle>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS CAD</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TSY INFL IX N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds</title>
        <cusip>912810QF8</cusip>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-15</maturityDt>
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      <invstOrSec>
        <name>Unibail-Rodamco-Westfield</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Co</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>Bristol-Myers Squibb Co</title>
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          <isin value="US1101221083"/>
          <ticker value="BMY"/>
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        <fairValLevel>1</fairValLevel>
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        <name>PACIFIC GAS &amp; ELECTRIC</name>
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        <title>Pacific Gas and Electric Co</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Flutter Entertainment PLC</name>
        <lei>635400EG4YIJLJMZJ782</lei>
        <title>Flutter Entertainment PLC</title>
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          <ticker value="FLTR"/>
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        <invCountry>IE</invCountry>

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        <name>Intel Corp</name>
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        <title>Intel Corp</title>
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        <name>WELLS FARGO &amp; COMPANY</name>
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        <name>Yokogawa Electric Corp</name>
        <lei>529900MV0U7C9WWF4L22</lei>
        <title>Yokogawa Electric Corp</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>RBC DOMINION SECURITIES INC.</name>
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        <name>Freddie Mac</name>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>Bayer AG</name>
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        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>Valero Energy Corp</name>
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        <name>CELLNEX FINANCE CO SA</name>
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        <title>Altria Group Inc</title>
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        <name>UK CLEARING HOUSE LIMITED</name>
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      <invstOrSec>
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        <name>Japan Tobacco Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <title>Republic of Poland Government Bond</title>
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        <name>GENERALITAT DE CATALUNYA</name>
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        <title>Autonomous Community of Catalonia</title>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>Deco</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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      <invstOrSec>
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        <title>Hungary Government International Bond</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ONEMAIN FINANCE CORP</name>
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        <title>OneMain Finance Corp</title>
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          <isin value="US85172FAN96"/>
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        <balance>540000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ROMANIA</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>Romanian Government International Bond</title>
        <cusip>000000000</cusip>
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          <isin value="XS2262139533"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SBA Communications Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
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        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
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        <name>COMMONSPIRIT HEALTH</name>
        <lei>4SXHN5XW08IBO0UG2V58</lei>
        <title>CommonSpirit Health</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Vanguard Short-Term Corporate Bond ETF</name>
        <lei>N/A</lei>
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        <cusip>92206C409</cusip>
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        <fairValLevel>1</fairValLevel>
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        <name>CROATIA</name>
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        <title>Croatia Government International Bond</title>
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        <name>JP Morgan Chase Commercial Mor</name>
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        <name>NatWest Group PLC</name>
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        <name>Koninklijke KPN NV</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>TEVA PHARMACEUTICALS NE</name>
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        <name>Nomura Real Estate Holdings In</name>
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        <name>BARCLAYS PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Merck &amp; Co Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Bank of America, National Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
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      <invstOrSec>
        <name>Whitbread PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Deutsche Telekom AG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Svenska Handelsbanken AB</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>AMGEN INC</name>
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        <title>Amgen Inc</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GS Mortgage Securities Trust</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
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        <assetCat>DFE</assetCat>
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        <name>BARCLAYS PLC</name>
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        <assetCat>DFE</assetCat>
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        <name>Vistra Corp</name>
        <lei>549300KP43CPCUJOOG15</lei>
        <title>Vistra Corp</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>BNP PARIBAS</name>
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        <title>TRS BNPMSEV2 INDEX</title>
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        <name>Israel Discount Bank Ltd</name>
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        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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        <name>ASTRAZENECA PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>AstraZeneca PLC</title>
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        <name>Mitsui &amp; Co Ltd</name>
        <lei>2NRSB4GOU9DD6CNW5R48</lei>
        <title>Mitsui &amp; Co Ltd</title>
        <cusip>000000000</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BUILDERS FIRSTSOURCE INC</name>
        <lei>549300W0SKP6L3H7DP63</lei>
        <title>Builders FirstSource Inc</title>
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      <invstOrSec>
        <name>BELGIUM KINGDOM</name>
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        <name>Residential Asset Securitizati</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>Bank of China Ltd</name>
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        <name>O'Reilly Automotive Inc</name>
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        <name>BUONI POLIENNALI DEL TES</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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      <invstOrSec>
        <name>American Tower Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>KBR Inc</name>
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        <name>Fannie Mae</name>
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      <invstOrSec>
        <name>MPLX LP</name>
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        <name>Freddie Mac</name>
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        <name>AGRICUL DEV BANK CHINA</name>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140QEK43</cusip>
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        <balance>8484.92000000</balance>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>REPUBLIC OF KENYA</name>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>NATWEST MARKETS PLC</name>
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        <name>Citigroup Inc</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
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        <name>TEVA PHARM FIN CO LLC</name>
        <lei>5493006PITD7MU7WW480</lei>
        <title>Teva Pharmaceutical Finance Co LLC</title>
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      <invstOrSec>
        <name>WARNERMEDIA HOLDINGS INC</name>
        <lei>549300DXR29GD4N0A520</lei>
        <title>Warnermedia Holdings Inc</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Singapore Airlines Ltd</name>
        <lei>549300ZG62N2599PWR15</lei>
        <title>Singapore Airlines Ltd</title>
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          <ticker value="SIA"/>
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        <assetCat>EC</assetCat>
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        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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        <name>iA Financial Corp Inc</name>
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        <name>REPUBLIC OF ESTONIA</name>
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        <name>BUNDESREPUB. DEUTSCHLAND</name>
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        <name>Prysmian SpA</name>
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        <name>Medtronic PLC</name>
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        <assetCat>EC</assetCat>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
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        <title>Freddie Mac STACR REMIC Trust 2021-HQA1</title>
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        <curCd>USD</curCd>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <title>IRS EUR</title>
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        <name>Siemens AG</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>Terna - Rete Elettrica Naziona</name>
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        <title>Nutrien Ltd</title>
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        <name>Bankers Healthcare Group Secur</name>
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        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <name>Yum China Holdings Inc</name>
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        <name>BARCLAYS PLC</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Fannie Mae or Freddie Mac</name>
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        <name>Sompo Holdings Inc</name>
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        <name>Bank of Ireland Group PLC</name>
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        <name>Public Storage</name>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>Chubb Ltd</name>
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        <name>Vontier Corp</name>
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        <securityLending>
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      <invstOrSec>
        <name>CREDIT AGRICOLE SECURITIES (USA) INC.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage A</name>
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        <balance>45000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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                    <otherRefInst>
                      <issuerName>THE SECURED OVERNIGHT FINANCING RATE</issuerName>
                      <issueTitle>THE SECURED OVERNIGHT FINANCING RATE</issueTitle>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>Repsol SA</name>
        <lei>BSYCX13Y0NOTV14V9N85</lei>
        <title>Repsol SA</title>
        <cusip>000000000</cusip>
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          <isin value="ES0173516115"/>
          <ticker value="REP"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>EVERSOURCE ENERGY</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>Eversource Energy</title>
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          <isin value="US30040WAV00"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>WESTERN MIDSTREAM OPERAT</name>
        <lei>L6D8A6MLSY454J2JXJ60</lei>
        <title>Western Midstream Operating LP</title>
        <cusip>958667AC1</cusip>
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          <isin value="US958667AC17"/>
          <other otherDesc="SEDOL" value="BKRMR85"/>
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        <balance>75000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>67508.38000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Pool</title>
        <cusip>3133GDCU2</cusip>
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        <balance>19629.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17405.65000000</valUSD>
        <pctVal>0.000680529414</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>USD/NOK FORWARD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="UQQMQRVQ82RD7TC2"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2116565.80000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>Sanofi</name>
        <lei>549300E9PC51EN656011</lei>
        <title>Sanofi</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0000120578"/>
          <ticker value="SAN"/>
          <other otherDesc="SEDOL" value="5671735"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140MSU45</cusip>
        <identifiers>
          <isin value="US3140MSU456"/>
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        <balance>72602.95000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Nutrien Ltd</name>
        <lei>5493002QQ7GD21OWF963</lei>
        <title>Nutrien Ltd</title>
        <cusip>67077M108</cusip>
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          <ticker value="NTR"/>
          <other otherDesc="SEDOL" value="BDRJLN0"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Solvay SA</name>
        <lei>549300MMVL80RTBP3O28</lei>
        <title>Solvay SA</title>
        <cusip>000000000</cusip>
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          <ticker value="SOLB"/>
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        <assetCat>EC</assetCat>
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        <invCountry>BE</invCountry>
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        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F042475</cusip>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>TWD/USD FORWARD</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Sberbank of Russia PJSC</name>
        <lei>549300WE6TAF5EEWQS81</lei>
        <title>Sberbank of Russia PJSC</title>
        <cusip>000000000</cusip>
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          <ticker value="SBER"/>
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        <balance>151076.00000000</balance>
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        <valUSD>0.17000000</valUSD>
        <pctVal>0.000000006646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>RU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>Medalist Partners Corporate Fi</name>
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        <name>HEINEKEN NV</name>
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        <name>Benefit Street Partners CLO Lt</name>
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        <name>Cadence Design Systems Inc</name>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>DEVON ENERGY CORPORATION</name>
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        <name>Exxon Mobil Corp</name>
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        <name>EUREX CLEARING AKTIENGESELLSCHAFT</name>
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        <name>Equity LifeStyle Properties In</name>
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        <name>BNP PARIBAS SECURITIES CORP.</name>
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        <name>BNP PARIBAS SECURITIES CORP.</name>
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        <name>Service Corp International/US</name>
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        <name>TFI International Inc</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>L'Oreal SA</name>
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        <name>CENOVUS ENERGY INC</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>Fannie Mae</name>
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        <name>Fannie Mae</name>
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        <name>TD SECURITIES (USA) LLC</name>
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        <name>ServiceNow Inc</name>
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        <name>JPMorgan Chase Bank, National Association</name>
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        <name>Exelon Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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        <name>Fujitsu Ltd</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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          <other otherDesc="INTERNAL" value="QP9HS8RK7IFA36IK"/>
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      <invstOrSec>
        <name>ESKOM HOLDINGS SOC LTD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <fairValLevel>1</fairValLevel>
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                <issuerName>STANDARD &amp; POOR'S FINANCIAL SERVICES LLC</issuerName>
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        <invCountry>AT</invCountry>
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        <name>Vicinity Ltd</name>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP INC</name>
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        <name>Chipotle Mexican Grill Inc</name>
        <lei>N/A</lei>
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        <title>Hungary Government International Bond</title>
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        <name>Humana Inc</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>Humana Inc</title>
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        <name>Kimberly-Clark Corp</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
        <title>Kimberly-Clark Corp</title>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>UBS Securities LLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>ANTERO MIDSTREAM PART/FI</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>Energy Transfer LP</title>
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          <isin value="US29273VAL45"/>
          <other otherDesc="SEDOL" value="BNLZ3S3"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>N/A</maturityDt>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
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          <isin value="US91282CGV72"/>
          <other otherDesc="SEDOL" value="BN6QD47"/>
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        <balance>615000.00000000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>InterContinental Hotels Group</name>
        <lei>2138007ZFQYRUSLU3J98</lei>
        <title>InterContinental Hotels Group PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB00BHJYC057"/>
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        <balance>3723.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>WARNERMEDIA HOLDINGS INC</name>
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        <title>Warnermedia Holdings Inc</title>
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          <isin value="US55903VBF94"/>
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        <balance>70000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP Paribas SA</title>
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          <isin value="US05581KAF84"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>197359.16000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-12</maturityDt>
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          <annualizedRt>5.33500000</annualizedRt>
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      <invstOrSec>
        <name>AT&amp;T INC 0 CP 20/11/2023</name>
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          <other otherDesc="INTERNAL" value="0020A3YL8"/>
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        <balance>325000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-20</maturityDt>
          <couponKind>None</couponKind>
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        <securityLending>
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        <name>UNITED KINGDOM GILT</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>United Kingdom Gilt</title>
        <cusip>000000000</cusip>
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          <isin value="GB00BNNGP668"/>
          <other otherDesc="SEDOL" value="BNNGP66"/>
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        <balance>18000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.78740157"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS AUD</title>
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        <name>EUROPEAN UNION</name>
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        <name>Cognizant Technology Solutions</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>WARNERMEDIA HOLDINGS INC</name>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HUNGARY GOVERNMENT BOND</name>
        <lei>5299003F3UFKGCCMAP43</lei>
        <title>Hungary Government Bond</title>
        <cusip>000000000</cusip>
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          <isin value="HU0000404611"/>
          <other otherDesc="SEDOL" value="BMZR010"/>
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        <pctVal>0.010196977697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</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>Daiwa Securities Group Inc</name>
        <lei>353800WRC7Y23PWFJG38</lei>
        <title>Daiwa Securities Group Inc</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3502200003"/>
          <ticker value="8601"/>
          <other otherDesc="SEDOL" value="6251448"/>
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        <balance>25300.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="144.29500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</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>EUREX CLEARING AKTIENGESELLSCHAFT</name>
        <lei>529900LN3S50JPU47S06</lei>
        <title>EURO-BUND</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="RXU3"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG01BXYV8Z3"/>
        </identifiers>
        <balance>14.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91642228"/>
        <valUSD>32.52000000</valUSD>
        <pctVal>0.000001271473</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>EUREX CLEARING AKTIENGESELLSCHAFT</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>BUNDESREPUB. DEUTSCHLAND</issuerName>
                <issueTitle>Bundesrepublik Deutschland Bundesanleihe</issueTitle>
                <identifiers>
                  <cusip value="000000000"/>
                  <isin value="DE0001102606"/>
                  <other otherDesc="SEDOL" value="BQ2H8X9"/>
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            </descRefInstrmnt>
            <expDate>2023-09-07</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>32.52000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MILEAGE PLUS HLDINGS LLC</name>
        <lei>N/A</lei>
        <title>Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd</title>
        <cusip>599191AA1</cusip>
        <identifiers>
          <isin value="US599191AA16"/>
          <other otherDesc="SEDOL" value="BMGHHT6"/>
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        <balance>32000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32080.00000000</valUSD>
        <pctVal>0.001254269942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Rio Tinto Ltd</name>
        <lei>529900X2VMAQT2PE0V24</lei>
        <title>Rio Tinto Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="AU000000RIO1"/>
          <ticker value="RIO"/>
          <other otherDesc="SEDOL" value="6220103"/>
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        <balance>7760.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.50116340"/>
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        <pctVal>0.023234427577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS ITRAXX.EU.39.V1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="SWZ961CUNC5"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91642228"/>
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        <pctVal>0.000474330642</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
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            <descRefInstrmnt>
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                <issuerName>IHS MARKIT LTD.</issuerName>
                <issueTitle>ITRAXX.EUR.39.V1</issueTitle>
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                  <cusip value="000000000"/>
                  <other otherDesc="INTERNAL" value="2I666VDC6_INDEX_EU"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="N/A" curCd="EUR" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">Default Event</otherPmntDesc>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>915000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>8463.65000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ROMANIA</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>Romanian Government International Bond</title>
        <cusip>77586RAQ3</cusip>
        <identifiers>
          <isin value="US77586RAQ39"/>
          <other otherDesc="SEDOL" value="BQ0MV15"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51415.00000000</valUSD>
        <pctVal>0.002010233450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</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>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="SWB8A9ZZXR1"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91642228"/>
        <valUSD>-65438.97000000</valUSD>
        <pctVal>-0.00255854529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>UK CLEARING HOUSE LIMITED</counterpartyName>
              <counterpartyLei>213800O8SCO4XJGBU385</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="N/A" curCd="EUR" fixedOrFloating="Fixed" fixedRt="-0.14550000"/>
            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="6 MONTH EURO INTERBANK OFFER RATE" floatingRtSpread="0.00000000" pmntAmt="-500000.00000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>500000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-65438.97000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EUREX CLEARING AKTIENGESELLSCHAFT</name>
        <lei>529900LN3S50JPU47S06</lei>
        <title>EURO-BOBL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="OEU3"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG01BXYV9R0"/>
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        <balance>-35.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91642228"/>
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        <pctVal>0.001533252342</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>EUREX CLEARING AKTIENGESELLSCHAFT</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
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                <issuerName>BUNDESOBLIGATION</issuerName>
                <issueTitle>Bundesobligation</issueTitle>
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                  <cusip value="000000000"/>
                  <isin value="DE000BU25000"/>
                  <other otherDesc="SEDOL" value="BKS7JY9"/>
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            <expDate>2023-09-07</expDate>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Swisscom AG</name>
        <lei>5493005SL9HHOXS3B739</lei>
        <title>Swisscom AG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CH0008742519"/>
          <ticker value="SCMN"/>
          <other otherDesc="SEDOL" value="5533976"/>
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        <balance>476.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.89505000"/>
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        <pctVal>0.011615723170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>USD/AUD FORWARD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="8JNNQHDU1KCI90QD"/>
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        <curCd>USD</curCd>
        <valUSD>445.78000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <title>CHF/USD FORWARD</title>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="LS89HGFONMLB6IC5"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BONOS Y OBLIG DEL ESTADO</name>
        <lei>9598007A56S18711AH60</lei>
        <title>Spain Government Bond</title>
        <cusip>000000000</cusip>
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          <isin value="ES0000012I24"/>
          <other otherDesc="SEDOL" value="BM9LZC4"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>IRS MXN</title>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
        <name>PACIFIC GAS &amp; ELECTRIC</name>
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      <invstOrSec>
        <name>T-MOBILE USA INC</name>
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      <invstOrSec>
        <name>Lam Research Corp</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>Lam Research Corp</title>
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          <isin value="US5128071082"/>
          <ticker value="LRCX"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
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          <isin value="US912810SQ22"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="A18976CVBC2POBV8"/>
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        <name>HESS CORP</name>
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        <name>UBS Securities LLC</name>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>Amazon.com Inc</name>
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        <name>GAZPROM (GAZ CAPITAL SA)</name>
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        <name>Nibe Industrier AB</name>
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        <name>BARCLAYS PLC</name>
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        <title>AUD/USD FORWARD</title>
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        <name>RBC DOMINION SECURITIES INC.</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>LVMH Moet Hennessy Louis Vuitt</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>Bank of America, National Association</name>
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      <invstOrSec>
        <name>ABN AMRO Bank NV</name>
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        <name>Freddie Mac</name>
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        <name>WELLS FARGO &amp; COMPANY</name>
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        <name>Mizrahi Tefahot Bank Ltd</name>
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        <name>RBC DOMINION SECURITIES INC.</name>
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        <name>AKER BP ASA</name>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>SOCIETE GENERALE SFH</name>
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        <name>Engie SA 0 CP 21/11/2023</name>
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        <name>DEUTSCHE BANK AKTIENGESELLSCHAFT</name>
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      <invstOrSec>
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        <name>SSE PLC</name>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>Carrefour SA</name>
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        <name>Medipal Holdings Corp</name>
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        <title>Medipal Holdings Corp</title>
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        <name>BARCLAYS PLC</name>
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        <name>Zoom Video Communications Inc</name>
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        <name>Ulta Beauty Inc</name>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>ICE FUTURES U.S., INC.</name>
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        <name>Las Vegas Sands Corp</name>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <title>Berkshire Hathaway Inc</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>Sempra Energy</title>
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          <isin value="US8168511090"/>
          <ticker value="SRE"/>
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        <curCd>USD</curCd>
        <valUSD>1091925.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Lowe's Cos Inc</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>Lowe's Cos Inc</title>
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          <isin value="US5486611073"/>
          <ticker value="LOW"/>
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        <balance>11790.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2661003.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Jamestown CLO Ltd</name>
        <lei>N/A</lei>
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        <cusip>47048XAN2</cusip>
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          <isin value="US47048XAN21"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1706757.50000000</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>2034-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.45043000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>USD/CHF FORWARD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="MS01BLLDO63RDDN3"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>221934.90000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <settlementDt>2023-07-19</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CCO HLDGS LLC/CAP CORP</name>
        <lei>N/A</lei>
        <title>CCO Holdings LLC / CCO Holdings Capital Corp</title>
        <cusip>1248EPBT9</cusip>
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          <isin value="US1248EPBT92"/>
          <other otherDesc="SEDOL" value="BYM4WW3"/>
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        <balance>21000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19529.37000000</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>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac</title>
        <cusip>01F020679</cusip>
        <identifiers>
          <isin value="US01F0206791"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40771.48000000</valUSD>
        <pctVal>0.001594091080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADA-GOV'T WI</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
        <title>Canadian When Issued Government Bond</title>
        <cusip>135087L44</cusip>
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          <isin value="CA135087L443"/>
          <other otherDesc="SEDOL" value="BN71QS6"/>
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        <balance>595000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32475000"/>
        <valUSD>365131.17000000</valUSD>
        <pctVal>0.014275967943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA Inc</title>
        <cusip>87264ABS3</cusip>
        <identifiers>
          <isin value="US87264ABS33"/>
          <other otherDesc="SEDOL" value="BMBKK02"/>
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        <balance>40000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>34733.79000000</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>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</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>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>USD/GBP FORWARD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="6HPKVI1TKHKJ7G8V"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2212.72000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS &amp; CO. LLC</counterpartyName>
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      <invstOrSec>
        <name>Publicis Groupe SA</name>
        <lei>2138004KW8BV57III342</lei>
        <title>Publicis Groupe SA</title>
        <cusip>000000000</cusip>
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          <isin value="FR0000130577"/>
          <ticker value="PUB"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Alphabet Inc</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>Alphabet Inc</title>
        <cusip>02079K107</cusip>
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          <ticker value="GOOG"/>
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        <balance>41600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5032352.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>STRIPS</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Strip Coupon</title>
        <cusip>912834LB2</cusip>
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          <isin value="US912834LB28"/>
          <other otherDesc="SEDOL" value="BPH3RL6"/>
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        <balance>4560000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2095462.50000000</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>2042-02-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DISH NETWORK CORP</name>
        <lei>529900U350CWHH15G169</lei>
        <title>DISH Network Corp</title>
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          <other otherDesc="SEDOL" value="BFMNDT1"/>
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        <balance>410000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>365232.11000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
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              <title>DISH Network Corp</title>
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      <invstOrSec>
        <name>LOCKHEED MARTIN CORP</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>Lockheed Martin Corp</title>
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        <curCd>USD</curCd>
        <valUSD>44906.73000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CGI Inc</name>
        <lei>549300WSRCZY73ZG3090</lei>
        <title>CGI Inc</title>
        <cusip>12532H104</cusip>
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          <ticker value="GIB/A"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DSV A/S</name>
        <lei>529900X41C0BSLK67H70</lei>
        <title>DSV A/S</title>
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          <ticker value="DSV"/>
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        <currencyConditional curCd="DKK" exchangeRt="6.82350000"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>USD/PEN FORWARD</title>
        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="TBJDCI8T83R62TUU"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>COMMONSPIRIT HEALTH</name>
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        <name>Align Technology Inc</name>
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        <name>MDGH GMTN RSC LTD</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Affiliated Managers Group Inc</name>
        <lei>2JE75BUE3T1BLCYYGK54</lei>
        <title>Affiliated Managers Group Inc</title>
        <cusip>008252108</cusip>
        <identifiers>
          <isin value="US0082521081"/>
          <ticker value="AMG"/>
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        <balance>700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104923.00000000</valUSD>
        <pctVal>0.004102299413</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>
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      </invstOrSec>
      <invstOrSec>
        <name>BONOS Y OBLIG DEL ESTADO</name>
        <lei>9598007A56S18711AH60</lei>
        <title>Spain Government Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ES0000012K53"/>
          <other otherDesc="SEDOL" value="BPJHY48"/>
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        <balance>79000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91642228"/>
        <valUSD>74666.89000000</valUSD>
        <pctVal>0.002919340269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.80000000</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>AstraZeneca PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>AstraZeneca PLC</title>
        <cusip>046353108</cusip>
        <identifiers>
          <isin value="US0463531089"/>
          <ticker value="AZN"/>
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        <balance>7662.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>548369.34000000</valUSD>
        <pctVal>0.021440248770</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank Hapoalim BM</name>
        <lei>B6ARUI4946ST4S7WOU88</lei>
        <title>Bank Hapoalim BM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IL0006625771"/>
          <ticker value="POLI"/>
          <other otherDesc="SEDOL" value="6075808"/>
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        <balance>29036.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="ILS" exchangeRt="3.70650000"/>
        <valUSD>239448.11000000</valUSD>
        <pctVal>0.009361987754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Woolworths Group Ltd</name>
        <lei>QNWEWQBS7HP85QHXQL92</lei>
        <title>Woolworths Group Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="AU000000WOW2"/>
          <ticker value="WOW"/>
          <other otherDesc="SEDOL" value="6981239"/>
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        <balance>22051.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50116340"/>
        <valUSD>584268.40000000</valUSD>
        <pctVal>0.022843837047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEPI Rockcastle NV</name>
        <lei>549300FMWM53K9ULYT15</lei>
        <title>NEPI Rockcastle NV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL0015000RT3"/>
          <ticker value="NRP"/>
          <other otherDesc="SEDOL" value="BLF9GQ6"/>
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        <balance>24861.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.82125000"/>
        <valUSD>145498.98000000</valUSD>
        <pctVal>0.005688746798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>USD/GBP FORWARD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="EGGF1I39KL1G6A92"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>857.65000000</valUSD>
        <pctVal>0.000033532562</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS INC.</counterpartyName>
              <counterpartyLei>MBNUM2BPBDO7JBLYG310</counterpartyLei>
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            <amtCurSold>-108366.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>86000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2023-07-07</settlementDt>
            <unrealizedAppr>857.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUSTRALIAN SECURITIES EXCHANGE TRADE24</name>
        <lei>N/A</lei>
        <title>AUST 3YR BOND</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="YMU3"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG01FVDPM60"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.50116340"/>
        <valUSD>-349.92000000</valUSD>
        <pctVal>-0.00001368123</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>AUSTRALIAN SECURITIES EXCHANGE TRADE24</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AUSTRALIAN GOVERNMENT</issuerName>
                <issueTitle>Australia Government Bond</issueTitle>
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                  <cusip value="000000000"/>
                  <isin value="AU3TB0000143"/>
                  <other otherDesc="SEDOL" value="B8H46C4"/>
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            <expDate>2023-09-15</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-349.92000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS CDX.NA.IG.40.V1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="SW0WS076844"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>45076.84000000</valUSD>
        <pctVal>0.001762422865</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>INTERCONTINENTAL EXCHANGE, INC.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>IHS MARKIT LTD</issuerName>
                <issueTitle>CDX.NA.IG.40.V1</issueTitle>
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                  <cusip value="000000000"/>
                  <other otherDesc="INTERNAL" value="2I65BYEC5_INDEX_US"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">Default Event</otherPmntDesc>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>21722.15000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TARGA RESOURCES PARTNERS</name>
        <lei>N/A</lei>
        <title>Targa Resources Partners LP / Targa Resources Partners Finance Corp</title>
        <cusip>87612BBS0</cusip>
        <identifiers>
          <isin value="US87612BBS07"/>
          <other otherDesc="SEDOL" value="BP6T4Q9"/>
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        <balance>20000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18482.10000000</valUSD>
        <pctVal>0.000722616661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association</title>
        <cusip>31359MFJ7</cusip>
        <identifiers>
          <isin value="US31359MFJ71"/>
          <other otherDesc="SEDOL" value="2557247"/>
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        <balance>10000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11685.49000000</valUSD>
        <pctVal>0.000456881510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank, National Association</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>USD/CHF FORWARD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="7FLB0C36FKUBE4L0"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5573.58000000</valUSD>
        <pctVal>0.000217916891</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rio Tinto PLC</name>
        <lei>213800YOEO5OQ72G2R82</lei>
        <title>Rio Tinto PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB0007188757"/>
          <ticker value="RIO"/>
          <other otherDesc="SEDOL" value="0718875"/>
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        <balance>31650.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78740157"/>
        <valUSD>2011348.21000000</valUSD>
        <pctVal>0.078640074930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Home Depot Inc/The</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>Home Depot Inc/The</title>
        <cusip>437076102</cusip>
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          <isin value="US4370761029"/>
          <ticker value="HD"/>
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        <balance>5300.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1646392.00000000</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>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>MXN/USD FORWARD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="UAN9TGS09BA8IR9I"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>89820.45000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS NZD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Allianz SE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Workday Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OSAKA EXCHANGE,INC</name>
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        <name>BNP PARIBAS SECURITIES CORP.</name>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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      <invstOrSec>
        <name>Vodafone Group PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ArcelorMittal SA</name>
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        <name>BARCLAYS BANK PLC</name>
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        <name>HONEYWELL INTERNATIONAL</name>
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        <title>Honeywell International Inc</title>
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        <name>AEROPORTI DI ROMA SPA</name>
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        <name>ALLSTATE CORP</name>
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        <curCd>USD</curCd>
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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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        <name>T-Mobile US Inc</name>
        <lei>549300QHIJYOHPACPG31</lei>
        <title>T-Mobile US Inc</title>
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          <isin value="US8725901040"/>
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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>
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        <name>MEG ENERGY CORP</name>
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        <curCd>USD</curCd>
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        <name>Ipsen SA</name>
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        <name>Mitsubishi Electric Corp</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>EUREX CLEARING AKTIENGESELLSCHAFT</name>
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        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <name>IDEXX Laboratories Inc</name>
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        <name>BUONI POLIENNALI DEL TES</name>
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        <title>Italy Buoni Poliennali Del Tesoro</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Biogen Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
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          <other otherDesc="INTERNAL" value="STLNI3RTR1D4A1IB"/>
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        <fairValLevel>2</fairValLevel>
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            <amtCurSold>-220000.00000000</amtCurSold>
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      <invstOrSec>
        <name>iShares MSCI EAFE ETF</name>
        <lei>549300O0XO3KDQV68404</lei>
        <title>iShares MSCI EAFE ETF</title>
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          <isin value="US4642874659"/>
          <ticker value="EFA"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JBS USA/FOOD/FINANCE</name>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <title>USD/SEK FORWARD</title>
        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>IRS MXN</title>
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          <other otherDesc="INTERNAL" value="SW0WS076786"/>
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        <balance>1.00000000</balance>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>BNP PARIBAS SECURITIES CORP.</name>
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        <title>EUR/USD FORWARD</title>
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          <ticker value="N/A"/>
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        <assetCat>DFE</assetCat>
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            <amtCurSold>-155614.00000000</amtCurSold>
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      <invstOrSec>
        <name>ONTARIO TEACHERS' FINANC</name>
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        <title>Ontario Teachers' Finance Trust</title>
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          <isin value="XS2475514092"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Healthpeak Properties Inc</name>
        <lei>254900M6MTMZM0I22L81</lei>
        <title>Healthpeak Properties Inc</title>
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          <isin value="US42250P1030"/>
          <ticker value="PEAK"/>
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        <balance>15900.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>319590.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>61747YEF8</cusip>
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          <isin value="US61747YEF88"/>
          <other otherDesc="SEDOL" value="BM89YV1"/>
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        <balance>30000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22707.00000000</valUSD>
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      <invstOrSec>
        <name>Toro European CLO</name>
        <lei>213800UUXX2DYH3TCG21</lei>
        <title>Toro European CLO 2 DAC</title>
        <cusip>000000000</cusip>
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          <isin value="XS2366419880"/>
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        <balance>1250000.00000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>IE</invCountry>
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          <couponKind>Floating</couponKind>
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        <name>TSY INFL IX N/B</name>
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        <title>United States Treasury Inflation Indexed Bonds</title>
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        <name>UNIVISION COMMUNICATIONS</name>
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        <title>Univision Communications Inc</title>
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        <name>Talanx AG</name>
        <lei>5299006ZIILJ6VJVSJ32</lei>
        <title>Talanx AG</title>
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        <invCountry>DE</invCountry>
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        <name>US TREASURY N/B</name>
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        <title>United States Treasury Note/Bond</title>
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        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>SOFR 1 YEAR MIDCURVE</title>
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          <ticker value="0QZ3P96"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
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        <name>US TREASURY N/B</name>
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        <name>Deutsche Bank AG</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>Seiko Epson Corp</name>
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        <title>Seiko Epson Corp</title>
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        <fairValLevel>2</fairValLevel>
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        <name>State Street Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Shift4 Payments Inc</name>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>TREASURY BILL</name>
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        <name>CapitaLand Ascendas REIT</name>
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      <invstOrSec>
        <name>Amadeus IT Group SA</name>
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        <title>Amadeus IT Group SA</title>
        <cusip>000000000</cusip>
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          <isin value="ES0109067019"/>
          <ticker value="AMS"/>
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        <assetCat>EC</assetCat>
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        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>HUNGARY GOVERNMENT BOND</name>
        <lei>5299003F3UFKGCCMAP43</lei>
        <title>Hungary Government Bond</title>
        <cusip>000000000</cusip>
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          <isin value="HU0000403696"/>
          <other otherDesc="SEDOL" value="BJH5419"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-08-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J Sainsbury PLC</name>
        <lei>213800VGZAAJIKJ9Y484</lei>
        <title>J Sainsbury PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB00B019KW72"/>
          <ticker value="SBRY"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond</title>
        <cusip>912810TS7</cusip>
        <identifiers>
          <isin value="US912810TS78"/>
          <other otherDesc="SEDOL" value="BLB3TM9"/>
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        <balance>1100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1073531.25000000</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>2043-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</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>Fortescue Metals Group Ltd</name>
        <lei>529900VEJFORCO6I4826</lei>
        <title>Fortescue Metals Group Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="AU000000FMG4"/>
          <ticker value="FMG"/>
          <other otherDesc="SEDOL" value="6086253"/>
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        <balance>66820.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.50116340"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DEVON ENERGY CORPORATION</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>Devon Energy Corp</title>
        <cusip>25179MAV5</cusip>
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          <isin value="US25179MAV54"/>
          <other otherDesc="SEDOL" value="BYQ1PX2"/>
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        <balance>95000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95747.39000000</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>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.85000000</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>
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      <invstOrSec>
        <name>HACKENSACK MERIDIAN HLTH</name>
        <lei>5493001CB3OCWTEJY668</lei>
        <title>Hackensack Meridian Health Inc</title>
        <cusip>404530AB3</cusip>
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          <isin value="US404530AB34"/>
          <other otherDesc="SEDOL" value="BDFXP32"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43497.99000000</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>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.21100000</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>
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      </invstOrSec>
      <invstOrSec>
        <name>ONTARIO TEACHERS' FINANC</name>
        <lei>635400ZZE5J8OXXBBY26</lei>
        <title>Ontario Teachers' Finance Trust</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2162004209"/>
          <other otherDesc="SEDOL" value="BK962J1"/>
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        <balance>171000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91642228"/>
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        <pctVal>0.006844767680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Endesa SA</name>
        <lei>549300LHK07F2CHV4X31</lei>
        <title>Endesa SA</title>
        <cusip>000000000</cusip>
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          <isin value="ES0130670112"/>
          <ticker value="ELE"/>
          <other otherDesc="SEDOL" value="5271782"/>
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        <balance>13117.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.91642228"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNITED RENTALS NORTH AM</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
        <title>United Rentals North America Inc</title>
        <cusip>911363AM1</cusip>
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          <isin value="US911363AM11"/>
          <other otherDesc="SEDOL" value="BLFGYK7"/>
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        <balance>30000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>26001.12000000</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>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>EUREX CLEARING AKTIENGESELLSCHAFT</name>
        <lei>529900LN3S50JPU47S06</lei>
        <title>EURO-SCHATZ</title>
        <cusip>000000000</cusip>
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          <ticker value="DUU3"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG01BXYVBF8"/>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Equinor ASA</name>
        <lei>OW6OFBNCKXC4US5C7523</lei>
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          <isin value="NO0010096985"/>
          <ticker value="EQNR"/>
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        <assetCat>EC</assetCat>
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        <invCountry>NO</invCountry>
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        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA Inc</title>
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        <invCountry>US</invCountry>
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        <name>Mitsubishi UFJ Financial Group</name>
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        <title>Mitsubishi UFJ Financial Group Inc</title>
        <cusip>000000000</cusip>
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          <isin value="JP3902900004"/>
          <ticker value="8306"/>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <name>Quanta Services Inc</name>
        <lei>SHVRXXEACT60MMH07S24</lei>
        <title>Quanta Services Inc</title>
        <cusip>74762E102</cusip>
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          <ticker value="PWR"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>ROCKIES EXPRESS PIPELINE</name>
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        <title>Rockies Express Pipeline LLC</title>
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        <balance>695000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Barrick Gold Corp</name>
        <lei>0O4KBQCJZX82UKGCBV73</lei>
        <title>Barrick Gold Corp</title>
        <cusip>067901108</cusip>
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          <ticker value="GOLD"/>
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        <balance>3445.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>58323.85000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <title>IRS CLP</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ALTRIA GROUP INC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Vale SA</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Clarivate PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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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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        <fairValLevel>2</fairValLevel>
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        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <name>GEORGIA POWER CO</name>
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        <name>MS&amp;AD Insurance Group Holdings</name>
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        <name>Alexandria Real Estate Equitie</name>
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            <expDate>2023-08-22</expDate>
            <notionalAmt>10804648.72000000</notionalAmt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS CNY</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>UK CLEARING HOUSE LIMITED</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CANADIAN GOVERNMENT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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          <ticker value="0QZ3P95.375"/>
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        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <putOrCall>Put</putOrCall>
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                      <ticker value="0QZ4"/>
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                  <payOffProf>Short</payOffProf>
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                      <issuerName>THE SECURED OVERNIGHT FINANCING RATE</issuerName>
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                        <cusip value="000000000"/>
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            <shareNo>2500.00000000</shareNo>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>JPN BANK FOR INT'L COOP</name>
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        <title>Japan Bank for International Cooperation</title>
        <cusip>000000000</cusip>
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          <isin value="XS2570364138"/>
          <other otherDesc="SEDOL" value="BNC38Z8"/>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="0HIPOB6S66SRBV4F"/>
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        <curCd>USD</curCd>
        <valUSD>64883.53000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN SACHS &amp; CO. LLC</counterpartyName>
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      <invstOrSec>
        <name>Dassault Aviation SA</name>
        <lei>969500CVFTUT88V8QN95</lei>
        <title>Dassault Aviation SA</title>
        <cusip>000000000</cusip>
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          <isin value="FR0014004L86"/>
          <ticker value="AM"/>
          <other otherDesc="SEDOL" value="BMT9L19"/>
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        <balance>1478.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Gilead Sciences Inc</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>Gilead Sciences Inc</title>
        <cusip>375558103</cusip>
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          <isin value="US3755581036"/>
          <ticker value="GILD"/>
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        <balance>15900.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1225413.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>REPUBLIC OF INDONESIA</name>
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        <title>Indonesia Government International Bond</title>
        <cusip>000000000</cusip>
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          <isin value="XS1432493440"/>
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        <balance>565000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140L5F92</cusip>
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          <isin value="US3140L5F926"/>
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        <balance>27455.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22688.36000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>10 YEAR US TREASURY NOTE</title>
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        <name>MEDLINE BORROWER LP</name>
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        <name>RUSSIA GOVT BOND - OFZ</name>
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        <title>Russian Federal Bond - OFZ</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Meta Platforms Inc</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>Meta Platforms Inc</title>
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          <isin value="US30303M1027"/>
          <ticker value="META"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CAMERON LNG LLC</name>
        <lei>549300C39FLHGVD73K22</lei>
        <title>Cameron LNG LLC</title>
        <cusip>133434AB6</cusip>
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          <isin value="US133434AB69"/>
          <other otherDesc="SEDOL" value="BKPK082"/>
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        <balance>10000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Performance Food Group Co</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cordatus CLO PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>General Mills Inc</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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      <invstOrSec>
        <name>KRAFT HEINZ FOODS CO</name>
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        <name>Loews Corp</name>
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        <name>iShares Core S&amp;P 500 ETF</name>
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        <title>iShares Core S&amp;P 500 ETF</title>
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        <title>Broadcom Inc</title>
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        <name>XPO INC</name>
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        <name>Sodexo SA</name>
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        <name>EURO STABILITY MECHANISM</name>
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        <title>European Stability Mechanism</title>
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        <name>NetEase Inc</name>
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        <title>NetEase Inc</title>
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        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <rcptCurCd>USD</rcptCurCd>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <title>10 YEAR US TREASURY NOTE</title>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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      <invstOrSec>
        <name>ONTARIO ELECTRICITY FIN</name>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
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        <name>Fannie Mae</name>
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        <title>Fannie Mae Pool</title>
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      <invstOrSec>
        <name>VIRGIN MEDIA SECURED FIN</name>
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        <title>Virgin Media Secured Finance PLC</title>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
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        <name>PGIM Institutional Money Market Fund - D</name>
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        <name>DOMINICAN REPUBLIC</name>
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        <title>Dominican Republic International Bond</title>
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        <name>HSBC SECURITIES (USA) INC.</name>
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        <name>NEC Corp</name>
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        <title>NEC Corp</title>
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        <name>VIKING CRUISES LTD</name>
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        <title>Viking Cruises Ltd</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>Government National Mortgage A</name>
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        <name>RBC DOMINION SECURITIES INC.</name>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>FinecoBank Banca Fineco SpA</name>
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      <invstOrSec>
        <name>BUONI POLIENNALI DEL TES</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Halliburton Co</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>American Express Co</name>
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        <name>TCW CLO 2017-1, Ltd</name>
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        <name>US TREASURY N/B</name>
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        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <name>SAUDI INTERNATIONAL BOND</name>
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        <name>EUROPEAN BK RECON &amp; DEV</name>
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        <name>ANHEUSER-BUSCH INBEV WOR</name>
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        <title>Fannie Mae Pool</title>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>THE TORONTO-DOMINION BANK</name>
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        <name>Fannie Mae</name>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC</name>
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        <name>BARCLAYS BANK PLC</name>
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      <invstOrSec>
        <name>Fiserv Inc</name>
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        <name>ICE FUTURES U.S., INC.</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CREDIT AGRICOLE SA</name>
        <lei>969500TJ5KRTCJQWXH05</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CIVITAS RESOURCES INC</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RBC DOMINION SECURITIES INC.</name>
        <lei>549300QJJX6CVVUXLE15</lei>
        <title>CAD/USD FORWARD</title>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="OP1N3JEFF1IN4B8U"/>
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              <counterpartyName>RBC DOMINION SECURITIES INC.</counterpartyName>
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      <invstOrSec>
        <name>TREASURY BILL</name>
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        <title>United States Treasury Bill</title>
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          <isin value="US912796YT03"/>
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        <balance>60000000.00000000</balance>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>Novo Nordisk A/S</name>
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        <title>Novo Nordisk A/S</title>
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          <isin value="DK0060534915"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AUSTRALIAN GOVERNMENT</name>
        <lei>213800J6B7JSBDETCB42</lei>
        <title>Australia Government Bond</title>
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          <isin value="AU0000083768"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <title>CNH/USD FORWARD</title>
        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="MDJ2305180085620"/>
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        <curCd>USD</curCd>
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        <name>CALPINE CORP</name>
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        <name>AstraZeneca PLC</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <title>IRS USD</title>
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        <name>Edwards Lifesciences Corp</name>
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        <name>APACHE CORP</name>
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        <title>Apache Corp</title>
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        <name>GS Mortgage Securities Trust</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <title>IRS CNY</title>
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        <name>ASHTON WOODS USA/FINANCE</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ASTRAZENECA PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>AstraZeneca PLC</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DEUTSCHE BANK AKTIENGESELLSCHAFT</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>DEUTSCHE BANK AKTIENGESELLSCHAFT</counterpartyName>
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      <invstOrSec>
        <name>CREDIT AGRICOLE SA</name>
        <lei>969500TJ5KRTCJQWXH05</lei>
        <title>Credit Agricole SA</title>
        <cusip>000000000</cusip>
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          <isin value="FR001400E920"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS SECURITIES CORP.</name>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="MDJ2304120349068"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>Community Healthcare Trust Inc</name>
        <lei>549300FATSRCMKOV9536</lei>
        <title>Community Healthcare Trust Inc</title>
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          <isin value="US20369C1062"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS JPY</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="SW99D0UECT9"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>THERMO FISHER SCIENTIFIC</name>
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        <title>Thermo Fisher Scientific Inc</title>
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      <invstOrSec>
        <name>Fresenius SE &amp; Co KGaA</name>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BERRY PETROLEUM CO LLC</name>
        <lei>DQ2XTZKV7SILNNV77403</lei>
        <title>Berry Petroleum Co LLC</title>
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        <fairValLevel>2</fairValLevel>
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        <name>COMMSCOPE INC</name>
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        <title>CommScope Inc</title>
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        <name>BOEING CO</name>
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        <title>Boeing Co/The</title>
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        <name>Societe Generale SA</name>
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        <title>Societe Generale SA</title>
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        <name>Essity AB</name>
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        <title>Essity AB</title>
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        <name>BARCLAYS PLC</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>RBC DOMINION SECURITIES INC.</name>
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        <name>DEUTSCHE BANK AKTIENGESELLSCHAFT</name>
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        <name>Bank of America Corp</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <name>Hellenic Telecommunications Or</name>
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        <name>UBS Securities LLC</name>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>DCP MIDSTREAM OPERATING</name>
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        <name>BOEING CO</name>
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        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <name>Bank of America, National Association</name>
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        <name>Government National Mortgage A</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Regeneron Pharmaceuticals Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>BARCLAYS PLC</name>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>State Street Bank and Trust Company</name>
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        <name>KOREA HOUSING FINANCE CO</name>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>General Electric Co</name>
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        <name>ICE FUTURES EUROPE</name>
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        <title>ICE Gas Oil</title>
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        <name>UnitedHealth Group Inc</name>
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        <name>REPUBLIC OF AUSTRIA</name>
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        <name>Government National Mortgage A</name>
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        <name>Mettler-Toledo International I</name>
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      <invstOrSec>
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        <name>Government National Mortgage A</name>
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        <name>Legrand SA</name>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>Bank of America, National Association</name>
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        <name>Citibank, National Association</name>
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      <invstOrSec>
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        <name>DEUTSCHE BANK AKTIENGESELLSCHAFT</name>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Moody's Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Taurus CMBS</name>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>HSBC HOLDINGS PLC</name>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>Citibank, National Association</name>
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        <name>REPUBLIC OF LATVIA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Apple Inc</name>
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        <name>Costco Wholesale Corp</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
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        <name>Marble Point CLO XVIII Ltd</name>
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        <name>BNP PARIBAS SECURITIES CORP.</name>
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        <name>Barratt Developments PLC</name>
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        <name>BARCLAYS BANK PLC</name>
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        <name>JP Morgan Chase Commercial Mor</name>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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      <invstOrSec>
        <name>Homebanc Mortgage Trust</name>
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      <invstOrSec>
        <name>CANADA-GOV'T WI</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Suncorp Group Ltd</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CCO HLDGS LLC/CAP CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Southwestern Energy Co</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Charter Hall Group</name>
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        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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      <invstOrSec>
        <name>Energy Select Sector SPDR Fund</name>
        <lei>54930064FLK0RD4TRU75</lei>
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          <ticker value="XLE"/>
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        <issuerCat>RF</issuerCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Bank of America, National Association</name>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>Atlas Copco AB</name>
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        <invCountry>SE</invCountry>
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        <name>US TREASURY N/B</name>
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        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <title>IRS MXN</title>
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        <name>Life Storage Inc</name>
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        <name>Equity Residential</name>
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        <title>Equity Residential</title>
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        <name>Walt Disney Co/The</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>Walt Disney Co/The</title>
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        <name>Volvo AB</name>
        <lei>549300HGV012CNC8JD22</lei>
        <title>Volvo AB</title>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Shell PLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>DEUTSCHE BANK AKTIENGESELLSCHAFT</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>Philip Morris International In</name>
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        <name>Zillow Group Inc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>State Street Bank and Trust Company</name>
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        <fairValLevel>2</fairValLevel>
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        <name>WW Grainger Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Intesa Sanpaolo SpA</name>
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          <isin value="IT0000072618"/>
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        <invCountry>IT</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
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        <name>iShares iBoxx High Yield Corporate Bond ETF</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>Americold Realty Trust Inc</name>
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        <name>JPMorgan Chase Bank, National Association</name>
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        <name>Helvetia Holding AG</name>
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        <name>Government National Mortgage A</name>
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        <name>BARCLAYS PLC</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>Fannie Mae - CAS</name>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Corning Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LKQ Corp</name>
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          <isin value="US5018892084"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DraftKings Inc</name>
        <lei>N/A</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
        <cusip>3140QD2M5</cusip>
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          <isin value="US3140QD2M58"/>
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        <balance>51166.36000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COMMSCOPE TECH LLC</name>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>NIAGARA MOHAWK POWER</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ferrari NV</name>
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        <title>Ferrari NV</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UNITED AIRLINES INC</name>
        <lei>K1OQBWM7XEOO08LDNP29</lei>
        <title>United Airlines Inc</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CCO HLDGS LLC/CAP CORP</name>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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        <name>ON Semiconductor Corp</name>
        <lei>ZV20P4CNJVT8V1ZGJ064</lei>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>JPMorgan Chase Bank, National Association</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>NZD/USD FORWARD</title>
        <cusip>000000000</cusip>
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        <name>JAPAN (20 YEAR ISSUE)</name>
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        <title>Japan Government Twenty Year Bond</title>
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          <other otherDesc="SEDOL" value="BD6RRV5"/>
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        <invCountry>JP</invCountry>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Pool</title>
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        <name>NSTAR ELECTRIC CO</name>
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        <title>NSTAR Electric Co</title>
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        <name>LyondellBasell Industries NV</name>
        <lei>BN6WCCZ8OVP3ITUUVN49</lei>
        <title>LyondellBasell Industries NV</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>TITULOS DE TESORERIA</name>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>Fannie Mae or Freddie Mac</name>
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        <name>MASONITE INTERNATIONAL C</name>
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        <name>CREDIT AGRICOLE SECURITIES (USA) INC.</name>
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        <name>RBC DOMINION SECURITIES INC.</name>
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        <name>Liberty Broadband Corp</name>
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        <name>JP Morgan Chase Commercial Mor</name>
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        <name>STATE OF MINAS GERAIS</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Imperial Brands PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>REYNOLDS AMERICAN INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>State Street Bank and Trust Company</name>
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        <name>STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC</name>
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        <name>Deere &amp; Co</name>
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        <name>Samsung SDI Co Ltd</name>
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        <name>MPLX LP</name>
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        <name>WESLEYAN UNIVERSITY</name>
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        <name>Sojitz Corp</name>
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        <name>CONTINENTAL RESOURCES</name>
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        <name>GEA Group AG</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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        <name>Ono Pharmaceutical Co Ltd</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>UBS Securities LLC</name>
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        <name>Baloise Holding AG</name>
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      <invstOrSec>
        <name>Infineon Technologies AG</name>
        <lei>TSI2PJM6EPETEQ4X1U25</lei>
        <title>Infineon Technologies AG</title>
        <cusip>000000000</cusip>
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          <isin value="DE0006231004"/>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citizens Financial Group Inc</name>
        <lei>2138004JDDA4ZQUPFW65</lei>
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          <ticker value="CFG"/>
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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>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>IDR/USD FORWARD</title>
        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="R91LURFNQPFCG6AP"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>American Water Works Co Inc</name>
        <lei>549300DXHIJQMD5WFW18</lei>
        <title>American Water Works Co Inc</title>
        <cusip>030420103</cusip>
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          <isin value="US0304201033"/>
          <ticker value="AWK"/>
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        <balance>2000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>285500.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Emerson Electric Co</name>
        <lei>FGLT0EWZSUIRRITFOA30</lei>
        <title>Emerson Electric Co</title>
        <cusip>291011104</cusip>
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          <isin value="US2910111044"/>
          <ticker value="EMR"/>
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        <balance>4200.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>379638.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Nedbank Group Ltd</name>
        <lei>3789009E42FA3CB31065</lei>
        <title>Nedbank Group Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="ZAE000004875"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CONSUMERS ENERGY CO</name>
        <lei>7NKTFWJ1G6MELP9TU740</lei>
        <title>Consumers Energy Co</title>
        <cusip>210518DQ6</cusip>
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          <isin value="US210518DQ64"/>
          <other otherDesc="SEDOL" value="BNYNTF3"/>
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        <balance>45000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>38597.66000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-09-01</maturityDt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>EUROPEAN INVESTMENT BANK</name>
        <lei>5493006YXS1U5GIHE750</lei>
        <title>European Investment Bank</title>
        <cusip>000000000</cusip>
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          <isin value="XS2574388646"/>
          <other otherDesc="SEDOL" value="BPXYS09"/>
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        <balance>145000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91642228"/>
        <valUSD>156134.43000000</valUSD>
        <pctVal>0.006104573645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>N/A</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>EUR/HUF FORWARD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="MDJ2305310599818"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-763.17000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS &amp; CO. LLC</counterpartyName>
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      <invstOrSec>
        <name>Santander Drive Auto Receivabl</name>
        <lei>N/A</lei>
        <title>Santander Drive Auto Receivables Trust 2020-4</title>
        <cusip>80286WAF3</cusip>
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          <isin value="US80286WAF32"/>
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        <balance>13201.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13149.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-01-15</maturityDt>
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      <invstOrSec>
        <name>Anchorage Capital CLO LTD</name>
        <lei>54930063NKPB83QNUF90</lei>
        <title>Anchorage Capital CLO 21 Ltd</title>
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          <isin value="US03331KAA79"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>IRS USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>Archer-Daniels-Midland Co</name>
        <lei>549300LO13MQ9HYSTR83</lei>
        <title>Archer-Daniels-Midland Co</title>
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          <isin value="US0394831020"/>
          <ticker value="ADM"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>RBC DOMINION SECURITIES INC.</name>
        <lei>549300QJJX6CVVUXLE15</lei>
        <title>CAD/USD FORWARD</title>
        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="HC9TP9BOGI875ORR"/>
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      <invstOrSec>
        <name>CONSOLIDATED EDISON CO</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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        <invCountry>US</invCountry>
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        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS HUF</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BELLIS ACQUISITION CO PL</name>
        <lei>259400CYE2267UB4A481</lei>
        <title>Bellis Acquisition Co PLC</title>
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        <name>Host Hotels &amp; Resorts Inc</name>
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        <name>State Street Bank and Trust Company</name>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>JPMorgan Chase Bank, National Association</name>
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        <name>West Pharmaceutical Services I</name>
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        <name>Intuit Inc</name>
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        <name>JPMorgan Chase Bank, National Association</name>
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        <name>Rad CLO Ltd</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>Petroleo Brasileiro SA</name>
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        <name>RBC DOMINION SECURITIES INC.</name>
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        <name>Electronic Arts Inc</name>
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        <name>Government National Mortgage A</name>
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        <name>Government National Mortgage A</name>
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        <name>Vanguard Total Bond Market ETF</name>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
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      <invstOrSec>
        <name>BorgWarner Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ROMANIA GOVERNMENT BOND</name>
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        <name>Citibank, National Association</name>
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        <name>ROMANIA</name>
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        <name>Hershey Co/The</name>
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        <name>SOUTHWESTERN ENERGY CO</name>
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        <name>TSY INFL IX N/B</name>
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        <name>Comcast Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>BNP PARIBAS</name>
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        <name>Universal Display Corp</name>
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        <name>Duke Energy Corp</name>
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        <name>DENTSPLY SIRONA Inc</name>
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        <name>MORGAN STANLEY &amp; CO. LLC</name>
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        <name>Walmart Inc</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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        <title>IRS CNY</title>
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        <name>Government National Mortgage A</name>
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      <invstOrSec>
        <name>Lonza Group AG</name>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DANA INC</name>
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        <title>Dana Inc</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Nice Ltd</name>
        <lei>254900YTY4EF5Z4W0A51</lei>
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          <isin value="IL0002730112"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Roper Technologies Inc</name>
        <lei>54930003T4SXCIWVXY35</lei>
        <title>Roper Technologies Inc</title>
        <cusip>776696106</cusip>
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          <isin value="US7766961061"/>
          <ticker value="ROP"/>
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        <curCd>USD</curCd>
        <valUSD>240400.00000000</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>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS USD</title>
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          <other otherDesc="INTERNAL" value="SWB8ABBMQT5"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7643.38000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>UK CLEARING HOUSE LIMITED</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CON EDISON CO OF NY INC</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>Consolidated Edison Co of New York Inc</title>
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          <isin value="US209111FK46"/>
          <other otherDesc="SEDOL" value="BD3GJ31"/>
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        <balance>25000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>AT&amp;T INC 0 CP 21/11/2023</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Bank</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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      <invstOrSec>
        <name>Daimler Truck Holding AG</name>
        <lei>529900PW78JIYOUBSR24</lei>
        <title>Daimler Truck Holding AG</title>
        <cusip>000000000</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ICE FUTURES EUROPE</name>
        <lei>549300UF4R84F48NCH34</lei>
        <title>3 Month Euro Euribor</title>
        <cusip>000000000</cusip>
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          <ticker value="ERZ3"/>
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      <invstOrSec>
        <name>CONSOLIDATED EDISON INC</name>
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        <title>Consolidated Edison Inc</title>
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        <name>FAIRFAX FINL HLDGS LTD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BAE Systems PLC</name>
        <lei>8SVCSVKSGDWMW2QHOH83</lei>
        <title>BAE Systems PLC</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BHP Group Ltd</name>
        <lei>WZE1WSENV6JSZFK0JC28</lei>
        <title>BHP Group Ltd</title>
        <cusip>000000000</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>HECLA MINING CO</name>
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        <name>Enagas SA</name>
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        <name>UK CLEARING HOUSE LIMITED</name>
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      <invstOrSec>
        <name>THE TORONTO-DOMINION BANK</name>
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        <name>Fannie Mae</name>
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        <name>STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC</name>
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        <name>JPMORGAN CHASE BANK, NATIONAL ASSOCIATION</name>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3435.87000000</valUSD>
        <pctVal>-0.00013433629</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO. LLC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>-485000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>538805.88000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-07-07</settlementDt>
            <unrealizedAppr>-3435.87000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF INDONESIA</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>Indonesia Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2280331898"/>
          <other otherDesc="SEDOL" value="BNBSBC2"/>
        </identifiers>
        <balance>225000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91642228"/>
        <valUSD>181807.56000000</valUSD>
        <pctVal>0.007108346565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.10000000</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>BNP PARIBAS SECURITIES CORP.</name>
        <lei>RCNB6OTYUAMMP879YW96</lei>
        <title>NZD/USD FORWARD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="4OH1E39F2VE0S4E0"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-673.73000000</valUSD>
        <pctVal>-0.00002634162</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS SECURITIES CORP.</counterpartyName>
              <counterpartyLei>RCNB6OTYUAMMP879YW96</counterpartyLei>
            </counterparties>
            <amtCurSold>-120000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>72967.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-07-07</settlementDt>
            <unrealizedAppr>-673.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UK CLEARING HOUSE LIMITED</name>
        <lei>213800O8SCO4XJGBU385</lei>
        <title>IRS NZD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="SW99D0UX0P8"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.62946064"/>
        <valUSD>-411.20000000</valUSD>
        <pctVal>-0.00001607717</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>UK CLEARING HOUSE LIMITED</counterpartyName>
              <counterpartyLei>213800O8SCO4XJGBU385</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="N/A" curCd="NZD" fixedOrFloating="Fixed" fixedRt="4.26400000"/>
            <floatingPmntDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="3 MONTH NEW ZEALAND BANK BILL RATE" floatingRtSpread="0.00000000" pmntAmt="-70000.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2028-03-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>70000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>-411.20000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fairfax Financial Holdings Ltd</name>
        <lei>GLS7OQD0WOEDI8YAP031</lei>
        <title>Fairfax Financial Holdings Ltd</title>
        <cusip>303901102</cusip>
        <identifiers>
          <isin value="CA3039011026"/>
          <ticker value="FFH"/>
          <other otherDesc="SEDOL" value="2566351"/>
        </identifiers>
        <balance>721.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32475000"/>
        <valUSD>540057.44000000</valUSD>
        <pctVal>0.021115268523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB0005405286"/>
          <ticker value="HSBA"/>
          <other otherDesc="SEDOL" value="0540528"/>
        </identifiers>
        <balance>441957.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.78740157"/>
        <valUSD>3499346.11000000</valUSD>
        <pctVal>0.136818099884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC SECURITIES (USA) INC.</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>CLP/USD FORWARD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="MDJ2306130364826"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6646.54000000</valUSD>
        <pctVal>-0.00025986768</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC SECURITIES (USA) INC.</counterpartyName>
              <counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei>
            </counterparties>
            <amtCurSold>-720761684.00000000</amtCurSold>
            <curSold>CLP</curSold>
            <amtCurPur>883609.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-09-20</settlementDt>
            <unrealizedAppr>-6646.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>

      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2023-08-28</ncom:dateSigned>
      <ncom:nameOfApplicant>Advanced Series Trust</ncom:nameOfApplicant>
      <ncom:signature>Christian J. Kelly</ncom:signature>
      <ncom:signerName>Christian J. Kelly</ncom:signerName>
      <ncom:title>Chief Financial Officer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
