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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Eurosail PLC</name>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
                    <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>SWP: USD 0.000000 31-DEC-2049</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="CADIS_ID" value="1203360"/>
                    </identifiers>
                    <balance>1.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="N/A" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
                  <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="ICE LIBOR USD 3 MONTH ICE LIBOR USD 3 MONTH" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
                    </rtResetTenors>
                  </floatingPmntDesc>
                  <terminationDt>2049-12-31</terminationDt>
                  <upfrontPmnt>0.00000000</upfrontPmnt>
                  <pmntCurCd>USD</pmntCurCd>
                  <upfrontRcpt>0.00000000</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>250000000.00000000</notionalAmt>
                  <curCd>USD</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>1.05000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-10-28</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>132862.50000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDS DB BUYPRO 2Y JPMS-DV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2306668"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>-28407.30000000</valUSD>
        <pctVal>-0.00096362653</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Bank AG</issuerName>
                <issueTitle>Deutsche Bank AG</issueTitle>
                <identifiers>
                  <isin value="DE0003933685"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2021-12-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>41781.42000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>5000000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-70188.72000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MGM China Holdings Ltd.</name>
        <lei>529900VZFN87OS7WJM66</lei>
        <title>MGM China Holdings Ltd.</title>
        <cusip>55300RAB7</cusip>
        <identifiers>
          <isin value="US55300RAB78"/>
        </identifiers>
        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2649600.00000000</valUSD>
        <pctVal>0.089879181509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS CNY REC 2.1250 2Y XJPM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2474765"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.97950000"/>
        <valUSD>-120025.79000000</valUSD>
        <pctVal>-0.00407148994</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH.Clearnet LLC</counterpartyName>
              <counterpartyLei>WAM6YERMS7OXFZUOY219</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.12500000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CFETS CHINA FIXING REPO RATES 7 DAY CFETS CHINA FIXING REPO RATES" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Day" resetDtUnit="7"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2022-06-29</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CNY</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CNY</rcptCurCd>
            <notionalAmt>180000000.00000000</notionalAmt>
            <curCd>CNY</curCd>
            <unrealizedAppr>-120025.79000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cooperatieve Rabobank UA</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>Cooperatieve Rabobank UA</title>
        <cusip>ZR4207349</cusip>
        <identifiers>
          <isin value="XS2050933972"/>
        </identifiers>
        <balance>1400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>1492872.46000000</valUSD>
        <pctVal>0.050640909874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Euro</name>
              <title>EUR SWAP ANNUAL     5 YR EUSA5 CURNCY</title>
              <curCd>EUR</curCd>
              <identifiers>
                <ticker value="EUSA5"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1.00000000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS BRL REC 5.5980 3Y OIS XJPM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2431649"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.21655000"/>
        <valUSD>1324332.09000000</valUSD>
        <pctVal>0.044923718408</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME Group Inc</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.59800000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BZDIOVRA" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2023-01-02</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>120968055.85000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>1324332.09000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EUR P NOK C @10.33000 EO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2472398"/>
        </identifiers>
        <balance>125000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>1010828.90000000</valUSD>
        <pctVal>0.034289128237</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="CADIS_ID" value="2472398"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>10.33000000</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-12-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-352554.20000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD P CLP C @779.00 EO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2450097"/>
        </identifiers>
        <balance>-50000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1766400.00000000</valUSD>
        <pctVal>-0.05991945433</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="CADIS_ID" value="2450097"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>779.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-08-27</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1354900.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDS LLOYDS 7Y CLRD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2469412"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>-89945.23000000</valUSD>
        <pctVal>-0.00305110343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange Inc</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Lloyds Banking Group PLC</issuerName>
                <issueTitle>Lloyds Banking Group PLC</issueTitle>
                <identifiers>
                  <cusip value="539439AK5"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2025-06-20</terminationDt>
            <upfrontPmnt>-63119.22000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>5000000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-26826.01000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capital Mortgage S.r.l.</name>
        <lei>815600A23287488E7C07</lei>
        <title>Capital Mortgage S.r.l., Series 2007-1, Class B</title>
        <cusip>BCC0XC346</cusip>
        <identifiers>
          <isin value="IT0004222557"/>
        </identifiers>
        <balance>8000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>6585677.06000000</valUSD>
        <pctVal>0.223397970953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PT Pertamina Persero</name>
        <lei>254900NDAKGNZ2IBBL45</lei>
        <title>PT Pertamina Persero</title>
        <cusip>69370PAG6</cusip>
        <identifiers>
          <isin value="US69370PAG63"/>
        </identifiers>
        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2688815.45000000</valUSD>
        <pctVal>0.091209439868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.17500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD P MXN C @18.57000 EO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2394961"/>
        </identifiers>
        <balance>-50000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-50500.00000000</valUSD>
        <pctVal>-0.00171305052</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="CADIS_ID" value="2394961"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>18.57000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-03-04</expDt>
            <delta>XXXX</delta>
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      <invstOrSec>
        <name>Cooperatieve Rabobank UA</name>
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        <fairValLevel>2</fairValLevel>
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            <dbtSecRefInstrument>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
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            <dbtSecRefInstrument>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Perusahaan Listrik Negara PT</name>
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      <invstOrSec>
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        <name>Republic of Hellenic Bond</name>
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        <name>Ukraine Government Bond</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>Nexa Resources S.A.</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>Mexican Bonos</name>
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        <name>India Government Bond</name>
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      <invstOrSec>
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        <name>U.S. Treasury Bills</name>
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      <invstOrSec>
        <name>Dominican Republic International Bond</name>
        <lei>254900EHU7Q8FGVPI369</lei>
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        <invCountry>DO</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="CADIS_ID" value="2442108"/>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH.Clearnet LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
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          <isin value="XS1298431104"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>N/A</maturityDt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
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          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Euro</name>
              <title>EUR SWAP ANNUAL     5 YR EUSA5 CURNCY</title>
              <curCd>EUR</curCd>
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                <ticker value="EUSA5"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1.00000000" curCd="EUR"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="CADIS_ID" value="2305119"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>Bank of America, National Association</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                      <other otherDesc="CADIS_ID" value="1203360"/>
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            <shareNo>1.00000000</shareNo>
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            <unrealizedAppr>-5444960.00000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Banco Votorantim S.A.</name>
        <lei>X2EUTZGMHS8RBQFIUS93</lei>
        <title>Banco Votorantim S.A.</title>
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          <isin value="US05967CAF05"/>
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        <balance>2000000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FWDP 10Y RTP 0.972500 24-AUG-2020</title>
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          <other otherDesc="CADIS_ID" value="2555164"/>
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        <units>NC</units>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>Bank of America, National Association</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                    <counterpartyName>Bank of America, National Association</counterpartyName>
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                  <derivAddlInfo>
                    <name>N/A</name>
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                      <other otherDesc="CADIS_ID" value="1203360"/>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>Intesa Sanpaolo S.p.A.</name>
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        <title>Intesa Sanpaolo S.p.A., Series XR</title>
        <cusip>46115HBN6</cusip>
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          <isin value="US46115HBN61"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KBC Group N.V.</name>
        <lei>213800X3Q9LSAKRUWY91</lei>
        <title>KBC Group N.V.</title>
        <cusip>AS2414728</cusip>
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          <isin value="BE0002592708"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>N/A</maturityDt>
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        <name>Swiss Insured Brazil Power Finance S.a r.l.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Indonesian Treasury Bond</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>Indonesian Treasury Bond, Series FR73</title>
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          <isin value="IDG000011701"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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            <shareNo>1.00000000</shareNo>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Romanian Government Bond</name>
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        <name>Societe Generale S.A.</name>
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        <name>Sands China Ltd.</name>
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        <name>Mexican Bonos</name>
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        <name>Coriolanus DAC</name>
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        <name>Credit Suisse Group AG</name>
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      <invstOrSec>
        <name>Cooperatieve Rabobank UA</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
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        <fairValLevel>2</fairValLevel>
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            <dbtSecRefInstrument>
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            <currencyInfo convRatio="1.00000000" curCd="EUR"/>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <putOrCall>Put</putOrCall>
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            <delta>XXXX</delta>
            <unrealizedAppr>-2415750.75000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Argentine Republic Government International Bond</name>
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          <isin value="US040114HK99"/>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CSN Islands XI Corp.</name>
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        <title>CSN Islands XI Corp.</title>
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          <isin value="US12642KAB08"/>
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        <balance>2500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2325000.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Egyptian Government Bond</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>Egyptian Government Bond</title>
        <cusip>AW1628238</cusip>
        <identifiers>
          <isin value="EGBGR02161F0"/>
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        <balance>162000000.00000000</balance>
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        <currencyConditional curCd="EGP" exchangeRt="15.97000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>EG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>18.15000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="CADIS_ID" value="2475333"/>
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        <balance>50000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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            <shareNo>1.00000000</shareNo>
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            <unrealizedAppr>-286400.00000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS BRL PAY 3.9100 1Y OIS XJPM</title>
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          <other otherDesc="CADIS_ID" value="2395679"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CME Group Inc</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays PLC</title>
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          <isin value="XS1998799792"/>
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        <balance>2500000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>British Pound</name>
              <title>UK GOVT BONDS 5 YEAR NOTE GENERIC BID YIELD UK GOVT BONDS 5 YEAR NOTE GENE</title>
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                <ticker value="GUKG5"/>
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      <invstOrSec>
        <name>N/A</name>
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        <derivativeInfo>
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      <invstOrSec>
        <name>N/A</name>
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        <balance>-40000000.00000000</balance>
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        <assetCat>DO</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <putOrCall>Call</putOrCall>
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                    <currencyConditional curCd="EUR" exchangeRt="0.89007600"/>
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                    <assetCat>DCR</assetCat>
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                  <descRefInstrmnt>
                    <indexBasketInfo>
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            <shareNo>1.00000000</shareNo>
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      <invstOrSec>
        <name>Republic of Cyprus Bond</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>AES Andres BV / Dominican Power Partners / Empresa Generadora de Electricidad It</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Australia Government Bond</name>
        <lei>213800J6B7JSBDETCB42</lei>
        <title>Australia Government Bond, Series 162</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <title>Option</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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          <other otherDesc="CADIS_ID" value="2555776"/>
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        <fairValLevel>2</fairValLevel>
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            <putOrCall>Put</putOrCall>
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      </invstOrSec>
      <invstOrSec>
        <name>Italy Buoni Poliennali Del Tesoro</name>
        <lei>815600DE60799F5A9309</lei>
        <title>Italy Buoni Poliennali Del Tesoro</title>
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          <isin value="IT0005217390"/>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="CADIS_ID" value="2154907"/>
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              <counterpartyName>CME Group Inc</counterpartyName>
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      <invstOrSec>
        <name>Banco do Brasil S.A.</name>
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        <title>Banco do Brasil S.A.</title>
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          <isin value="US05958AAK43"/>
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                <ticker value="H15T10Y"/>
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        <lei>N/A</lei>
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          <other otherDesc="CADIS_ID" value="2439990"/>
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      <invstOrSec>
        <name>Indonesia Treasury Bond</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>Indonesia Treasury Bond, Series FR77</title>
        <cusip>AU6526555</cusip>
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        <invCountry>ID</invCountry>
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        <fairValLevel>2</fairValLevel>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Provincia de Buenos Aires Government Bonds</name>
        <lei>549300L6AYROPOTQ4L07</lei>
        <title>Provincia de Buenos Aires Government Bonds</title>
        <cusip>AS0634590</cusip>
        <identifiers>
          <isin value="ARPBUE3205N8"/>
        </identifiers>
        <balance>120000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="72.38560000"/>
        <valUSD>1549866.27000000</valUSD>
        <pctVal>0.052574242073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>33.21041200</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>N/A</name>
        <lei>N/A</lei>
        <title>CDS ASSGEN BUYPRO 5Y CITI-DV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2308755"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>80508.29000000</valUSD>
        <pctVal>0.002730985510</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Assicurazioni Generali SpA</issuerName>
                <issueTitle>Generali Assicurazioni</issueTitle>
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                  <cusip value="EJ2660011"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>51839.54000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>5000000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>28668.75000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ITRAXX.XO.33.V1 5YR RTR @ 350.0000</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2555771"/>
        </identifiers>
        <balance>-60000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>-472957.32000000</valUSD>
        <pctVal>-0.01604356008</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
                    <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>ITRAXX.XO.33.V1 5YR RTR @ 350.0000</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="CADIS_ID" value="2421233"/>
                    </identifiers>
                    <balance>1.00000000</balance>
                    <units>NC</units>
                    <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DCR</assetCat>
                    <issuerConditional desc="N/A" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <indexBasketInfo>
                      <indexName>MARKIT ITRX EUR XOVER 06/25 ITRX XOVER CDSI S33 5Y</indexName>
                      <indexIdentifier>ITXEX533</indexIdentifier>
                    </indexBasketInfo>
                  </descRefInstrmnt>
                  <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
                  <otherPmntDesc fixedOrFloating="Other">The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument</otherPmntDesc>
                  <terminationDt>2025-06-20</terminationDt>
                  <upfrontPmnt>0.00000000</upfrontPmnt>
                  <pmntCurCd>EUR</pmntCurCd>
                  <upfrontRcpt>0.00000000</upfrontRcpt>
                  <rcptCurCd>EUR</rcptCurCd>
                  <notionalAmt>60000000.00000000</notionalAmt>
                  <curCd>EUR</curCd>
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              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>350.00000000</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-09-16</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>175394.20000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS CLP PAY 0.5200 2Y XJPM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2474759"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CLP" exchangeRt="757.06000000"/>
        <valUSD>-57396.01000000</valUSD>
        <pctVal>-0.00194697554</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME Group Inc</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="CHILE CENTRAL BANK DAILY AVERAGE INTERBANK RATE NOMINAL CHILE CENTRAL BANK DAILY AVERA" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
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            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.52000000"/>
            <terminationDt>2022-06-26</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CLP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CLP</rcptCurCd>
            <notionalAmt>50500000000.00000000</notionalAmt>
            <curCd>CLP</curCd>
            <unrealizedAppr>-57396.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Melco Resorts Finance Ltd.</name>
        <lei>529900NRV6LBR3T6B421</lei>
        <title>Melco Resorts Finance Ltd.</title>
        <cusip>58547DAA7</cusip>
        <identifiers>
          <isin value="US58547DAA72"/>
        </identifiers>
        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2540309.25000000</valUSD>
        <pctVal>0.086171843361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Banco Comercial Portugues, S.A.</name>
        <lei>JU1U6S0DG9YLT7N8ZV32</lei>
        <title>Banco Comercial Portugues, S.A.</title>
        <cusip>AQ1803867</cusip>
        <identifiers>
          <isin value="PTBCPWOM0034"/>
        </identifiers>
        <balance>2100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>2447062.07000000</valUSD>
        <pctVal>0.083008731866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SWP: OIS 5.200000 01-AUG-2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2147670"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3733.00000000"/>
        <valUSD>1037423.02000000</valUSD>
        <pctVal>0.035191248458</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange Inc</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.20000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COLOMBIA IBR OVERNIGHT NOMINAL INTERBANK REFERENCE RATE COLOMBIA IBR OVERNIGHT NOMINAL" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Day" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2029-08-01</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>COP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>COP</rcptCurCd>
            <notionalAmt>44884000000.00000000</notionalAmt>
            <curCd>COP</curCd>
            <unrealizedAppr>1037423.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>India Government Bond</name>
        <lei>N/A</lei>
        <title>India Government Bond</title>
        <cusip>EG2045466</cusip>
        <identifiers>
          <isin value="IN0020060078"/>
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        <balance>4935000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="74.81250000"/>
        <valUSD>74797614.04000000</valUSD>
        <pctVal>2.537269145822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.24000000</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>AES Gener S.A.</name>
        <lei>549300IF4IFG0FS0RM26</lei>
        <title>AES Gener S.A.</title>
        <cusip>00105DAG0</cusip>
        <identifiers>
          <isin value="US00105DAG07"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2457062.50000000</valUSD>
        <pctVal>0.083347964378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2079-10-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.35000000</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>Egypt Government International Bond</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>Egypt Government International Bond</title>
        <cusip>03846JW89</cusip>
        <identifiers>
          <isin value="US03846JW891"/>
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        <balance>10576000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10507488.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>EG</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.70020000</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>IM Pastor 4, FTA</name>
        <lei>95980020140005262912</lei>
        <title>IM Pastor 4, FTA, Series A</title>
        <cusip>BCC0QWGX2</cusip>
        <identifiers>
          <isin value="ES0347854004"/>
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        <balance>13348888.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>14285224.75000000</valUSD>
        <pctVal>0.484580430332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FWDP 30Y RTP 2.000000 31-MAY-2022</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2452723"/>
        </identifiers>
        <balance>120000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1974218.40000000</valUSD>
        <pctVal>0.066969026990</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>Goldman Sachs International</counterpartyName>
                    <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
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                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>SWP: USD 0.000000 31-DEC-2049</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="CADIS_ID" value="1203360"/>
                    </identifiers>
                    <balance>1.00000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="N/A" issuerCat="OTHER"/>
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                  <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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                      <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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                  <terminationDt>2049-12-31</terminationDt>
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                  <upfrontRcpt>0.00000000</upfrontRcpt>
                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>120000000.00000000</notionalAmt>
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            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>2.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2022-05-31</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1265781.60000000</unrealizedAppr>
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        <securityLending>
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        <name>UniCredit S.p.A.</name>
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        <name>Ultrapar International S.A.</name>
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        <name>ADES International Holding PLC</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Eurohome UK Mortgages Plc</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>BOFA SECURITIES, INC.</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>United States Treasury Note/Bond</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-21</expDate>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Standard chartered bank</counterpartyName>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>Kingdom of Belgium Government Bond</name>
        <lei>549300SZ25JZFHRHWD76</lei>
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          <isin value="BE0000331406"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="CADIS_ID" value="2472397"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>BBVA Consumer Auto</name>
        <lei>959800A2U14EAVRDZ695</lei>
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          <isin value="ES0305364020"/>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30000000</annualizedRt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS CNY REC 1.9900 2Y XJPM</title>
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          <other otherDesc="CADIS_ID" value="2467322"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH.Clearnet LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Day" resetDtUnit="7"/>
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            <terminationDt>2022-06-15</terminationDt>
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            <unrealizedAppr>-700976.86000000</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDS ITRAXX.XO.28 10-20% SELLPRO 3Y JPMS-DV</title>
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          <other otherDesc="CADIS_ID" value="2305084"/>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MARKIT ITRX EUR XOVER 12/22 ITRX XOVER CDSI S28 5Y</indexName>
                <indexIdentifier>1479940</indexIdentifier>
                <narrativeDesc>N/A</narrativeDesc>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>104372.65000000</upfrontRcpt>
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        <securityLending>
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      <invstOrSec>
        <name>Standard Life Aberdeen PLC</name>
        <lei>0TMBS544NMO7GLCE7H90</lei>
        <title>Standard Life Aberdeen PLC</title>
        <cusip>AP5373554</cusip>
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          <isin value="XS1698906259"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS NZD PAY 0.7100 10Y XCITI</title>
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          <other otherDesc="CADIS_ID" value="2491417"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH.Clearnet LLC</counterpartyName>
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      <invstOrSec>
        <name>Sri Lanka Government International Bond</name>
        <lei>254900HXCCIOHM74FA02</lei>
        <title>Sri Lanka Government International Bond</title>
        <cusip>85227SAK2</cusip>
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          <isin value="US85227SAK24"/>
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        <balance>2295000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1962290.61000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LK</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-07-25</maturityDt>
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      <invstOrSec>
        <name>Grifonas Finance PLC</name>
        <lei>N/A</lei>
        <title>Grifonas Finance PLC, Class A</title>
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          <isin value="XS0262719320"/>
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        <balance>16037050.72000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-08-28</maturityDt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Option</title>
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          <other otherDesc="CADIS_ID" value="2169508"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>U.S. Treasury 10 Year Notes Futures</title>
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          <ticker value="TYU0"/>
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        <balance>1025.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>BOFA SECURITIES, INC.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>United States Treasury Note/Bond</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-21</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="CADIS_ID" value="2490902"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH.Clearnet LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>Republic of South Africa Government Bond</name>
        <lei>378900AAFB4F17004C49</lei>
        <title>Republic of South Africa Government Bond, Series 2048</title>
        <cusip>EJ2359143</cusip>
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          <isin value="ZAG000096173"/>
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        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Egypt Government Bond</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>Egypt Government Bond</title>
        <cusip>EJ4983171</cusip>
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          <isin value="EGBGR00831F0"/>
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        <balance>10200000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>EG</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>16.30000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>African Development Bank</name>
        <lei>549300LNCLMO3ITVCU07</lei>
        <title>African Development Bank</title>
        <cusip>JK6099473</cusip>
        <identifiers>
          <isin value="XS1390069091"/>
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        <balance>600000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.09375000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-05</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</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>N/A</name>
        <lei>N/A</lei>
        <title>Swaption</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2169503"/>
        </identifiers>
        <balance>750000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7.50000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                    <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
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                    <name>N/A</name>
                    <lei>N/A</lei>
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                      <other otherDesc="CADIS_ID" value="1203360"/>
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                    <balance>1.00000000</balance>
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                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="N/A" issuerCat="OTHER"/>
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                  <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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                      <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-1874992.50000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Senegal Government International Bond</name>
        <lei>549300NP14ZLQGWIUZ97</lei>
        <title>Senegal Government International Bond</title>
        <cusip>81720TAD7</cusip>
        <identifiers>
          <isin value="US81720TAD72"/>
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        <balance>3521000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3357872.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SN</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</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>Argentine Republic Government International Bond</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>Argentine Republic Government International Bond</title>
        <cusip>040114GX2</cusip>
        <identifiers>
          <isin value="US040114GX20"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2173450.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</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>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD P BRL C @4.750000 EO</title>
        <cusip>N/A</cusip>
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          <other otherDesc="CADIS_ID" value="2431606"/>
        </identifiers>
        <balance>5000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1120440.00000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Coriolanus DAC</name>
        <lei>2138007VV3P448DEQX41</lei>
        <title>Coriolanus DAC, Series 127</title>
        <cusip>21887JAV4</cusip>
        <identifiers>
          <isin value="US21887JAV44"/>
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        <balance>2104734.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2104344.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>Deutsche Bank AG</title>
        <cusip>AX0775038</cusip>
        <identifiers>
          <isin value="DE000DL19US6"/>
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        <balance>3350000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ITRAXX.XO.33.V1 5YR RTP @ 550.0000</title>
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          <other otherDesc="CADIS_ID" value="2474776"/>
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        <assetCat>DCR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                    <assetCat>DCR</assetCat>
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                  <descRefInstrmnt>
                    <indexBasketInfo>
                      <indexName>MARKIT ITRX EUR XOVER 06/25 ITRX XOVER CDSI S33 5Y</indexName>
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                  <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT Sep20XMU0 COMB</title>
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          <ticker value="XMU0"/>
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        <balance>298.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.39967800"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BOFA SECURITIES, INC.</counterpartyName>
              <counterpartyLei>549300HN4UKV1E2R3U73</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Australia Government Bond</issuerName>
                <issueTitle>Australia 10 Year Bonds</issueTitle>
                <identifiers>
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      </invstOrSec>
      <invstOrSec>
        <name>TMB Bank PCL</name>
        <lei>549300WKGLXEV3DB7I54</lei>
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          <isin value="XS2084378798"/>
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        <balance>1150000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>N/A</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="CADIS_ID" value="2555172"/>
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        <balance>57500000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <putOrCall>Put</putOrCall>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="CADIS_ID" value="2475497"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>CME Group Inc</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Titulizacion de Activos Sociedad Gestora de Fondos de Titulizacion S.A.</name>
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          <isin value="ES0377954021"/>
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        <balance>35000000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-12-28</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>UniCredit S.p.A.</name>
        <lei>549300TRUWO2CD2G5692</lei>
        <title>UniCredit S.p.A.</title>
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          <isin value="US904678AS85"/>
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        <balance>2800000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-06-30</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="CADIS_ID" value="2323462"/>
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        <balance>5000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>233365.00000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-1195635.00000000</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Option</title>
        <cusip>N/A</cusip>
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          <other otherDesc="CADIS_ID" value="2299261"/>
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        <balance>-100000000.00000000</balance>
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        <valUSD>-300800.00000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>N/A</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>Skandinaviska Enskilda Banken AB</name>
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        <title>Skandinaviska Enskilda Banken AB</title>
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          <isin value="XS2076169668"/>
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        <balance>2600000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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                <ticker value="H15T5Y"/>
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            <currencyInfo convRatio="1.00000000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="CADIS_ID" value="2280847"/>
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        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
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            <putOrCall>Put</putOrCall>
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      <invstOrSec>
        <name>N/A</name>
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        <title>CDS ITALY 7Y CLRD</title>
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          <other otherDesc="CADIS_ID" value="2468579"/>
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        <balance>1.00000000</balance>
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        <assetCat>DCR</assetCat>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Intercontinental Exchange Inc</counterpartyName>
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                <issuerName>Republic of Italy Government International Bond</issuerName>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>204567.75000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>Reliance Industries Ltd.</name>
        <lei>5493003UOETFYRONLG31</lei>
        <title>Reliance Industries Ltd., Series B</title>
        <cusip>AP0051833</cusip>
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          <isin value="INE002A08484"/>
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        <balance>500000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="74.81250000"/>
        <valUSD>6710735.37000000</valUSD>
        <pctVal>0.227640173000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.78000000</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>Trust F/1401</name>
        <lei>N/A</lei>
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          <isin value="US898339AA49"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Kaisa Group Holdings Ltd.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <name>Banco Mercantil del Norte S.A.</name>
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      <invstOrSec>
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        <name>European Bank for Reconstruction and Development</name>
        <lei>549300HTGDOVDU6OGK19</lei>
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      <invstOrSec>
        <name>N/A</name>
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        <title>Option</title>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Coriolanus DAC</name>
        <lei>2138007VV3P448DEQX41</lei>
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        <invCountry>IE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Petronas Capital Ltd.</name>
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        <invCountry>MY</invCountry>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="CADIS_ID" value="2394960"/>
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        <balance>50000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>203600.00000000</valUSD>
        <pctVal>0.006906476960</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="CADIS_ID" value="2394960"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.98000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-03-04</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1329940.50000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republic of South Africa Government Bond</name>
        <lei>378900AAFB4F17004C49</lei>
        <title>Republic of South Africa Government Bond, Series 2037</title>
        <cusip>EJ7500196</cusip>
        <identifiers>
          <isin value="ZAG000107012"/>
        </identifiers>
        <balance>82600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.09375000"/>
        <valUSD>3874051.26000000</valUSD>
        <pctVal>0.131414763124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SWP: OIS 0.000000 04-JAN-2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2158211"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.21655000"/>
        <valUSD>2280722.31000000</valUSD>
        <pctVal>0.077366189037</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME Group Inc</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="6.93500000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BZDIOVRA" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2027-01-04</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>116470655.80000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>2280722.31000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>China Evergrande Group</name>
        <lei>549300CUF7B1LAB15T90</lei>
        <title>China Evergrande Group</title>
        <cusip>ZS0897661</cusip>
        <identifiers>
          <isin value="XS1982037779"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1423125.00000000</valUSD>
        <pctVal>0.048274951006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Group Funding Switzerland AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS Group Funding Switzerland AG</title>
        <cusip>EK7554620</cusip>
        <identifiers>
          <isin value="CH0271428333"/>
        </identifiers>
        <balance>7900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8848000.00000000</valUSD>
        <pctVal>0.300140020378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>United States Dollar</name>
              <title>USD SWAP SA (VS 6M) 5Y USSW5YF CURNCY</title>
              <curCd>USD</curCd>
              <identifiers>
                <ticker value="USSW5YF"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1.00000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eurohome UK Mortgages Plc</name>
        <lei>2138009XX8M6MTY8SG15</lei>
        <title>Eurohome UK Mortgages Plc, Series 2007-1, Class M1</title>
        <cusip>BCC0WBE96</cusip>
        <identifiers>
          <isin value="XS0290417418"/>
        </identifiers>
        <balance>5200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.76394200"/>
        <valUSD>6000397.94000000</valUSD>
        <pctVal>0.203544254067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.49325000</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>Coriolanus DAC</name>
        <lei>2138007VV3P448DEQX41</lei>
        <title>Coriolanus DAC, Series 124</title>
        <cusip>21887JAT9</cusip>
        <identifiers>
          <isin value="US21887JAT97"/>
        </identifiers>
        <balance>1624259.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1623958.10000000</valUSD>
        <pctVal>0.055087569759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Egypt Government Bond</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>Egypt Government Bond</title>
        <cusip>AZ0940975</cusip>
        <identifiers>
          <isin value="EGBGR02241F0"/>
        </identifiers>
        <balance>116700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EGP" exchangeRt="15.97000000"/>
        <valUSD>7529600.48000000</valUSD>
        <pctVal>0.255417545378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>EG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>16.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDS SOFTBK BUYPRO 5Y BARC-DV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2485824"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.85500000"/>
        <valUSD>20926329.66000000</valUSD>
        <pctVal>0.709858613313</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>SoftBank Group Corp</issuerName>
                <issueTitle>SOFTBANK GROUP CORP SOFTBK 1.689 11/27/20</issueTitle>
                <identifiers>
                  <cusip value="EJ9468723"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2025-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>JPY</pmntCurCd>
            <upfrontRcpt>20962701.00000000</upfrontRcpt>
            <rcptCurCd>JPY</rcptCurCd>
            <notionalAmt>250000000.00000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-36371.34000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS COP REC 3.0850 5Y OIS XJPM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2483291"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3733.00000000"/>
        <valUSD>22851.27000000</valUSD>
        <pctVal>0.000775156040</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME Group Inc</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.08500000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="COLOMBIA IBR OVERNIGHT NOMINAL INTERBANK REFERENCE RATE COLOMBIA IBR OVERNIGHT NOMINAL" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-07-09</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>COP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>COP</rcptCurCd>
            <notionalAmt>36500000000.00000000</notionalAmt>
            <curCd>COP</curCd>
            <unrealizedAppr>22851.27000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ivory Coast Government International Bond</name>
        <lei>254900ICW11T82O6H590</lei>
        <title>Ivory Coast Government International Bond</title>
        <cusip>AR7768682</cusip>
        <identifiers>
          <isin value="XS1793329498"/>
        </identifiers>
        <balance>5636000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>6158603.28000000</valUSD>
        <pctVal>0.208910862789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CI</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</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>Brazil Notas do Tesouro Nacional</name>
        <lei>254900ZFY40OYEADAP90</lei>
        <title>Brazil Notas do Tesouro Nacional, Series B</title>
        <cusip>ED5757767</cusip>
        <identifiers>
          <isin value="BRSTNCNTB0A6"/>
        </identifiers>
        <balance>32000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="5.21655000"/>
        <valUSD>27994713.32000000</valUSD>
        <pctVal>0.949630857409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ITRAXX.XO.33.V1 5YR RTP @ 450.0000</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2555772"/>
        </identifiers>
        <balance>-60000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>-556262.22000000</valUSD>
        <pctVal>-0.01886941162</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
                    <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>ITRAXX.XO.33.V1 5YR RTP @ 450.0000</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="CADIS_ID" value="2421233"/>
                    </identifiers>
                    <balance>1.00000000</balance>
                    <units>NC</units>
                    <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DCR</assetCat>
                    <issuerConditional desc="N/A" issuerCat="OTHER"/>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <indexBasketInfo>
                      <indexName>MARKIT ITRX EUR XOVER 06/25 ITRX XOVER CDSI S33 5Y</indexName>
                      <indexIdentifier>ITXEX533</indexIdentifier>
                    </indexBasketInfo>
                  </descRefInstrmnt>
                  <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
                  <otherPmntDesc fixedOrFloating="Other">The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument</otherPmntDesc>
                  <terminationDt>2025-06-20</terminationDt>
                  <upfrontPmnt>0.00000000</upfrontPmnt>
                  <pmntCurCd>EUR</pmntCurCd>
                  <upfrontRcpt>0.00000000</upfrontRcpt>
                  <rcptCurCd>EUR</rcptCurCd>
                  <notionalAmt>60000000.00000000</notionalAmt>
                  <curCd>EUR</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>450.00000000</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-09-16</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-154566.17000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Abu Dhabi Government Bond</name>
        <lei>213800FER4348CINTA77</lei>
        <title>Abu Dhabi Government Bond</title>
        <cusip>29135LAJ9</cusip>
        <identifiers>
          <isin value="US29135LAJ98"/>
        </identifiers>
        <balance>8000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10169920.00000000</valUSD>
        <pctVal>0.344981916370</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>AE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</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>N/A</name>
        <lei>N/A</lei>
        <title>USD C ZAR P @20.00000 EO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2414382"/>
        </identifiers>
        <balance>-50000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-528500.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="CADIS_ID" value="2414382"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>1230500.00000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SCDS: (URUGUA)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2042171"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-26901.60000000</valUSD>
        <pctVal>-0.00091255049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Bank of America NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Uruguay Government International Bond</issuerName>
                <issueTitle>URUGUAY GOVERNMENT INTERNATIONAL BOND URUGUA 9 1/4 05/17/17</issueTitle>
                <identifiers>
                  <cusip value="760942AR3"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument</otherPmntDesc>
            <terminationDt>2021-12-20</terminationDt>
            <upfrontPmnt>-76824.30000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>14802000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>49922.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Option</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2271426"/>
        </identifiers>
        <balance>-50000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>-7067998.38000000</valUSD>
        <pctVal>-0.23975917470</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Bank of America, National Association</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Option</issueTitle>
                <identifiers>
                  <other otherDesc="CADIS_ID" value="2271426"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>78.00000000</exercisePrice>
            <exercisePriceCurCd>EUR</exercisePriceCurCd>
            <expDt>2020-11-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-5355308.17000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republic of South Africa Bond</name>
        <lei>378900AAFB4F17004C49</lei>
        <title>Republic of South Africa Bond, Series R186</title>
        <cusip>CP5073947</cusip>
        <identifiers>
          <isin value="ZAG000016320"/>
        </identifiers>
        <balance>1153900000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.09375000"/>
        <valUSD>77292314.44000000</valUSD>
        <pctVal>2.621893855236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.50000000</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>Thaioil Treasury Center Co. Ltd.</name>
        <lei>549300NH03B9E8VGJR89</lei>
        <title>Thaioil Treasury Center Co. Ltd.</title>
        <cusip>88322YAL5</cusip>
        <identifiers>
          <isin value="US88322YAL56"/>
        </identifiers>
        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5205531.55000000</valUSD>
        <pctVal>0.176580961290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</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>Danske Bank A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>Danske Bank A/S</title>
        <cusip>AM9264657</cusip>
        <identifiers>
          <isin value="XS1586367945"/>
        </identifiers>
        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6097086.00000000</valUSD>
        <pctVal>0.206824086379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>United States Dollar</name>
              <title>USD SWAP SEMI 30/360 7YR USSW7 CURNCY</title>
              <curCd>USD</curCd>
              <identifiers>
                <ticker value="USSW7"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1.00000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T, Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T, Inc., Series B</title>
        <cusip>ZP9910362</cusip>
        <identifiers>
          <isin value="XS2114413565"/>
        </identifiers>
        <balance>2700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>3050178.93000000</valUSD>
        <pctVal>0.103467536868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS BRL REC 6.0300 5Y OIS XJPM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2318838"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.21655000"/>
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        <pctVal>0.054853588767</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME Group Inc</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="6.03000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BZDIOVRA" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="1"/>
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            <terminationDt>2025-01-02</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>139764337.60000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>1617060.44000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD P INR C @72.5600 EO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2326306"/>
        </identifiers>
        <balance>100000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13900.00000000</valUSD>
        <pctVal>0.000471512916</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-1098100.00000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Option</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2152891"/>
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        <balance>5500000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5.50000000</valUSD>
        <pctVal>0.000000186569</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Option</issueTitle>
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                  <other otherDesc="CADIS_ID" value="2152891"/>
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            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>59.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-08-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-898694.50000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RUB REC 4.8100 3Y GOLD-DV</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2484916"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RUB" exchangeRt="74.22000000"/>
        <valUSD>-44305.94000000</valUSD>
        <pctVal>-0.00150293690</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.81000000"/>
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                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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            <terminationDt>2023-07-10</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>RUB</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>RUB</rcptCurCd>
            <notionalAmt>2555000000.00000000</notionalAmt>
            <curCd>RUB</curCd>
            <unrealizedAppr>-44305.94000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS MXN PAY 7.0700 5Y XJPM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2292676"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="22.25500000"/>
        <valUSD>-647551.03000000</valUSD>
        <pctVal>-0.02196609169</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH.Clearnet LLC</counterpartyName>
              <counterpartyLei>WAM6YERMS7OXFZUOY219</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MEXICO INTERBANK TIIE 28 DAY MEXICO INTERBANK TIIE 28 DAY" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="28" resetDt="Month" resetDtUnit="1"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Dominican Republic International Bond</name>
        <lei>254900EHU7Q8FGVPI369</lei>
        <title>Dominican Republic International Bond</title>
        <cusip>25714PEB0</cusip>
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          <isin value="US25714PEB04"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>DO</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-06-05</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Banco Santander S.A.</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>Banco Santander S.A.</title>
        <cusip>05971KAF6</cusip>
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          <isin value="US05971KAF66"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5550546.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS CNY REC 2.3950 2Y XJPM</title>
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          <other otherDesc="CADIS_ID" value="2485807"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH.Clearnet LLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="CADIS_ID" value="2484910"/>
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        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>CME Group Inc</counterpartyName>
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      <invstOrSec>
        <name>Petronas Capital Ltd.</name>
        <lei>549300G7YFX3540OYR85</lei>
        <title>Petronas Capital Ltd.</title>
        <cusip>716743AS8</cusip>
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          <isin value="US716743AS84"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Alba PLC</name>
        <lei>2138008XOOHJFP498784</lei>
        <title>Alba PLC, Series 2007-1, Class F</title>
        <cusip>BCC0XU0N7</cusip>
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          <isin value="XS0301708813"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-17</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Russian Federal Bond - OFZ</name>
        <lei>5493004EHVGF71PDBU58</lei>
        <title>Russian Federal Bond - OFZ, Series 6228</title>
        <cusip>ZS2796762</cusip>
        <identifiers>
          <isin value="RU000A100A82"/>
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        <balance>1000000000.00000000</balance>
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        <invCountry>RU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bank Leumi Le-Israel BM</name>
        <lei>7JDSZWRGUQY2DSTWCR57</lei>
        <title>Bank Leumi Le-Israel BM</title>
        <cusip>06326BAA7</cusip>
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          <isin value="IL0060404899"/>
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        <balance>2500000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>IL</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Eurohome UK Mortgages Plc</name>
        <lei>213800B2HNVAOW7VZL10</lei>
        <title>Eurohome UK Mortgages Plc, Series 2007-2, Class B1</title>
        <cusip>BCC0ZHX24</cusip>
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          <isin value="XS0311695778"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>Swaption</title>
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        <balance>120000000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Egyptian Government International Bond</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>Egyptian Government International Bond</title>
        <cusip>AS0110237</cusip>
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          <isin value="XS1807306482"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Credit Agricole S.A.</name>
        <lei>969500TJ5KRTCJQWXH05</lei>
        <title>Credit Agricole S.A.</title>
        <cusip>225313AD7</cusip>
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          <isin value="US225313AD75"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2752900.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>Banca Monte dei Paschi di Siena S.p.A.</name>
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      <invstOrSec>
        <name>Standard Chartered PLC</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Argentine Bonos del Tesoro</name>
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        <title>Argentine Bonos del Tesoro</title>
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      <invstOrSec>
        <name>Ludgate Funding PLC</name>
        <lei>213800LADM2GPWI3P269</lei>
        <title>Ludgate Funding PLC</title>
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        <name>N/A</name>
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      <invstOrSec>
        <name>UBS Group Funding Switzerland AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS Group Funding Switzerland AG</title>
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      <invstOrSec>
        <name>N/A</name>
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        <name>India Government Bond</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Coriolanus DAC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>Option</title>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Sri Lanka Government International Bond</name>
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        <name>State of Maharashtra India</name>
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        <name>Tencent Holdings Ltd.</name>
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        <name>HSBC Holdings PLC</name>
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        <name>HSBC Holdings PLC</name>
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        <name>IM Pastor 4, FTA</name>
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        <name>Banco Hipotecario S.A.</name>
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        <name>Fideicomiso PA Costera</name>
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        <name>Spain Government Bond</name>
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        <name>KazTransGas JSC</name>
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        <name>Indonesian Treasury Bond</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="CADIS_ID" value="2445880"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CME Group Inc</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS Group AG</name>
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          <isin value="CH0558521263"/>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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                <issuerName>Bundesrepublik Deutschland Bundesanleihe</issuerName>
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            <expDate>2020-09-08</expDate>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="CADIS_ID" value="2484073"/>
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      <invstOrSec>
        <name>PT Tower Bersama Infrastructure Tbk</name>
        <lei>213800ELUARKGNPAPY10</lei>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>Country Garden Holdings Co. Ltd.</name>
        <lei>549300MGHLPT1EFHGF84</lei>
        <title>Country Garden Holdings Co. Ltd.</title>
        <cusip>BJ5935942</cusip>
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          <isin value="XS2178949561"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1050529.97000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-27</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>PT Indonesia Asahan Aluminium Persero</name>
        <lei>2549008P48EB9SN2OI80</lei>
        <title>PT Indonesia Asahan Aluminium Persero</title>
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          <isin value="US74445PAF99"/>
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        <balance>2500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2966138.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-05-15</maturityDt>
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          <annualizedRt>5.45000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Astana-Finance JSC</name>
        <lei>N/A</lei>
        <title>Astana-Finance JSC, GDR</title>
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          <isin value="US46630H4002"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="CADIS_ID" value="2484018"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Barclays Bank PLC</counterpartyName>
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                <issuerName>Indonesia Government International Bond</issuerName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>MEGlobal Canada ULC</name>
        <lei>635400MHHHT7LMKMQL03</lei>
        <title>MEGlobal Canada ULC</title>
        <cusip>58518N2A9</cusip>
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          <isin value="US58518N2A93"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3556116.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-05-18</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lloyds Bank PLC</name>
        <lei>H7FNTJ4851HG0EXQ1Z70</lei>
        <title>Lloyds Bank PLC, Series 3</title>
        <cusip>ZZ2060031</cusip>
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          <isin value="GB0005232391"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>N/A</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS RUB REC 6.5500 2Y GOLD-DV</title>
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          <other otherDesc="CADIS_ID" value="2268576"/>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="CADIS_ID" value="2554278"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="SWO">
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                      <other otherDesc="CADIS_ID" value="1203360"/>
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            <shareNo>1.00000000</shareNo>
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      <invstOrSec>
        <name>Republic of Egypt Bond</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>Republic of Egypt Bond</title>
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          <isin value="US03846JX543"/>
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        <balance>5000000.00000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD C RUB P @104.0000 EO</title>
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          <other otherDesc="CADIS_ID" value="2408798"/>
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        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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        <name>N/A</name>
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          <isin value="DE000C4QFCH4"/>
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              <counterpartyName>BOFA SECURITIES, INC.</counterpartyName>
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                <issuerName>Italy Buoni Poliennali Del Tesoro</issuerName>
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      <invstOrSec>
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        <name>Ivory Coast Government International Bond</name>
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        <name>Sociedad Quimica y Minera de Chile S.A.</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>HTA Group Ltd.</name>
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        <name>Argentina Treasury Bond BONCER</name>
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        <name>Colombian TES</name>
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        <name>Inkia Energy Ltd.</name>
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        <name>N/A</name>
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            <curCd>MXN</curCd>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Coriolanus DAC</name>
        <lei>2138007VV3P448DEQX41</lei>
        <title>Coriolanus DAC, Series 122</title>
        <cusip>21887JAS1</cusip>
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          <isin value="US21887JAS15"/>
        </identifiers>
        <balance>2022335.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2021959.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</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>Future Retail Ltd.</name>
        <lei>335800XO19WYIUZC9H61</lei>
        <title>Future Retail Ltd.</title>
        <cusip>36118EAA0</cusip>
        <identifiers>
          <isin value="US36118EAA01"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>979084.56000000</valUSD>
        <pctVal>0.033212303321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.60000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Thailand Government Bond</name>
        <lei>254900PHJ6MSKT6C7026</lei>
        <title>Thailand Government Bond</title>
        <cusip>AT4545436</cusip>
        <identifiers>
          <isin value="TH0623038C04"/>
        </identifiers>
        <balance>394700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="THB" exchangeRt="31.18250000"/>
        <valUSD>14380674.67000000</valUSD>
        <pctVal>0.487818262716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</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>N/A</name>
        <lei>N/A</lei>
        <title>USD P INR C @70.5800 EO</title>
        <cusip>N/A</cusip>
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          <other otherDesc="CADIS_ID" value="2326307"/>
        </identifiers>
        <balance>-100000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1400.00000000</valUSD>
        <pctVal>-0.00004749050</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="CADIS_ID" value="2326307"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
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            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-08-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>283900.00000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Republic of Sri Lanka Bond</name>
        <lei>254900HXCCIOHM74FA02</lei>
        <title>Republic of Sri Lanka Bond</title>
        <cusip>85227SAW6</cusip>
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          <isin value="US85227SAW61"/>
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        <balance>3200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2384000.00000000</valUSD>
        <pctVal>0.080869553411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>LK</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</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>N/A</name>
        <lei>N/A</lei>
        <title>CDS INDON 7Y CLRD</title>
        <cusip>N/A</cusip>
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          <other otherDesc="CADIS_ID" value="2552746"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>49770.50000000</valUSD>
        <pctVal>0.001688304575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange Inc</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Indonesia Government International Bond</issuerName>
                <issueTitle>INDONESIA GOVERNMENT INTERNATIONAL BOND INDON 3.7 01/08/22</issueTitle>
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                  <cusip value="AL5170249"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2025-06-20</terminationDt>
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            <upfrontRcpt>83435.27000000</upfrontRcpt>
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            <notionalAmt>6500000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-33664.77000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="CADIS_ID" value="2431603"/>
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        <balance>-12500000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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                  <other otherDesc="CADIS_ID" value="2431603"/>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>309212.50000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
        <cusip>404280AS8</cusip>
        <identifiers>
          <isin value="US404280AS86"/>
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        <balance>3250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3227883.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>United States Dollar</name>
              <title>USD ICE SWAP RATE 11:00AM NY 5Y USD ICE SWAP RATE 11:00AM NY 5</title>
              <curCd>USD</curCd>
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                <ticker value="USISDA05"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1.00000000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS MXN REC 5.5650 5Y XJPM</title>
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          <other otherDesc="CADIS_ID" value="2434867"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME Group Inc</counterpartyName>
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                <rtResetTenor rateTenor="Day" rateTenorUnit="28" resetDt="Month" resetDtUnit="1"/>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>Morgan Stanley &amp; Co. International PLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>SoftBank Group Corp.</name>
        <lei>5493003BZYYYCDIO0R13</lei>
        <title>SoftBank Group Corp.</title>
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          <isin value="XS1684385591"/>
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        <balance>2500000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Bank of America, National Association</counterpartyName>
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            <putOrCall>Put</putOrCall>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-207850.00000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Prosus N.V.</name>
        <lei>635400Z5LQ5F9OLVT688</lei>
        <title>Prosus N.V.</title>
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          <isin value="US74365PAD06"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Grifonas Finance PLC</name>
        <lei>N/A</lei>
        <title>Grifonas Finance PLC, Class B</title>
        <cusip>BCC0RWKM0</cusip>
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          <isin value="XS0262719759"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-28</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Option</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="1994746"/>
        </identifiers>
        <balance>12500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
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        <pctVal>0.001090359371</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Option</issueTitle>
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                  <other otherDesc="CADIS_ID" value="1994746"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
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            <exercisePriceCurCd>EUR</exercisePriceCurCd>
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            <delta>XXXX</delta>
            <unrealizedAppr>-997673.34000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Republic of CyprusBond</name>
        <lei>213800IOEYYAHPDLUL60</lei>
        <title>Republic of CyprusBond</title>
        <cusip>BH6216239</cusip>
        <identifiers>
          <isin value="XS2157183950"/>
        </identifiers>
        <balance>28900000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>38425780.86000000</valUSD>
        <pctVal>1.303471366453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</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>India Government Bond</name>
        <lei>N/A</lei>
        <title>India Government Bond</title>
        <cusip>EJ3675885</cusip>
        <identifiers>
          <isin value="IN0020120047"/>
        </identifiers>
        <balance>3715000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="74.81250000"/>
        <valUSD>56079979.95000000</valUSD>
        <pctVal>1.902333445414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.20000000</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>Metinvest B.V.</name>
        <lei>635400TMCKVEU87EJ582</lei>
        <title>Metinvest B.V.</title>
        <cusip>591555AF4</cusip>
        <identifiers>
          <isin value="US591555AF42"/>
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        <balance>3840000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3572812.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS BRL REC 5.9300 5Y OIS XJPM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2318270"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.21655000"/>
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        <pctVal>0.047220957152</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME Group Inc</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.93000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BZDIOVRA" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-01-02</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>131320810.50000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>1392053.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD C RUB P @94.00000 EO</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2411265"/>
        </identifiers>
        <balance>-25000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-102525.00000000</valUSD>
        <pctVal>-0.00347783177</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="CADIS_ID" value="2411265"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>94.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-01-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>517175.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Petrobras Global Finance B.V.</name>
        <lei>549300FNENFFSMO3GT38</lei>
        <title>Petrobras Global Finance B.V.</title>
        <cusip>71647NBG3</cusip>
        <identifiers>
          <isin value="US71647NBG34"/>
        </identifiers>
        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2724337.50000000</valUSD>
        <pctVal>0.092414411479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</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>UniCredit S.p.A.</name>
        <lei>549300TRUWO2CD2G5692</lei>
        <title>UniCredit S.p.A.</title>
        <cusip>AN6130636</cusip>
        <identifiers>
          <isin value="XS1619015719"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>2348524.97000000</valUSD>
        <pctVal>0.079666176803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Euro</name>
              <title>EUR SWAP ANNUAL     5 YR EUSA5 CURNCY</title>
              <curCd>EUR</curCd>
              <identifiers>
                <ticker value="EUSA5"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1.00000000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State of Gujarat India</name>
        <lei>N/A</lei>
        <title>State of Gujarat India</title>
        <cusip>AN6939051</cusip>
        <identifiers>
          <isin value="IN1520170045"/>
        </identifiers>
        <balance>500000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="74.81250000"/>
        <valUSD>7177376.04000000</valUSD>
        <pctVal>0.243469460998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.52000000</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>N/A</name>
        <lei>N/A</lei>
        <title>Swaption</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2036362"/>
        </identifiers>
        <balance>1500000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>80218.44000000</valUSD>
        <pctVal>0.002721153279</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                    <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
                    <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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                    <name>N/A</name>
                    <lei>N/A</lei>
                    <title>SWP: USD 0.000000 31-DEC-2049</title>
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                      <other otherDesc="CADIS_ID" value="1203360"/>
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                    <balance>1.00000000</balance>
                    <units>NC</units>
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                    <valUSD>N/A</valUSD>
                    <pctVal>N/A</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="N/A" issuerCat="OTHER"/>
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                      <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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                  <notionalAmt>1500000000.00000000</notionalAmt>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-3200901.16000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ITRAXX.XO.33.V1 5YR RTR @ 350.0000</title>
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          <other otherDesc="CADIS_ID" value="2471107"/>
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        <balance>-40000000.00000000</balance>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                    <counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName>
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                    <name>N/A</name>
                    <lei>N/A</lei>
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                      <other otherDesc="CADIS_ID" value="2421233"/>
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                    <balance>1.00000000</balance>
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                    <assetCat>DCR</assetCat>
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                  <descRefInstrmnt>
                    <indexBasketInfo>
                      <indexName>MARKIT ITRX EUR XOVER 06/25 ITRX XOVER CDSI S33 5Y</indexName>
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                  <pmntCurCd>EUR</pmntCurCd>
                  <upfrontRcpt>0.00000000</upfrontRcpt>
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        <name>Perusahaan Perseroan Persero PT Perusahaan Listrik Negara</name>
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        <name>Alpha Holding S.A. de C.V.</name>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1.00000000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republic of Indonesia Bond</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>Republic of Indonesia Bond</title>
        <cusip>455780CU8</cusip>
        <identifiers>
          <isin value="US455780CU87"/>
        </identifiers>
        <balance>7500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9378809.40000000</valUSD>
        <pctVal>0.318146026722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</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>Sands China Ltd.</name>
        <lei>549300EVO6UZDGY05787</lei>
        <title>Sands China Ltd.</title>
        <cusip>80007RAG0</cusip>
        <identifiers>
          <isin value="US80007RAG02"/>
        </identifiers>
        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2635375.00000000</valUSD>
        <pctVal>0.089396644010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SWP: ZAR 8.420000 29-AUG-2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="1979233"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.09375000"/>
        <valUSD>4244827.40000000</valUSD>
        <pctVal>0.143992154423</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH.Clearnet LLC</counterpartyName>
              <counterpartyLei>WAM6YERMS7OXFZUOY219</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="8.42000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SAFE SOUTH AFRICA JOHANNESBURG INTERBANK AGREED RATE 3 MONTH SAFE SOUTH AFRICA JOHANNESBURG" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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            </floatingPmntDesc>
            <terminationDt>2028-08-29</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>ZAR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>ZAR</rcptCurCd>
            <notionalAmt>556000000.00000000</notionalAmt>
            <curCd>ZAR</curCd>
            <unrealizedAppr>4244827.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS MXN REC 6.5750 4Y XJPM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2411262"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="22.25500000"/>
        <valUSD>1061058.09000000</valUSD>
        <pctVal>0.035992992400</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME Group Inc</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="6.57500000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MEXICO INTERBANK TIIE 28 DAY MEXICO INTERBANK TIIE 28 DAY" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="28" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2023-12-07</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>MXN</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>MXN</rcptCurCd>
            <notionalAmt>370000000.00000000</notionalAmt>
            <curCd>MXN</curCd>
            <unrealizedAppr>1061058.09000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>African Development Bank</name>
        <lei>549300LNCLMO3ITVCU07</lei>
        <title>African Development Bank</title>
        <cusip>ZP3697759</cusip>
        <identifiers>
          <isin value="XS2102154171"/>
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        <balance>310000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ZAR" exchangeRt="17.09375000"/>
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        <pctVal>0.077965004674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-17</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bangkok Bank PCL</name>
        <lei>549300CCL2BKJGMYXV60</lei>
        <title>Bangkok Bank PCL</title>
        <cusip>059895AT9</cusip>
        <identifiers>
          <isin value="US059895AT92"/>
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        <balance>1578000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1586434.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.73300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS BRL PAY 4.3200 1Y OIS XJPM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2318273"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.21655000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME Group Inc</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BZDIOVRA" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="1"/>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.32000000"/>
            <terminationDt>2021-01-04</terminationDt>
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            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>733639085.00000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>-2165630.07000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Banco Invex S.A. / Hipotecaria Credito y Casa S.A. de C.V.</name>
        <lei>N/A</lei>
        <title>Banco Invex S.A. / Hipotecaria Credito y Casa S.A. de C.V., Series 062U</title>
        <cusip>EG0455204</cusip>
        <identifiers>
          <isin value="MX91CR040048"/>
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        <balance>27602565.85000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="22.25500000"/>
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        <pctVal>0.000000000339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.45000000</annualizedRt>
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          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Egypt Government Bond</name>
        <lei>529900GFIVH4086NMH82</lei>
        <title>Egypt Government Bond</title>
        <cusip>ZR5339125</cusip>
        <identifiers>
          <isin value="EGBGR02331F9"/>
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        <balance>50000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EGP" exchangeRt="15.97000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>EG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>14.35000000</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>N/A</name>
        <lei>N/A</lei>
        <title>ICE: (BRAZIL)</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2012265"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-54105.00000000</valUSD>
        <pctVal>-0.00183533858</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange Inc</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Brazilian Government International Bond</issuerName>
                <issueTitle>Brazilian Government International Bond</issueTitle>
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                  <cusip value="105756BV1"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">The Fund makes or receives a payment if a defined credit event occurs with respect to the reference instrument</otherPmntDesc>
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            <upfrontPmnt>-334092.95000000</upfrontPmnt>
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            <notionalAmt>15000000.00000000</notionalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD P CAD C @1.326500 EO</title>
        <cusip>N/A</cusip>
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          <other otherDesc="CADIS_ID" value="2551429"/>
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        <balance>60000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>852900.00000000</valUSD>
        <pctVal>0.028931896855</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Bank of America, National Association</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <other otherDesc="CADIS_ID" value="2551429"/>
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            <shareNo>1.00000000</shareNo>
            <exercisePrice>1.32650000</exercisePrice>
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            <delta>XXXX</delta>
            <unrealizedAppr>365700.00000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Sestante Finance S.r.l.</name>
        <lei>8156007805C14C036D95</lei>
        <title>Sestante Finance S.r.l., Series 2005, Class C1</title>
        <cusip>BCC0MTXC0</cusip>
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          <isin value="IT0003937510"/>
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        <balance>9700000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.58000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Indonesia Treasury Bond</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>Indonesia Treasury Bond, Series FR78</title>
        <cusip>AU6526563</cusip>
        <identifiers>
          <isin value="IDG000012907"/>
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        <balance>398080000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14600.00000000"/>
        <valUSD>29798741.92000000</valUSD>
        <pctVal>1.010826741311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>U.S. Treasury Ultra Bonds Futures</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="WNU0"/>
        </identifiers>
        <balance>-2461.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20194603.89000000</valUSD>
        <pctVal>-0.68503716354</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BOFA SECURITIES, INC.</counterpartyName>
              <counterpartyLei>549300HN4UKV1E2R3U73</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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        <name>Croatia Government Bond</name>
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        <name>Petroleos Mexicanos</name>
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        <name>India Government Bond</name>
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        <name>Newgate Funding PLC</name>
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        <name>N/A</name>
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                <issuerName>Indonesia Government International Bond</issuerName>
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        <name>Republic of South Africa Government Bond</name>
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        <name>Bankia S.A.</name>
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        <name>Hellenic Republic Government Bond</name>
        <lei>2138003EKTMKZ5598902</lei>
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        <name>SoftBank Group Corp.</name>
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        <name>Perusahaan Perseroan Persero PT Perusahaan Listrik Negara</name>
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      <invstOrSec>
        <name>Great Hall Mortgages No.1 PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Republic of Paraguay Bond</name>
        <lei>529900UXKJTJPCU0HK83</lei>
        <title>Republic of Paraguay Bond</title>
        <cusip>699149AJ9</cusip>
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          <isin value="US699149AJ91"/>
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        <balance>2500000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="CADIS_ID" value="2484123"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>Euro-OAT Future   Sep20OATU0</title>
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          <isin value="DE000C4QFCQ5"/>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>BOFA SECURITIES, INC.</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>French Republic Government Bond OAT</issuerName>
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            <expDate>2020-09-08</expDate>
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      <invstOrSec>
        <name>NAK Naftogaz Ukraine via Kondor Finance PLC</name>
        <lei>N/A</lei>
        <title>NAK Naftogaz Ukraine via Kondor Finance PLC</title>
        <cusip>50050MAB1</cusip>
        <identifiers>
          <isin value="US50050MAB19"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-11-08</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS MXN REC 5.5125 5Y XJPM</title>
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          <other otherDesc="CADIS_ID" value="2434051"/>
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        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>CME Group Inc</counterpartyName>
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        <name>Rede D'or Finance S.a.r.l.</name>
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        <cusip>75735GAA6</cusip>
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          <isin value="US75735GAA67"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Logan Group Co. Ltd.</name>
        <lei>549300NJ0E6Q0S1VOG90</lei>
        <title>Logan Group Co. Ltd.</title>
        <cusip>AX3064588</cusip>
        <identifiers>
          <isin value="XS1954961295"/>
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        <balance>2260000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Eurohome UK Mortgages Plc</name>
        <lei>213800B2HNVAOW7VZL10</lei>
        <title>Eurohome UK Mortgages Plc, Series 2007-2, Class M1</title>
        <cusip>BCC0ZHX08</cusip>
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          <isin value="XS0311694029"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Malaysian Government Bond</name>
        <lei>254900GSIL471JOBYY43</lei>
        <title>Malaysian Government Bond, Series 310</title>
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          <isin value="MYBMX1000038"/>
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      <invstOrSec>
        <name>BP Capital Markets PLC</name>
        <lei>549300CRVT18MXX0AG93</lei>
        <title>BP Capital Markets PLC</title>
        <cusip>05565QDV7</cusip>
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          <isin value="US05565QDV77"/>
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        <balance>3500000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>N/A</maturityDt>
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        <name>Astana-Finance JSC</name>
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          <isin value="XS1056732214"/>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>USD C JPY P @109.2500 EO</title>
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        <balance>-50000000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS MXN PAY 4.8300 1Y XJPM</title>
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          <other otherDesc="CADIS_ID" value="2456881"/>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
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            <dbtSecRefInstrument>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>Russian Federal Bond - OFZ</name>
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        <name>Novo Banco S.A.</name>
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        <name>Argentina Treasury Bond BONCER</name>
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        <title>Argentina Treasury Bond BONCER</title>
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      <invstOrSec>
        <name>Ghana Government International Bond</name>
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        <title>Ghana Government International Bond</title>
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        <name>ING Groep N.V.</name>
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        <name>Banco Bilbao Vizcaya Argentaria S.A.</name>
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      <invstOrSec>
        <name>Argentina Treasury Bond BONCER</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>Argentina Treasury Bond BONCER</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Caixa Geral de Depositos S.A.</name>
        <lei>TO822O0VT80V06K0FH57</lei>
        <title>Caixa Geral de Depositos S.A.</title>
        <cusip>AM8890270</cusip>
        <identifiers>
          <isin value="PTCGDJOM0022"/>
        </identifiers>
        <balance>7000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>8978487.09000000</valUSD>
        <pctVal>0.304566376374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>10.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Euro</name>
              <title>EUR SWAP ANNUAL     5 YR EUSA5 CURNCY</title>
              <curCd>EUR</curCd>
              <identifiers>
                <ticker value="EUSA5"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1.00000000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS BRL REC 3.0175 2Y OIS XJPM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2472402"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.21655000"/>
        <valUSD>1079708.02000000</valUSD>
        <pctVal>0.036625631456</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME Group Inc</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.01750000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="BZDIOVRA" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2022-01-03</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>874268259.15000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>1079708.02000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Newgate Funding PLC</name>
        <lei>2138006KF4KS6D5P1697</lei>
        <title>Newgate Funding PLC, Series 2007-1X, Class CB</title>
        <cusip>BCC0W9F82</cusip>
        <identifiers>
          <isin value="XS0287759624"/>
        </identifiers>
        <balance>1627355.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>1600159.32000000</valUSD>
        <pctVal>0.054280272481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.07300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EURO-BOBL FUTURE  Sep20OEU0</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000C4QFCL6"/>
        </identifiers>
        <balance>-15.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>-10924.08000000</valUSD>
        <pctVal>-0.00037056437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BOFA SECURITIES, INC.</counterpartyName>
              <counterpartyLei>549300HN4UKV1E2R3U73</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Bundesobligation</issuerName>
                <issueTitle>Bundesobligation</issueTitle>
                <identifiers>
                  <cusip value="ZP6060666"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-08</expDate>
            <notionalAmt>2295766.49000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-10924.08000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>Standard Chartered PLC</title>
        <cusip>853254BT6</cusip>
        <identifiers>
          <isin value="US853254BT68"/>
        </identifiers>
        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5078450.00000000</valUSD>
        <pctVal>0.172270127315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>United States Dollar</name>
              <title>US TREASURY YIELD CURVE RATE T NOTE CONSTANT MATURITY 5 YEAR US TREASURY YIELD CURVE RATE T</title>
              <curCd>USD</curCd>
              <identifiers>
                <ticker value="H15T5Y"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1.00000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hellenic Republic Government International Bond</name>
        <lei>2138003EKTMKZ5598902</lei>
        <title>Hellenic Republic Government International Bond, Series GDP</title>
        <cusip>EJ0435655</cusip>
        <identifiers>
          <isin value="GRR000000010"/>
        </identifiers>
        <balance>107000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>427908.24000000</valUSD>
        <pctVal>0.014515414542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS MXN PAY 4.8000 1Y XJPM</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CADIS_ID" value="2459375"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="22.25500000"/>
        <valUSD>-343739.74000000</valUSD>
        <pctVal>-0.01166026814</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CME Group Inc</counterpartyName>
              <counterpartyLei>LCZ7XYGSLJUHFXXNXD88</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="MEXICO INTERBANK TIIE 28 DAY MEXICO INTERBANK TIIE 28 DAY" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="28" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.80000000"/>
            <terminationDt>2021-06-09</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>MXN</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>MXN</rcptCurCd>
            <notionalAmt>2200000000.00000000</notionalAmt>
            <curCd>MXN</curCd>
            <unrealizedAppr>-343739.74000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republic of Austria Government Bond</name>
        <lei>529900QWWUI4XRVR7I03</lei>
        <title>Republic of Austria Government Bond</title>
        <cusip>BK2273211</cusip>
        <identifiers>
          <isin value="AT0000A2HLC4"/>
        </identifiers>
        <balance>26000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84893200"/>
        <valUSD>37003628.09000000</valUSD>
        <pctVal>1.255229395232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AT</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2120-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.85000000</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>Country Garden Holdings Co. Ltd.</name>
        <lei>549300MGHLPT1EFHGF84</lei>
        <title>Country Garden Holdings Co. Ltd.</title>
        <cusip>BK6819225</cusip>
        <identifiers>
          <isin value="XS2210960378"/>
        </identifiers>
        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2498337.68000000</valUSD>
        <pctVal>0.084748092471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-09-14</ncom:dateSigned>
      <ncom:nameOfApplicant>AIM Investment Funds (Invesco Investment Funds)</ncom:nameOfApplicant>
      <ncom:signature>Sheri Morris</ncom:signature>
      <ncom:signerName>Sheri Morris</ncom:signerName>
      <ncom:title>President</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
