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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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      <invstOrSec>
        <name>LETRA TESOURO NACIONAL 07/01/2020 STRIP COUPON</name>
        <lei>254900ZFY40OYEADAP90</lei>
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        <cusip>P8T60MYA5</cusip>
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          <other otherDesc="Internal Identifier" value="653405"/>
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        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-07-01</maturityDt>
          <couponKind>None</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1047535"/>
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        <balance>31118000.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                <issuerName>CITIBANK NA STRIKE 105.70 EXPIRES 02/24/21 USD Put/JPY Call *OTC*</issuerName>
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            <shareNo>1.00000000</shareNo>
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      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.35% 05/14/2022</name>
        <lei>N/A</lei>
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        <cusip>Y2835DAM3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="584480"/>
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        <balance>68200000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.35000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.13% 09/21/2022</name>
        <lei>N/A</lei>
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        <cusip>Y39157DG7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="662433"/>
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        <balance>15000000.00000000</balance>
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        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TITULOS DE TESORERIA B 10.00% 07/24/2024</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>TITULOS DE TESORERIA B 10.00% 07/24/2024</title>
        <cusip>P3772NBN1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="552460"/>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-24</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200612</title>
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          <other otherDesc="Internal Sec ID" value="4593022252903"/>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>INDONESIA GOVERNMENT 12.80% 06/15/2021</name>
        <lei>529900FWX0GRR7WG5W79</lei>
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        <cusip>Y39814DL2</cusip>
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          <other otherDesc="Internal Identifier" value="356425"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 21.699 EXPIRES 09/08/20 USD Call/MXN Put</title>
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          <other otherDesc="Internal Sec ID" value="1007182"/>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 20.5 EXPIRES 05/11/20 USD Call/MXN Put</title>
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          <other otherDesc="Internal Sec ID" value="981106"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <unrealizedAppr>721768.75000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200424</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="4763022766113"/>
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        <balance>1.00000000</balance>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
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            <amtCurSold>1228000.00000000</amtCurSold>
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            <amtCurPur>1383618.30000000</amtCurPur>
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            <settlementDt>2020-04-24</settlementDt>
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        <name>NOTA DO TESOURO NACIONAL NTNF 01/01/2021 STATED RATE 10%</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="1037341"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>NORWEGIAN GOVERNMENT 2.00% 05/24/2023 144A REG S</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-24</maturityDt>
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      <invstOrSec>
        <name>N/A</name>
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        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 25.97 EXPIRES 09/04/20 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1007016"/>
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        <balance>12294000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="1055998"/>
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        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="980343"/>
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        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="1005367"/>
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        <name>N/A</name>
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        <name>Korea Monetary Stabilization Bond 1.18% 08/02/2021</name>
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        <name>N/A</name>
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        <title>CHF_EUR_20200812</title>
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        <name>Argentina Treasury Bill 04/28/2020 TBLM</name>
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        <fairValLevel>3</fairValLevel>
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        <name>N/A</name>
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        <title>CITIBANK NA STRIKE 18.89 EXPIRES 10/19/20  USD PUT/MXN CALL</title>
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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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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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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>ARGENTINE BONOS DEL TESORO 16.00% 10/17/2023</name>
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        <name>N/A</name>
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        <name>United States Treasury Note/Bond 2.625% 12/31/2025</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>NORWEGIAN GOVERNMENT 1.50% 02/19/2026 REG S</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.625 EXPIRES 01/27/21 AUD PUT/USD CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1041221"/>
        </identifiers>
        <balance>-3413000.00000000</balance>
        <units>NC</units>
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        <valUSD>-112826.75000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.625 EXPIRES 01/27/21 AUD PUT/USD CALL</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>0.62500000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2021-01-27</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-96988.29000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_EUR_20200930</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4965323524852"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>157826.00000000</valUSD>
        <pctVal>0.018593922959</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>141694.78000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>16858561.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-09-30</settlementDt>
            <unrealizedAppr>622.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.049 EXPIRES 06/15/20 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1009909"/>
        </identifiers>
        <balance>-3000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2424.00000000</valUSD>
        <pctVal>-0.00028557822</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.049 EXPIRES 06/15/20 USD Put/MXN Call *OTC*</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.049 EXPIRES 06/15/20 USD Put/MXN Call *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1009909"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.04900000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-06-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>37176.00000000</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>USD_MXN_20200408</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4739322693017"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2412352.55000000</valUSD>
        <pctVal>0.284206008297</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>48448000.00000000</amtCurSold>
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            <amtCurPur>2412352.55000000</amtCurPur>
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            <settlementDt>2020-04-08</settlementDt>
            <unrealizedAppr>375187.29000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Argentina Treasury Bill 05/28/2020 TBLM</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>Argentina Treasury Bill 05/28/2020 TBLM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ARARGE520718"/>
          <other otherDesc="Internal Identifier" value="966968"/>
        </identifiers>
        <balance>0.00000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="87.16240000"/>
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        <pctVal>0.000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-28</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>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.3265 EXPIRES 09/04/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007014"/>
        </identifiers>
        <balance>12294000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1243267.63000000</valUSD>
        <pctVal>0.146472840533</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.3265 EXPIRES 09/04/20 USD Call/MXN Put</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.3265 EXPIRES 09/04/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007014"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>22.32650000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-04</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>907776.66000000</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_EUR_20200414</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4744522704827"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7871847.01000000</valUSD>
        <pctVal>0.927404336749</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <amtCurSold>7083553.73000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7871847.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-14</settlementDt>
            <unrealizedAppr>57041.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Argentina Treasury Bill 10/29/2020 *DO NOT USE*</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>Argentina Treasury Bill 10/29/2020 *DO NOT USE*</title>
        <cusip>P8S090RG3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="959678"/>
        </identifiers>
        <balance>0.00000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="87.16240000"/>
        <valUSD>0.00000</valUSD>
        <pctVal>0.000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-29</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>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200824</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4670522520416"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6939620.44000000</valUSD>
        <pctVal>0.817576114382</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>10420500.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>742095907.00000000</amtCurPur>
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            <settlementDt>2020-08-24</settlementDt>
            <unrealizedAppr>537651.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2021</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2021</title>
        <cusip>912828G87</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="599500"/>
        </identifiers>
        <balance>3094000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3196609.60000000</valUSD>
        <pctVal>0.376601527210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.12500000</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_MXN_20201016</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4750822716765"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8217940.11000000</valUSD>
        <pctVal>0.968178533891</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>167775000.00000000</amtCurSold>
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            <amtCurPur>8217940.11000000</amtCurPur>
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            <settlementDt>2020-10-16</settlementDt>
            <unrealizedAppr>1355390.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GOLDMAN SACHS BANK USA STRIKE 21.0712 EXPIRES 06/03/20 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1050349"/>
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        <balance>-2460000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-311492.58000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GOLDMAN SACHS BANK USA STRIKE 21.0712 EXPIRES 06/03/20 USD Call/MXN Put *OTC*</issuerName>
                <issueTitle>GOLDMAN SACHS BANK USA STRIKE 21.0712 EXPIRES 06/03/20 USD Call/MXN Put *OTC*</issueTitle>
                <identifiers>
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            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
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            <expDt>2020-06-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-295246.74000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_INR_20200514</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4933623391551"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <amtCurSold>220854500.00000000</amtCurSold>
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            <amtCurPur>2962104.35000000</amtCurPur>
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            <settlementDt>2020-05-14</settlementDt>
            <unrealizedAppr>73586.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_EUR_20200430</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4775322788908"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <valUSD>319318.52000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 7.16% 05/20/2023</name>
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        <cusip>Y39157FR1</cusip>
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          <other otherDesc="Internal Identifier" value="584513"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-20</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 18.3815 EXPIRES 07/24/20 USD Put/MXN Call</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <title>HSBC BANK PLC STRIKE 0.7692 EXPIRES 04/30/20 AUD Call/USD Put</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <name>Japan Treasury Discount Bill 05/20/2020 TBLM</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NORWEGIAN GOVERNMENT 3.75% 05/25/2021 144A REG S</name>
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        <name>INDONESIA GOVERNMENT 7.00% 05/15/2022</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>

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        <name>INDONESIA GOVERNMENT 5.625% 05/15/2023</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <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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        <title>HSBC BANK PLC STRIKE 0.7465 EXPIRES 02/08/21 AUD Call/USD Put *OTC*</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Argentina Treasury Bill 04/08/2020 TBLM</name>
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        <name>REPUBLIC OF COLOMBIA 9.85% 06/28/2027</name>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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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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      <invstOrSec>
        <name>Letras del Tesoro en Pesos Badlar 08/28/2020 BADLARPP + 2.00</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>INDONESIA GOVERNMENT 12.90% 06/15/2022</name>
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        <cusip>Y39814DM0</cusip>
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          <other otherDesc="Internal Identifier" value="356968"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-06-15</maturityDt>
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      <invstOrSec>
        <name>GHANA GOVT 18.25% 09/21/2020</name>
        <lei>213800PP4399SNNXZ126</lei>
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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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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA 4.375% 03/21/2023</name>
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        <cusip>195325BP9</cusip>
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          <other otherDesc="Internal Identifier" value="534753"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>ARGENTINE BONOS DEL TESORO 15.50% 10/17/2026</name>
        <lei>549300KPBYGYF7HCHO27</lei>
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        <cusip>P8S090LU8</cusip>
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          <other otherDesc="Internal Identifier" value="648398"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2026-10-17</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GHANA GOVT 24.75% 07/19/2021</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 24.75% 07/19/2021</title>
        <cusip>V3R60FBU7</cusip>
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          <other otherDesc="Internal Identifier" value="641155"/>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-07-19</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 112.24 EXPIRES 09/22/20 USD Call/JPY Put *OTC*</title>
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        <balance>24116000.00000000</balance>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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                <issuerName>CITIBANK NA STRIKE 112.24 EXPIRES 09/22/20 USD Call/JPY Put *OTC*</issuerName>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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            <shareNo>2.00000000</shareNo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200612</title>
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          <other otherDesc="Internal Sec ID" value="4593222254273"/>
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        <balance>1.00000000</balance>
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        <invCountry>N/A</invCountry>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 18.9865 EXPIRES 07/17/20 USD Call/MXN Put</issuerName>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_INR_20200416</title>
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        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_EUR_20200825</title>
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          <other otherDesc="Internal Sec ID" value="4907323271726"/>
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        <balance>1.00000000</balance>
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        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>MEXICAN FIXED RATE BONDS 6.50% 06/10/2021</name>
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        <cusip>P9767HCU1</cusip>
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          <other otherDesc="Internal Identifier" value="622932"/>
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        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 7.80% 04/11/2021</name>
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          <other otherDesc="Internal Identifier" value="642588"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 112 EXPIRES 02/24/21 USD Call/JPY Put *OTC*</title>
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                <issuerName>CITIBANK NA STRIKE 112 EXPIRES 02/24/21 USD Call/JPY Put *OTC*</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_MXN_20201008</title>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 10.00% 09/15/2024</name>
        <lei>529900FWX0GRR7WG5W79</lei>
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        <cusip>Y39814EA5</cusip>
        <identifiers>
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        <balance>1618000000.00000000</balance>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="980341"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                <issuerName>CITIBANK NA STRIKE 70.65 EXPIRES 05/06/20 AUD PUT/JPY CALL</issuerName>
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      <invstOrSec>
        <name>INDONESIA GOVERNMENT 10.25% 07/15/2027</name>
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        <cusip>Y39814DX6</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2027-07-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Korea Treasury Bond 1.375% 09/10/2024</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>Korea Treasury Bond 1.375% 09/10/2024</title>
        <cusip>000000000</cusip>
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          <isin value="KR103501G992"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-09-10</maturityDt>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="1037343"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIBANK NA</counterpartyName>
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                <issuerName>CITIBANK NA STRIKE 80 EXPIRES 05/13/20 AUD Call/JPY Put</issuerName>
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        <name>GHANA GOVT 19.75% 03/15/2032</name>
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        <cusip>V3R60FCC6</cusip>
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          <other otherDesc="Internal Identifier" value="663439"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-03-15</maturityDt>
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      <invstOrSec>
        <name>N/A</name>
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        <title>USD_MXN_20200617</title>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="1056601"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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            <putOrCall>Put</putOrCall>
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            <shareNo>1.00000000</shareNo>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.6655 EXPIRES 07/28/20 AUD PUT/USD CALL</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1041219"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>United States Treasury Note/Bond 2.125% 05/31/2026</name>
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        <title>United States Treasury Note/Bond 2.125% 05/31/2026</title>
        <cusip>9128286X3</cusip>
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          <other otherDesc="Internal Identifier" value="986305"/>
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        <name>MEXICAN UDIBONOS 2.50% 12/10/2020 INDEX LINKED TO MXUDI</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEXICAN UDIBONOS 2.50% 12/10/2020 INDEX LINKED TO MXUDI</title>
        <cusip>P9767HDZ9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548193"/>
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        <invCountry>MX</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-12-10</maturityDt>
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        <name>ARGENTINA POM POLITICA MONETARIA FRN 06/21/2020</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>ARGENTINA POM POLITICA MONETARIA FRN 06/21/2020</title>
        <cusip>P8S090NH5</cusip>
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          <other otherDesc="Internal Identifier" value="668473"/>
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        <invCountry>AR</invCountry>

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        <fairValLevel>3</fairValLevel>
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          <maturityDt>2020-06-21</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200616</title>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <amtCurSold>2520000.00000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.763 EXPIRES 09/10/20 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1009021"/>
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        <balance>-4610000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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        <name>N/A</name>
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        <name>KOREA TREASURY BOND 1.375% 09/10/2021</name>
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        <name>N/A</name>
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        <name>Japan Treasury Discount Bill 09/10/2020 TBLM</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ARGENTINE BONOS DEL TESORO 18.20% 10/03/2021</name>
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        <cusip>P8S090LT1</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2021-10-03</maturityDt>
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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>MEXICAN FIXED RATE BONDS 6.50% 06/09/2022</name>
        <lei>254900EGTWEU67VP6075</lei>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>INDIA GOVERNMENT BOND 6.84% 12/19/2022</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>United States Treasury Note/Bond 1.75% 12/31/2024</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>Mexican Bonos 7.25% 12/09/2021</name>
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        <name>TITULOS DE TESORERIA B 7.50% 08/26/2026</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>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>INDONESIA GOVERNMENT 11.75% 08/15/2023</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Argentina Treasury Bill 05/13/2020 TBLM</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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>JPMORGAN CHASE &amp; CO STRIKE 18.9165 EXPIRES 07/14/20 USD Put/MXN Call *OTC*</issuerName>
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            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>79163.65000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.79% 11/08/2021</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 8.79% 11/08/2021</title>
        <cusip>Y39157FJ9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="662534"/>
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        <balance>225000000.00000000</balance>
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        <currencyConditional curCd="INR" exchangeRt="75.38500000"/>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-11-08</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/2026</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/2026</title>
        <cusip>912828P46</cusip>
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          <other otherDesc="Internal Identifier" value="626739"/>
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        <balance>7870000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</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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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="983683"/>
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        <balance>-3547000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>CITIBANK NA STRIKE 22.8512 EXPIRES 05/14/20 USD Call/MXN Put</issuerName>
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                  <other otherDesc="Internal Sec ID" value="983683"/>
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            <shareNo>2.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-178779.44000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TITULOS DE TESORERIA B 11.00% 07/24/2020</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>TITULOS DE TESORERIA B 11.00% 07/24/2020</title>
        <cusip>P3772NAZ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="627625"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-07-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 19.00% 11/02/2026</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 19.00% 11/02/2026</title>
        <cusip>V3R60FBX1</cusip>
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          <other otherDesc="Internal Identifier" value="663247"/>
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        <balance>25560000.00000000</balance>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-11-02</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 18.8605 EXPIRES 07/20/20 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1039407"/>
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        <balance>-7088000.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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                <issuerName>CITIBANK NA STRIKE 18.8605 EXPIRES 07/20/20 USD Put/MXN Call *OTC*</issuerName>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>71007.58000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 106.75 EXPIRES 09/22/20 USD Put/JPY Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1049524"/>
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        <balance>48231000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>CITIBANK NA STRIKE 106.75 EXPIRES 09/22/20 USD Put/JPY Call *OTC*</issuerName>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>681648.73000000</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 24.562 EXPIRES 09/04/20 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007012"/>
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        <balance>-18441000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-774522.00000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200604</title>
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          <other otherDesc="Internal Sec ID" value="4823922911696"/>
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        <balance>1.00000000</balance>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.775 EXPIRES 05/05/21 AUD Call/USD Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980327"/>
        </identifiers>
        <balance>-6440000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_KRW_20200429</title>
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        <fairValLevel>N/A</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NOK_USD_20200619</title>
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          <other otherDesc="Internal Sec ID" value="4839922983208"/>
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        <balance>1.00000000</balance>
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        <valUSD>6321361.20000000</valUSD>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <settlementDt>2020-06-19</settlementDt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200612</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="4829522942332"/>
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        <balance>1.00000000</balance>
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        <valUSD>3069947.21000000</valUSD>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>4480000.00000000</amtCurSold>
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            <amtCurPur>329053760.00000000</amtCurPur>
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            <settlementDt>2020-06-12</settlementDt>
            <unrealizedAppr>317379.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1050719"/>
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        <balance>1794000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>296978.76000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                  <other otherDesc="Internal Sec ID" value="1050719"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>3.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>251109.77000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 85.5 EXPIRES 05/07/20 AUD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980880"/>
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        <balance>15455000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.62127110"/>
        <valUSD>199.37000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>CITIBANK NA STRIKE 85.5 EXPIRES 05/07/20 AUD Call/JPY Put</issuerName>
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                  <other otherDesc="Internal Sec ID" value="980880"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-51092.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 1.125% 09/30/2021</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 1.125% 09/30/2021</title>
        <cusip>912828T34</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="647000"/>
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        <balance>2737000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2774741.86000000</valUSD>
        <pctVal>0.326900107567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE &amp; CO STRIKE 19.4 EXPIRES 06/12/20 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1030168"/>
        </identifiers>
        <balance>-2670000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-2915.64000000</valUSD>
        <pctVal>-0.00034349971</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>JPMORGAN CHASE &amp; CO STRIKE 19.4 EXPIRES 06/12/20 USD Put/MXN Call</issuerName>
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                  <other otherDesc="Internal Sec ID" value="1030168"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>40361.32000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 8.375% 09/15/2026</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 8.375% 09/15/2026</title>
        <cusip>Y20721AS8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="607174"/>
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        <balance>252893000000.00000000</balance>
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        <currencyConditional curCd="IDR" exchangeRt="16337.50000000"/>
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        <pctVal>1.889755031936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.37500000</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>INDONESIA GOVERNMENT 8.25% 07/15/2021</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 8.25% 07/15/2021</title>
        <cusip>Y39814FZ9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="532482"/>
        </identifiers>
        <balance>144200000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="16337.50000000"/>
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        <pctVal>1.074782443769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.25000000</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>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 19.7395 EXPIRES 09/03/20 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1006804"/>
        </identifiers>
        <balance>-15368000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-42123.69000000</valUSD>
        <pctVal>-0.00496270986</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 19.7395 EXPIRES 09/03/20 USD Put/MXN Call</issuerName>
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                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1006804"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
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            <expDt>2020-09-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>268509.69000000</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>CITIBANK NA STRIKE 24.2953 EXPIRES 09/08/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007185"/>
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        <balance>-5117000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-298341.57000000</valUSD>
        <pctVal>-0.03514845569</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 24.2953 EXPIRES 09/08/20 USD Call/MXN Put</issuerName>
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                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007185"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
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            <expDt>2020-09-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-237751.17000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TITULOS DE TESORERIA B 6.00% 04/28/2028</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>TITULOS DE TESORERIA B 6.00% 04/28/2028</title>
        <cusip>P28714AP1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="627612"/>
        </identifiers>
        <balance>13320000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="4063.00000000"/>
        <valUSD>3062662.27000000</valUSD>
        <pctVal>0.360820817222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-28</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>NORWEGIAN GOVERNMENT 3.00% 03/14/2024 144A REG S</name>
        <lei>549300O6E2WAK3IAXE34</lei>
        <title>NORWEGIAN GOVERNMENT 3.00% 03/14/2024 144A REG S</title>
        <cusip>R34155AK8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="592822"/>
        </identifiers>
        <balance>82387000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="NOK" exchangeRt="10.52090000"/>
        <valUSD>8732681.32000000</valUSD>
        <pctVal>1.028821637073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>USD_BRL_20200602</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4884923173817"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
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        <valUSD>4634281.31000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurPur>4634281.31000000</amtCurPur>
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            <settlementDt>2020-06-02</settlementDt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Brazil Letras Do Tesouro Nacional ZERO 10/01/2020</name>
        <lei>254900ZFY40OYEADAP90</lei>
        <title>Brazil Letras Do Tesouro Nacional ZERO 10/01/2020</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="BRSTNCLTN004"/>
          <other otherDesc="Internal Identifier" value="1056288"/>
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        <balance>103150.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="5.18030000"/>
        <valUSD>19534561.63000000</valUSD>
        <pctVal>2.301421400739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-01</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Japan Treasury Discount Bill 04/10/2020 TBLM</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japan Treasury Discount Bill 04/10/2020 TBLM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP1748621KA5"/>
          <other otherDesc="Internal Identifier" value="1017628"/>
        </identifiers>
        <balance>521600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="107.76500000"/>
        <valUSD>4850213.13000000</valUSD>
        <pctVal>0.571417189029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 21.453 EXPIRES 06/15/20 USD Call/MXN Put</title>
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        <name>United States Treasury Note/Bond 1.5% 09/30/2021</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>TITULOS DE TESORERIA B 7.00% 05/04/2022</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>INDONESIA GOVERNMENT 9.50% 07/15/2023</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>INDIA GOVERNMENT BOND 8.15% 06/11/2022</name>
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        <name>N/A</name>
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        <name>UNITED STATES TREASURY NOTE/BOND 2.125% 05/15/2025</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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        <fairValLevel>N/A</fairValLevel>
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        <name>N/A</name>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>Korea Treasury Bond 2.25% 09/10/2023</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>Korea Treasury Bond 2.25% 09/10/2023</title>
        <cusip>000000000</cusip>
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          <isin value="KR103501G893"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2023-09-10</maturityDt>
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      <invstOrSec>
        <name>N/A</name>
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        <title>GOLDMAN SACHS BANK USA STRIKE 19.5175 EXPIRES 06/03/20 USD Put/MXN Call *OTC*</title>
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          <other otherDesc="Internal Sec ID" value="1050352"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
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            <shareNo>1.00000000</shareNo>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="4747922713163"/>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.75 EXPIRES 07/17/20  USD CALL/MXN PUT</title>
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          <other otherDesc="Internal Sec ID" value="1038426"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 21.943 EXPIRES 09/03/20 USD Call/MXN Put *OTC*</title>
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        <identifiers>
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        <balance>15368000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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                <issuerName>CITIBANK NA STRIKE 21.943 EXPIRES 09/03/20 USD Call/MXN Put *OTC*</issuerName>
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      <invstOrSec>
        <name>Republic of Ghana Government Bonds 16.25% 05/17/2021</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>Republic of Ghana Government Bonds 16.25% 05/17/2021</title>
        <cusip>000000000</cusip>
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          <isin value="GHGGOG049875"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-05-17</maturityDt>
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      <invstOrSec>
        <name>KOREA TREASURY BOND 3.00% 09/10/2024</name>
        <lei>549300O0QCVSQGPGDT58</lei>
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        <cusip>Y7277FQM5</cusip>
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          <other otherDesc="Internal Identifier" value="631689"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-09-10</maturityDt>
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      <invstOrSec>
        <name>Korea Treasury Bond 2% 12/10/2021</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>Korea Treasury Bond 2% 12/10/2021</title>
        <cusip>000000000</cusip>
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          <isin value="KR103501G8C1"/>
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        <balance>4254000000.00000000</balance>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.9125 EXPIRES 07/17/20 USD CALL/MXN PUT</title>
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            <putOrCall>Call</putOrCall>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 0.5461 EXPIRES 06/16/20 AUD Put/USD Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1055996"/>
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        <balance>-3870000.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.62127110"/>
        <valUSD>-16558.18000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</name>
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          <ticker value="INFXX"/>
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        <fairValLevel>1</fairValLevel>
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        <name>United States Treasury Note/Bond 1.625% 10/31/2026</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="1003405"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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        <title>CITIBANK NA STRIKE 72 EXPIRES 07/21/20 AUD Put/JPY Call</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="1018455"/>
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        <balance>23183000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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                <issuerName>CITIBANK NA STRIKE 72 EXPIRES 07/21/20 AUD Put/JPY Call</issuerName>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="980885"/>
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        <issuerConditional desc="Currency" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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                  <other otherDesc="Internal Sec ID" value="980885"/>
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            <shareNo>4.00000000</shareNo>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE &amp; CO STRIKE 18.1 EXPIRES 07/14/20 USD Put/MXN Call</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="1038179"/>
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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 NA</counterpartyName>
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                <issuerName>JPMORGAN CHASE &amp; CO STRIKE 18.1 EXPIRES 07/14/20 USD Put/MXN Call</issuerName>
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            <unrealizedAppr>-8805.98000000</unrealizedAppr>
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      <invstOrSec>
        <name>United States Treasury Note/Bond 2.875% 05/31/2025</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>9128284R8</cusip>
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          <other otherDesc="Internal Identifier" value="874948"/>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Japan Treasury Discount Bill 09/23/2020 TBLM</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japan Treasury Discount Bill 09/23/2020 TBLM</title>
        <cusip>000000000</cusip>
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          <isin value="JP1748581K94"/>
          <other otherDesc="Internal Identifier" value="1024481"/>
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        <balance>472000000.00000000</balance>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200605</title>
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          <other otherDesc="Internal Sec ID" value="4825322913491"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 21.0285 EXPIRES 07/30/20 USD Call/MXN Put</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="1019337"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
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                <issuerName>CITIBANK NA STRIKE 21.0285 EXPIRES 07/30/20 USD Call/MXN Put</issuerName>
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            <shareNo>1.00000000</shareNo>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.83% 11/25/2023</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 8.83% 11/25/2023</title>
        <cusip>Y39157FY6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="581510"/>
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        <balance>788400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="75.38500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.83000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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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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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1043324"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <unrealizedAppr>-3454.92000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="4936723164746"/>
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        <balance>1.00000000</balance>
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        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <amtCurSold>2830327.22000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 19.75% 03/25/2024</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 19.75% 03/25/2024</title>
        <cusip>V3R60FCD4</cusip>
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          <other otherDesc="Internal Identifier" value="663440"/>
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        <balance>8520000.00000000</balance>
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        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>MEXICAN FIXED RATE BONDS 8.00% 12/07/2023</name>
        <lei>254900EGTWEU67VP6075</lei>
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        <cusip>P9767GWU1</cusip>
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          <other otherDesc="Internal Identifier" value="451483"/>
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        <balance>445500.00000000</balance>
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        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-12-07</maturityDt>
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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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        <balance>1.00000000</balance>
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        <invCountry>N/A</invCountry>
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        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 18.50% 06/01/2020</name>
        <lei>213800PP4399SNNXZ126</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GHGGOG045386"/>
          <other otherDesc="Internal Identifier" value="670335"/>
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        <balance>140000.00000000</balance>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>18.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="1056605"/>
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        <balance>-10321000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 20.8674 EXPIRES 05/14/20 USD Call/MXN Put</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="983680"/>
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        <balance>2550000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>United States Treasury Note/Bond 1.5% 10/31/2024</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912828YM6</cusip>
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          <other otherDesc="Internal Identifier" value="1018553"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>INTER-AMERICAN DEVELOPMENT BANK 7.50% 12/05/2024</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
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        <cusip>U45818VJ4</cusip>
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          <other otherDesc="Internal Identifier" value="387889"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 21.484 EXPIRES 03/24/21 USD Put/MXN Call *OTC*</title>
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          <other otherDesc="Internal Sec ID" value="1057707"/>
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        <balance>3396000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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                <issuerName>CITIBANK NA STRIKE 21.484 EXPIRES 03/24/21 USD Put/MXN Call *OTC*</issuerName>
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            <shareNo>2.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>19639.07000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200414</title>
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        <balance>1.00000000</balance>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>4094000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4551463.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-14</settlementDt>
            <unrealizedAppr>34830.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 74.475 EXPIRES 05/06/20 AUD Put/JPY Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980475"/>
        </identifiers>
        <balance>3091000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.62127110"/>
        <valUSD>244820.05000000</valUSD>
        <pctVal>0.028842935565</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 74.475 EXPIRES 05/06/20 AUD Put/JPY Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 74.475 EXPIRES 05/06/20 AUD Put/JPY Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980475"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>6.00000000</shareNo>
            <exercisePrice>74.47500000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>174316.68000000</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>SEK_EUR_20200813</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4898223226734"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2555560.62000000</valUSD>
        <pctVal>0.301077751994</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>2397870.89000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>25286100.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-08-13</settlementDt>
            <unrealizedAppr>-101017.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200914</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4931423384648"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3131859.46000000</valUSD>
        <pctVal>0.368973131922</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>4940000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>334699820.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-09-14</settlementDt>
            <unrealizedAppr>96991.79000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200827</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4912523292439"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6915727.88000000</valUSD>
        <pctVal>0.814761264991</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>6751500.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>739475000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-08-27</settlementDt>
            <unrealizedAppr>164227.12000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>INR_USD_20200407</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4940723045645"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2704479.09000000</valUSD>
        <pctVal>0.318622253904</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS SA</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <amtCurSold>2751848.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>204311000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2020-04-07</settlementDt>
            <unrealizedAppr>-47369.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_BRL_20200702</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4967723532466"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3328049.67000000</valUSD>
        <pctVal>0.392086849878</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>17258600.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>3328049.67000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-02</settlementDt>
            <unrealizedAppr>23686.64000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Argentina Treasury Bill ZERO 08/27/2020</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>Argentina Treasury Bill ZERO 08/27/2020</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ARARGE5207U4"/>
          <other otherDesc="Internal Identifier" value="1016578"/>
        </identifiers>
        <balance>0.00000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="87.16240000"/>
        <valUSD>0.00000</valUSD>
        <pctVal>0.000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-27</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>N/A</name>
        <lei>N/A</lei>
        <title>USD_BRL_20200505</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4949623475183"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3366557.11000000</valUSD>
        <pctVal>0.396623519202</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>17310500.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>3366557.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-05-05</settlementDt>
            <unrealizedAppr>42090.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 65.55 EXPIRES 05/07/20 AUD Put/JPY Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980879"/>
        </identifiers>
        <balance>1932000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.62127110"/>
        <valUSD>27160.55000000</valUSD>
        <pctVal>0.003199860442</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 65.55 EXPIRES 05/07/20 AUD Put/JPY Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 65.55 EXPIRES 05/07/20 AUD Put/JPY Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980879"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>4.00000000</shareNo>
            <exercisePrice>65.55000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-07</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>12043.97000000</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>CITIBANK NA STRIKE 22.395 EXPIRES 09/17/20 USD CALL/MXN PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1034441"/>
        </identifiers>
        <balance>-7061000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-713146.88000000</valUSD>
        <pctVal>-0.08401783068</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 22.395 EXPIRES 09/17/20 USD CALL/MXN PUT</issuerName>
                <issueTitle>CITIBANK NA STRIKE 22.395 EXPIRES 09/17/20 USD CALL/MXN PUT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1034441"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>22.39500000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-17</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-680475.63000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-04-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Robert Kubilis</ncom:nameOfApplicant>
      <ncom:signature>Robert Kubilis</ncom:signature>
      <ncom:signerName>Robert Kubilis</ncom:signerName>
      <ncom:title>Chief Financial Officer, Chief Accounting Officer and Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
