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        <name>N/A</name>
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      <invstOrSec>
        <name>United States Treasury Note/Bond 1.5% 10/31/2024</name>
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        <name>INDIA GOVERNMENT BOND 8.35% 05/14/2022</name>
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      <invstOrSec>
        <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>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="1006802"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="1057209"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="1040624"/>
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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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            <unrealizedAppr>1435606.86000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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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        <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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.7133 EXPIRES 11/05/20 AUD Call/USD Put *OTC*</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="980670"/>
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        <balance>-3864000.00000000</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>HSBC BANK PLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>HSBC BANK PLC STRIKE 0.7133 EXPIRES 11/05/20 AUD Call/USD Put *OTC*</issuerName>
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            <expDt>2020-11-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>100696.50000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Argentina Treasury Bill 05/13/2020 TBLM</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>Argentina Treasury Bill 05/13/2020 TBLM</title>
        <cusip>000000000</cusip>
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          <isin value="ARARGE5207W0"/>
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        <currencyConditional curCd="ARS" exchangeRt="87.16240000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CHF_EUR_20200810</title>
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          <other otherDesc="Internal Sec ID" value="4892223208468"/>
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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>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200414</title>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_BRL_20200702</title>
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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 72 EXPIRES 07/21/20 AUD Put/JPY Call</title>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 84.33 EXPIRES 11/12/20 AUD Call/JPY Put</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <fairValLevel>N/A</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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        <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>CITIBANK NA STRIKE 75.05 EXPIRES 05/06/20 AUD Put/JPY Call</title>
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        <name>N/A</name>
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        <name>GHANA GOVT 24.75% 03/01/2021</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 0.501 EXPIRES 10/28/20 AUD Put/USD Call *OTC*</title>
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        <name>NOTA DO TESOURO NACIONAL NTNF 01/01/2021 STATED RATE 10%</name>
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        <name>N/A</name>
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        <name>Korea Treasury Bond 1.375% 09/10/2024</name>
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        <name>N/A</name>
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        <name>REPUBLIC OF COLOMBIA 7.75% 04/14/2021</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>INDIA GOVERNMENT BOND 7.16% 05/20/2023</name>
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        <name>N/A</name>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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        <name>INDONESIA GOVERNMENT 8.375% 09/15/2026</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>United States Treasury Note/Bond 2.875% 05/31/2025</name>
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        <name>INDONESIA GOVERNMENT 10.00% 09/15/2024</name>
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        <invCountry>ID</invCountry>

        <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>MEXICAN UDIBONOS 2.50% 12/10/2020 INDEX LINKED TO MXUDI</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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        <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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        <fairValLevel>N/A</fairValLevel>
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        <name>N/A</name>
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        <lei>549300KPBYGYF7HCHO27</lei>
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        <name>KOREA TREASURY BOND 1.375% 09/10/2021</name>
        <lei>549300O0QCVSQGPGDT58</lei>
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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 7.75% 09/18/2030</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Japan Treasury Discount Bill 05/11/2020 TBLM</name>
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        <name>N/A</name>
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        <name>NORWEGIAN GOVERNMENT 1.75% 03/13/2025 144A REG S</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>HSBC BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>Argentina Treasury Bond BONCER 1.4% 03/25/2023</name>
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        <cusip>000000000</cusip>
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          <isin value="ARARGE3208T6"/>
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          <maturityDt>2023-03-25</maturityDt>
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        <name>N/A</name>
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        <name>NORWEGIAN GOVERNMENT 2.00% 05/24/2023 144A REG S</name>
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        <cusip>R34155AB8</cusip>
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      <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>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>N/A</name>
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        <title>HSBC BANK PLC STRIKE 0.6766 EXPIRES 05/07/20 AUD Put/USD Call</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200401</title>
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      <invstOrSec>
        <name>INDONESIA GOVERNMENT 11.75% 08/15/2023</name>
        <lei>529900FWX0GRR7WG5W79</lei>
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        <cusip>Y39814DS7</cusip>
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        <issuerCat>UST</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <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>
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        <balance>-3000000.00000000</balance>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 30.325 EXPIRES 06/25/20 USD Call/MXN Put *OTC*</title>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200527</title>
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      </invstOrSec>
      <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>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1038179"/>
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        <balance>5074000.00000000</balance>
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        <valUSD>3298.10000000</valUSD>
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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>TITULOS DE TESORERIA B 7.00% 05/04/2022</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>ARGENTINA POM POLITICA MONETARIA FRN 06/21/2020</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>INDONESIA GOVERNMENT 12.90% 06/15/2022</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 18.28 EXPIRES 07/20/20 USD Put/MXN Call *OTC*</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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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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        <title>HSBC BANK PLC STRIKE 0.6415 EXPIRES 05/07/20 AUD Put/USD Call</title>
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          <other otherDesc="Internal Sec ID" value="1041224"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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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>TITULOS DE TESORERIA B 7.50% 08/26/2026</name>
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          <other otherDesc="Internal Identifier" value="627609"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 19.338 expires 05/12/20 usd call/mxn put *otc*</title>
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          <other otherDesc="Internal Sec ID" value="1034442"/>
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        <assetCat>DFE</assetCat>
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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 19.338 expires 05/12/20 usd call/mxn put *otc*</issuerName>
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            <shareNo>1.00000000</shareNo>
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            <unrealizedAppr>-556261.87000000</unrealizedAppr>
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      <invstOrSec>
        <name>GHANA GOVT 18.25% 09/21/2020</name>
        <lei>213800PP4399SNNXZ126</lei>
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          <isin value="GHGGOG046624"/>
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        <balance>140000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>18.25000000</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>
        <title>JPMORGAN CHASE &amp; CO STRIKE 18.9165 EXPIRES 07/14/20 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1038174"/>
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        <balance>-8118000.00000000</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>JPMORGAN CHASE BANK NA</counterpartyName>
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            <putOrCall>Put</putOrCall>
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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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                  <other otherDesc="Internal Sec ID" value="1038174"/>
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            <shareNo>1.00000000</shareNo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.13% 09/21/2022</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 8.13% 09/21/2022</title>
        <cusip>Y39157DG7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="662433"/>
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        <balance>15000000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200608</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="4584622232286"/>
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        <balance>1.00000000</balance>
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        <valUSD>-80841.30000000</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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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="4743322702696"/>
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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>CITIBANK NA</counterpartyName>
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            <amtCurSold>48741000.00000000</amtCurSold>
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            <settlementDt>2020-06-17</settlementDt>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="4836322963966"/>
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        <balance>1.00000000</balance>
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        <valUSD>-866045.02000000</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>
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            <amtCurSold>7036830.17000000</amtCurSold>
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            <amtCurPur>64001800.00000000</amtCurPur>
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            <settlementDt>2020-06-16</settlementDt>
            <unrealizedAppr>-866045.02000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 16.50% 03/22/2021</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 16.50% 03/22/2021</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GHGGOG048935"/>
          <other otherDesc="Internal Identifier" value="687463"/>
        </identifiers>
        <balance>490000.00000000</balance>
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        <currencyConditional curCd="GHS" exchangeRt="5.75000000"/>
        <valUSD>85065.26000000</valUSD>
        <pctVal>0.010023347641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Korea Treasury Bond 2% 12/10/2021</name>
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        <name>N/A</name>
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        <name>Norway Treasury Bill 06/17/2020 TBLM 144A REG S</name>
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        <name>N/A</name>
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      </invstOrSec>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="1056607"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="1007185"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.83% 11/25/2023</name>
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        <cusip>Y39157FY6</cusip>
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          <other otherDesc="Internal Identifier" value="581510"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200914</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <amtCurSold>4940000.00000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="1041225"/>
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            <putOrCall>Put</putOrCall>
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      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 2.125% 05/15/2025</name>
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        <cusip>912828XB1</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-15</maturityDt>
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        <name>NORWEGIAN GOVERNMENT 3.75% 05/25/2021 144A REG S</name>
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        <cusip>R63339GM2</cusip>
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          <other otherDesc="Internal Identifier" value="592821"/>
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        <invCountry>NO</invCountry>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>CITIBANK NA STRIKE 66.78 EXPIRES 11/12/20 AUD Put/JPY Call</title>
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        <name>N/A</name>
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      <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>
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      <invstOrSec>
        <name>Bonos del Tesoro Nacional en Pesos Badlar FRN 04/03/2022</name>
        <lei>N/A</lei>
        <title>Bonos del Tesoro Nacional en Pesos Badlar FRN 04/03/2022</title>
        <cusip>P8S090MS2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="663409"/>
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        <balance>20588000.00000000</balance>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2022-04-03</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_EUR_20200930</title>
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        <valUSD>-1721.60000000</valUSD>
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        <fairValLevel>N/A</fairValLevel>
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        <name>N/A</name>
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        <name>GHANA GOVT 18.50% 06/01/2020</name>
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        <name>Japan Treasury Discount Bill 07/10/2020 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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        <name>Mexican Bonos 7.25% 12/09/2021</name>
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        <name>UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2021</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>UBS AG</counterpartyName>
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      <invstOrSec>
        <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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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <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 8.00% 12/07/2023</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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          <isCashCollateral>N</isCashCollateral>
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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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      <invstOrSec>
        <name>United States Treasury Note/Bond 2.625% 12/31/2025</name>
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        <cusip>9128285T3</cusip>
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          <maturityDt>2025-12-31</maturityDt>
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        <name>United States Treasury Note/Bond 1.75% 12/31/2024</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>GHANA GOVT 19.75% 03/15/2032</name>
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          <other otherDesc="Internal Identifier" value="663439"/>
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        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <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>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Note/Bond 1.625% 10/31/2026</name>
        <lei>254900HROIFWPRGM1V77</lei>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="1019337"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="4745822707032"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <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>REPUBLIC OF COLOMBIA 4.375% 03/21/2023</name>
        <lei>549300MHDRBVRF6B9117</lei>
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        <cusip>195325BP9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="534753"/>
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        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.15% 06/11/2022</name>
        <lei>N/A</lei>
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        <cusip>Y39157FK6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="662538"/>
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        <balance>540000000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.15000000</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>
        <title>GOLDMAN SACHS BANK USA STRIKE 19.5175 EXPIRES 06/03/20 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1050352"/>
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        <balance>-1230000.00000000</balance>
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        <valUSD>-1325.94000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 18.9685 EXPIRES 07/24/20 USD PUT/MXN CALL  *OTC*</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1040619"/>
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        <balance>-7087000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_JPY_20200608</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="4670322232287"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <amtCurSold>494791690.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 0.575 EXPIRES 10/28/20 AUD Put/USD Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1056601"/>
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        <balance>10321000.00000000</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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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 0.575 EXPIRES 10/28/20 AUD Put/USD Call *OTC*</issuerName>
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            <shareNo>1.00000000</shareNo>
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            <expDt>2020-10-28</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-125889.31000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200415</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4747722708544"/>
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        <balance>1.00000000</balance>
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        <valUSD>9211.15000000</valUSD>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
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            <amtCurSold>748726.91000000</amtCurSold>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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        <name>N/A</name>
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        <name>INDONESIA GOVERNMENT 8.375% 03/15/2024</name>
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        <name>N/A</name>
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        <name>United States Treasury Note/Bond 2.125% 05/31/2026</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>Korea Treasury Bond 2.25% 09/10/2023</name>
        <lei>549300O0QCVSQGPGDT58</lei>
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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 11.00% 07/24/2020</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <name>GHANA GOVT 19.00% 11/02/2026</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>MEXICAN FIXED RATE BONDS 6.50% 06/09/2022</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>Argentina Treasury Bond BONCER 1.2% 03/18/2022</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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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>TITULOS DE TESORERIA B 10.00% 07/24/2024</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <name>Japan Treasury Discount Bill 04/10/2020 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>KOREA TREASURY BOND 3.00% 09/10/2024</name>
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        <name>N/A</name>
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        <name>Norway Treasury Bill 09/16/2020 TBLM 144A REG S</name>
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      <invstOrSec>
        <name>N/A</name>
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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>CITIBANK NA STRIKE 69.54 EXPIRES 05/06/20 AUD Put/JPY Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980478"/>
        </identifiers>
        <balance>3091000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.62127110"/>
        <valUSD>110176.05000000</valUSD>
        <pctVal>0.012982183924</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 69.54 EXPIRES 05/06/20 AUD Put/JPY Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 69.54 EXPIRES 05/06/20 AUD Put/JPY Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980478"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>69.54000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>74211.25000000</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>HSBC BANK PLC STRIKE 0.6865 EXPIRES 02/10/21 AUD Call/USD Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1043323"/>
        </identifiers>
        <balance>-6192000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.62127110"/>
        <valUSD>-28406.38000000</valUSD>
        <pctVal>-0.00334715983</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.6865 EXPIRES 02/10/21 AUD Call/USD Put *OTC*</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.6865 EXPIRES 02/10/21 AUD Call/USD Put *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1043323"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>0.68650000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2021-02-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>50743.63000000</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 26.3625 EXPIRES 06/25/20 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1058281"/>
        </identifiers>
        <balance>-3564000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-84359.88000000</valUSD>
        <pctVal>-0.00994023182</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 26.3625 EXPIRES 06/25/20 USD Call/MXN Put *OTC*</issuerName>
                <issueTitle>CITIBANK NA STRIKE 26.3625 EXPIRES 06/25/20 USD Call/MXN Put *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1058281"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>26.36250000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-06-25</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3920.40000000</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>NOK_USD_20200619</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4839922983208"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-953195.81000000</valUSD>
        <pctVal>-0.11231627310</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>7274557.01000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>65563400.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-06-19</settlementDt>
            <unrealizedAppr>-953195.81000000</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>JPMORGAN CHASE BANK NA STRIKE 30.8 EXPIRES 09/22/20 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1057214"/>
        </identifiers>
        <balance>-8118000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-124570.71000000</valUSD>
        <pctVal>-0.01467832499</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>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>JPMORGAN CHASE BANK NA STRIKE 30.8 EXPIRES 09/22/20 USD Call/MXN Put *OTC*</issuerName>
                <issueTitle>JPMORGAN CHASE BANK NA STRIKE 30.8 EXPIRES 09/22/20 USD Call/MXN Put *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1057214"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>30.80000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>25686.65000000</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 20.09 EXPIRES 05/12/20 USD CALL/MXN PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1034406"/>
        </identifiers>
        <balance>6456000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1040984.81000000</valUSD>
        <pctVal>0.122660562494</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>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 20.09 EXPIRES 05/12/20 USD CALL/MXN PUT</issuerName>
                <issueTitle>CITIBANK NA STRIKE 20.09 EXPIRES 05/12/20 USD CALL/MXN PUT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1034406"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>20.09000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>984946.73000000</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>JPY_AUD_20200714</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4859923076036"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>537358.11000000</valUSD>
        <pctVal>0.063317588691</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>6470000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>483137545.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-07-14</settlementDt>
            <unrealizedAppr>537358.11000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARGENTINE BONOS DEL TESORO 15.50% 10/17/2026</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>ARGENTINE BONOS DEL TESORO 15.50% 10/17/2026</title>
        <cusip>P8S090LU8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="648398"/>
        </identifiers>
        <balance>512895000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="87.16240000"/>
        <valUSD>2260440.13000000</valUSD>
        <pctVal>0.266350531888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>15.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20201124</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4905223264939"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>587227.62000000</valUSD>
        <pctVal>0.069193776402</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>8041436.79000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>589295787.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-11-24</settlementDt>
            <unrealizedAppr>587227.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>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>
