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        <name>BNP PARIBAS</name>
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        <name>BNP PARIBAS</name>
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        <name>Pfizer Investment Enterprises Pte. Ltd.</name>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <name>BNP PARIBAS</name>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <name>Kerajaan Malaysia</name>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107412"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>N/A</lei>
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        <name>Pemerintah Republik Indonesia</name>
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        <name>Reino de Espana</name>
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        <name>Treasury Corporation Of Victoria</name>
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        <name>European Investment Bank</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTTHB__00104779"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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      <invstOrSec>
        <name>State of Israel</name>
        <lei>213800T8ZHTFZIBYPE21</lei>
        <title>ISRAEL FIXED BOND 1.000000% 03/31/2030</title>
        <cusip>N/A</cusip>
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          <isin value="IL0011609851"/>
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        <balance>593000.00000000</balance>
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        <currencyConditional curCd="ILS" exchangeRt="3.71970000"/>
        <valUSD>131855.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO</name>
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        <title>FX Forward Contract: RON/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTRON__00107375"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>RO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
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            <amtCurSold>121967.81000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105015"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-143.12000000</valUSD>
        <pctVal>-0.00003329442</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>30000000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>84161.29000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-143.12000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00104716"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>60.97000000</valUSD>
        <pctVal>0.000014183630</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>6100000.00000000</amtCurSold>
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            <unrealizedAppr>60.97000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00102891"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.83630000"/>
        <valUSD>13.25000000</valUSD>
        <pctVal>0.000003082386</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STATE STREET BANK</counterpartyName>
              <counterpartyLei>549300ZFEEJ2IP5VME73</counterpartyLei>
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            <amtCurSold>84703.80000000</amtCurSold>
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            <amtCurPur>325000.00000000</amtCurPur>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105788"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1789.73000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00105789"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <valUSD>6807.43000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MIDLAND WALWYN CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>212698.71000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Banco Santander, S.A.</name>
        <lei>5493006QMFDDMYWIAM13</lei>
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        <cusip>N/A</cusip>
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        <balance>300000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00092740"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTGBP__00105474"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
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        <cusip>N/A</cusip>
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          <isin value="JP1400131L54"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2060-03-20</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105461"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>290000.00000000</amtCurSold>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107402"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTPLN__00015326"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: USD/KRW SETTLE 2024-12-09</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00015241"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00105849"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BANQUE FEDERATIVE DU CREDIT MUTUEL SA</name>
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        <title>BANQUE FEDERATIVE DU CREDIT MUTUEL SA MTN 3.750000% 02/03/2034</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2024-10-02</title>
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        <name>Estados Unidos Mexicanos</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-10-02</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>WELLS FARGO BROKERAGE SERVICES, LLC</name>
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        <title>FX Forward Contract: EUR/USD SETTLE 2024-10-17</title>
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          <other otherDesc="FX Forwards" value="CCTEUR__00010689"/>
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        <name>BNP PARIBAS</name>
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        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00103342"/>
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        <name>European Investment Bank</name>
        <lei>5493006YXS1U5GIHE750</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00106099"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTMXN__00106672"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <name>BNP PARIBAS</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>BNP PARIBAS</name>
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        <name>Government of the Republic of Korea</name>
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        <name>BNP PARIBAS</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>Estados Unidos Mexicanos</name>
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        <name>BNP PARIBAS</name>
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        <name>Statsministerens Kontor</name>
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        <name>BNP PARIBAS</name>
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        <name>COLUMBIA PIPELINES HOLDING COMPANY LLC</name>
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        <name>CITIGROUP GLOBAL MARKETS</name>
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        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00088933"/>
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        <name>Kingdom of Thailand</name>
        <lei>254900PHJ6MSKT6C7026</lei>
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        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP GLOBAL MARKETS</name>
        <lei>N/A</lei>
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          <ticker value="YTTZ4"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00006006"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
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        <title>FX Forward Contract: USD/GBP SETTLE 2024-11-01</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107286"/>
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      <invstOrSec>
        <name>Bundeskanzleramt Oesterreich</name>
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        <title>REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 4.150000% 03/15/2037</title>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 0.600000% 07/25/2034</title>
        <cusip>N/A</cusip>
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          <isin value="FR001400JI88"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: USD/ILS SETTLE 2024-11-18</title>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: USD/PEN SETTLE 2024-11-04</title>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
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        <name>Japan</name>
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        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00102889"/>
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        <name>Republique Francaise</name>
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          <isin value="FR001400HI98"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>214329.70000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>MOTABILITY OPERATIONS GROUP PLC</name>
        <lei>AZ3NL8JCZDCNUXFWI720</lei>
        <title>MOTABILITY OPERATIONS GROUP PLC MTN 3.625000% 07/24/2029</title>
        <cusip>N/A</cusip>
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          <isin value="XS2742660157"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00103289"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>Repubblica Italiana</name>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
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        <name>BNP PARIBAS</name>
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        <name>AMCOR UK FINANCE PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>New Zealand</name>
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        <name>CITIGROUP GLOBAL MARKETS</name>
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        <name>Commonwealth of Australia</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <name>BNP PARIBAS</name>
        <lei>N/A</lei>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>THE WALT DISNEY COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MORGAN STANLEY &amp; CO, INC</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00005236"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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          <isin value="XS2338643740"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105907"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00104304"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00005224"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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          <other otherDesc="FX Forwards" value="CCTTHB__00104661"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>89606.79000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00091711"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTZAR__00005069"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>East Japan Railway Company</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <name>BNP PARIBAS</name>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>THE KROGER CO.</name>
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        <name>JPMORGAN CHASE &amp; CO.</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>N/A</lei>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>South Bow Canadian Infrastructure Holdings Ltd.</name>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>BECTON, DICKINSON AND COMPANY</name>
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        <name>BNP PARIBAS</name>
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        <name>Japan</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00102845"/>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00106014"/>
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        <name>GOLDMAN SACHS &amp; CO</name>
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          <other otherDesc="FX Forwards" value="CCTRON__00103141"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
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      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (30 YEAR ISSUE) 0.400000% 12/20/2049</title>
        <cusip>N/A</cusip>
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          <isin value="JP1300651L15"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00104972"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>43791.28000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105411"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00104347"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTEUR__00107095"/>
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      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
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        <invCountry>CH</invCountry>

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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>529900AQBND3S6YJLY83</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-11</title>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>529900AQBND3S6YJLY83</lei>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Statsministerens Kontor</name>
        <lei>549300O6E2WAK3IAXE34</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>COREBRIDGE FINANCIAL, INC.</name>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
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        <cusip>71654QCG5</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>STATE STREET BANK</name>
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          <other otherDesc="FX Forwards" value="CCTCAD__00105614"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BARCLAYS CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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        <name>J.P. MORGAN SECURITIES</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNY__00105577"/>
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        <currencyConditional curCd="CNY" exchangeRt="7.01610000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105534"/>
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        <units>NC</units>
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        <valUSD>-2073.84000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Raizen Fuels Finance S.A.</name>
        <lei>52990010NH26VC32Q522</lei>
        <title>RAIZEN FUELS FINANCE SA 144A 6.450000% 03/05/2034</title>
        <cusip>75102XAB2</cusip>
        <identifiers>
          <isin value="US75102XAB29"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>211704.45000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-05</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00104772"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
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        <cusip>N/A</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105078"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105200"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>172967MU2</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107013"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/IDR SETTLE 2024-10-21</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00015414"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SOCIETE GENERALE SA</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107361"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTSEK__00105748"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCNY__00015550"/>
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        <name>Bundesrepublik Deutschland</name>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <payOffProf>Long</payOffProf>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTEUR__00105599"/>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107490"/>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>STATE STREET BANK</name>
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        <name>CITIGROUP GLOBAL MARKETS</name>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107382"/>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <name>Prosus N.V.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00104786"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107049"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105420"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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          <ticker value="CHF-OLD"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTAUD__00107501"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>ROYAL BANK CANADA</counterpartyName>
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            <amtCurSold>10126521.30000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105134"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <balance>1.00000000</balance>
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        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BARCLAYS CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>STATE STREET BANK</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTCAD__00106546"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>Volkswagen International Finance N.V.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>European Investment Bank</name>
        <lei>5493006YXS1U5GIHE750</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>Bundeskanzleramt Oesterreich</name>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2024-10-08</title>
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      <invstOrSec>
        <name>Republica de Colombia</name>
        <lei>549300MHDRBVRF6B9117</lei>
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        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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      <invstOrSec>
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        <name>BARCLAYS CAPITAL INC.</name>
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          <ticker value="CHF-OLD"/>
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        <name>BNP PARIBAS</name>
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        <name>European Financial Stability Facility SA</name>
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        <name>Reino de Espana</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>BNP PARIBAS</name>
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        <name>Corporacion Nacional del Cobre de Chile</name>
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        <name>BNP PARIBAS</name>
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        <name>ROYAL BANK CANADA</name>
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>65000.00000000</amtCurSold>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107439"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>1183000.00000000</amtCurSold>
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            <unrealizedAppr>-3602.99000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00015756"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>315.68000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>404799900.00000000</amtCurSold>
            <curSold>COP</curSold>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00105060"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="143.04000000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>42774.47000000</amtCurSold>
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            <settlementDt>2024-10-02</settlementDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00103228"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.44144000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>84807.50000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Canada</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT DEC24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CGBZ4"/>
          <other otherDesc="Bloomberg Ticker" value="CNZ4"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Canada Govt. Bond Futures</issuerName>
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                  <isin value="CA135087P329"/>
                  <ticker value="CGBZ24"/>
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            <curCd>CAD</curCd>
            <unrealizedAppr>35223.75000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kerajaan Malaysia</name>
        <lei>254900GSIL471JOBYY43</lei>
        <title>MALAYSIA GOVERNMENT 3.733000% 06/15/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="MYBMS1300057"/>
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        <balance>2316000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.12350000"/>
        <valUSD>566846.79000000</valUSD>
        <pctVal>0.131867240327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Medtronic Global Holdings S.C.A.</name>
        <lei>549300JXMTTP8GKYIX14</lei>
        <title>MEDTRONIC GLOBAL HOLDINGS SCA 1.125000% 03/07/2027</title>
        <cusip>58507LAH2</cusip>
        <identifiers>
          <isin value="XS1960678255"/>
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        <balance>400000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
        <valUSD>430021.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-07</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00104979"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.44144000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>ROYAL BANK CANADA</counterpartyName>
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            <amtCurSold>43792.65000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00104387"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2024-10-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00011732"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-10-25</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00015684"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106201"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>BRK - CITIBANK NA LONDON</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 3.250000% 05/25/2055</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105429"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>32000.00000000</amtCurSold>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00102887"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00103247"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>84947.00000000</amtCurSold>
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      <invstOrSec>
        <name>ASTM S.P.A.</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: CNY/USD SETTLE 2025-05-22</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNY__00102860"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00105063"/>
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        <currencyConditional curCd="JPY" exchangeRt="143.04000000"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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          <other otherDesc="FX Forwards" value="CCTMXN__00102792"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>Deutsche Post AG</name>
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        <name>Kerajaan Malaysia</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTAUD__00105595"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCNY__00015592"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Republic of Singapore</name>
        <lei>549300ZSV6VOGFH1ER70</lei>
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        <cusip>N/A</cusip>
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          <isin value="SGXF89085702"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105733"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00015718"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>WELLS FARGO BROKERAGE SERVICES, LLC</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00005107"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>BRK - MERRILL LYNCH INTERNATIONAL PMG</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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          <other otherDesc="FX Forwards" value="CCTSEK__00104655"/>
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      <invstOrSec>
        <name>Royaume de Belgique</name>
        <lei>549300SZ25JZFHRHWD76</lei>
        <title>KINGDOM OF BELGIUM GOVERNMENT BOND 144A 3.450000% 06/22/2043</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTEUR__00103226"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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          <other otherDesc="FX Forwards" value="CCTCLP__00006647"/>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00104805"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2024-10-02</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
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        <name>AUTOZONE, INC.</name>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
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        <name>Kerajaan Malaysia</name>
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        <name>UBS Group AG</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ENEL Finance International N.V.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00106017"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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      <invstOrSec>
        <name>BPCE SA</name>
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        <name>European Union</name>
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        <name>Prosus N.V.</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00105476"/>
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        <currencyConditional curCd="CAD" exchangeRt="1.35095000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STATE STREET BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>636513.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>865000.00000000</amtCurPur>
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            <unrealizedAppr>3776.35000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSEK__00107471"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.13660000"/>
        <valUSD>-1038.23000000</valUSD>
        <pctVal>-0.00024152650</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>124599.64000000</amtCurSold>
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            <amtCurPur>1250000.00000000</amtCurPur>
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            <unrealizedAppr>-1038.23000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CHF-OLD"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.84355000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>41749.97000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35000.00000000</amtCurPur>
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            <unrealizedAppr>-82.20000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (30 YEAR ISSUE) 2.400000% 09/20/2038</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP13002918A0"/>
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        <balance>50650000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="143.04000000"/>
        <valUSD>404084.31000000</valUSD>
        <pctVal>0.094003324636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00104385"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-502.96000000</valUSD>
        <pctVal>-0.00011700506</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>1100000.00000000</amtCurSold>
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            <amtCurPur>55613.76000000</amtCurPur>
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            <unrealizedAppr>-502.96000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2024-11-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00107464"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.83630000"/>
        <valUSD>-229.63000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STATE STREET BANK</counterpartyName>
              <counterpartyLei>549300ZFEEJ2IP5VME73</counterpartyLei>
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            <amtCurSold>52336.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>200000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2024-11-04</settlementDt>
            <unrealizedAppr>-229.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00107230"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-659.84000000</valUSD>
        <pctVal>-0.00015350052</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>120000.00000000</amtCurSold>
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            <amtCurPur>82590.24000000</amtCurPur>
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            <unrealizedAppr>-659.84000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00106266"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="143.04000000"/>
        <valUSD>-581.38000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>98456.10000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00106821"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.44144000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>164345.04000000</amtCurSold>
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            <amtCurPur>240000.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105457"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>N/A</lei>
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          <ticker value="CHF-OLD"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/NOK SETTLE 2024-10-02</title>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-10-02</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>Kerajaan Malaysia</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>Republica de Colombia</name>
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        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTSEK__00107457"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
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        <title>EURO-SCHATZ FUT   DEC24 FINANCIAL COMMODITY FUTURE.</title>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <futrDeriv derivCat="FUT">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Germany Govt. Bond Futures</issuerName>
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      <invstOrSec>
        <name>KYNDRYL HOLDINGS, INC.</name>
        <lei>549300LQ4LWX2R8ZV130</lei>
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        <cusip>50155QAJ9</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Kerajaan Malaysia</name>
        <lei>254900GSIL471JOBYY43</lei>
        <title>MALAYSIA GOVERNMENT 3.502000% 05/31/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="MYBMX0700034"/>
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        <balance>2824000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106301"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00104988"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>17327CAU7</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: SEK/USD SETTLE 2024-11-04</title>
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          <other otherDesc="FX Forwards" value="CCTSEK__00107518"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105529"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-02</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2024-10-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00008628"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>1487132164.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) DEC24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FVZ24"/>
          <other otherDesc="Bloomberg Ticker" value="FVZ4"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US91282CKD29"/>
                  <ticker value="FVZ24"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: RON/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTRON__00107381"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RON" exchangeRt="4.45840000"/>
        <valUSD>346.86000000</valUSD>
        <pctVal>0.000080691064</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>RO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
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            <amtCurSold>138043.59000000</amtCurSold>
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            <amtCurPur>617000.00000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2024-10-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00010564"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>535422.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9476983.38000000</amtCurPur>
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            <settlementDt>2024-10-17</settlementDt>
            <unrealizedAppr>13752.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2024-11-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00015110"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-273027.14000000</valUSD>
        <pctVal>-0.06351510870</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>99560050.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>2831708.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-11-18</settlementDt>
            <unrealizedAppr>-273027.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00105484"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.57171000"/>
        <valUSD>6353.78000000</valUSD>
        <pctVal>0.001478098578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MIDLAND WALWYN CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>168614.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>275000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>6353.78000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00104754"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3921.28000000</valUSD>
        <pctVal>-0.00091221892</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>2890000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>85893.03000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-3921.28000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105532"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5107.22000000</valUSD>
        <pctVal>-0.00118810764</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>385000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>424570.69000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-5107.22000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105388"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-37.10000000</valUSD>
        <pctVal>-0.00000863068</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>180000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>213346.81000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-37.10000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00104793"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1006.46000000</valUSD>
        <pctVal>-0.00023413575</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>830000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>41336.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-1006.46000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2024-10-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00010316"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11576.98000000</valUSD>
        <pctVal>-0.00269318699</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <amtCurSold>4601410.48000000</amtCurSold>
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            <settlementDt>2024-10-17</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00107213"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1784.14000000</valUSD>
        <pctVal>-0.00041504974</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <settlementDt>2024-10-02</settlementDt>
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        <securityLending>
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      <invstOrSec>
        <name>Ceska republika</name>
        <lei>3157007EFDLQABN47912</lei>
        <title>CZECH REPUBLIC 4.900000% 04/14/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CZ0001006894"/>
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        <balance>1220000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CZK" exchangeRt="22.59400000"/>
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        <pctVal>0.013689353341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC 8.875000% MATURITY: PERPETUAL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2492482828"/>
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        <balance>210000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>Y</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>BARCLAYS PLC</name>
              <title>BARC 8.875 PERP</title>
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                <isin value="GB0031348658"/>
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          <currencyInfos>
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          <delta>XXXX</delta>
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        <securityLending>
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        <name>BNP PARIBAS</name>
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        <name>Bundesrepublik Deutschland</name>
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        <name>CITIGROUP GLOBAL MARKETS</name>
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          <other otherDesc="FX Forwards" value="CCTIDR__00005089"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTSEK__00105265"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00015518"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00105928"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ireland</name>
        <lei>549300KXBEJAOJ9OVF93</lei>
        <title>IRELAND GOVERNMENT BOND 1.500000% 05/15/2050</title>
        <cusip>N/A</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00104614"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>30700000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00106506"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00106477"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107292"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00103100"/>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTNZD__00102876"/>
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        <name>BNP PARIBAS</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTAUD__00105194"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>ROYAL BANK CANADA</counterpartyName>
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            <amtCurSold>83292.13000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (20 YEAR ISSUE) 0.900000% 06/20/2042</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP1201811N77"/>
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        <currencyConditional curCd="JPY" exchangeRt="143.04000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00106785"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>205626.65000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00106061"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74552000"/>
        <valUSD>3276.22000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>169757.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>129000.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106302"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-323.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>430000.00000000</amtCurSold>
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            <unrealizedAppr>-323.00000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-11-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00107498"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
        <valUSD>-107.25000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>165504.40000000</amtCurSold>
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            <unrealizedAppr>-107.25000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106031"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3951.46000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>29900000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00104995"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="143.04000000"/>
        <valUSD>-1190.70000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>257063.18000000</amtCurSold>
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            <amtCurPur>36600000.00000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105120"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4037.85000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>2950000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00104777"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.44144000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>ROYAL BANK CANADA</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00104809"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MORGAN STANLEY &amp; CO, INC</name>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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          <other otherDesc="FX Forwards" value="CCTBRL__00010826"/>
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      <invstOrSec>
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        <name>CITIGROUP GLOBAL MARKETS</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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          <other otherDesc="FX Forwards" value="CCTMXN__00007611"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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          <other otherDesc="FX Forwards" value="CCTMXN__00105432"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>17126.60000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105606"/>
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        <curCd>USD</curCd>
        <valUSD>-2981.60000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>1760000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00103038"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-8783.43000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>560000.00000000</amtCurSold>
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            <unrealizedAppr>-8783.43000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00106215"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MIDLAND WALWYN CAPITAL INC.</counterpartyName>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00005848"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00106216"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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          <other otherDesc="FX Forwards" value="CCTMXN__00106198"/>
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        <currencyConditional curCd="MXN" exchangeRt="19.60200000"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTSEK__00015254"/>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00104991"/>
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        <name>Bundesrepublik Deutschland</name>
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        <name>Pemerintah Republik Indonesia</name>
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        <title>INDONESIA GOVERNMENT 5.500000% 04/15/2026</title>
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        <name>Reino de Espana</name>
        <lei>9598007A56S18711AH60</lei>
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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTCAD__00105752"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTSEK__00103212"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>529900AQBND3S6YJLY83</lei>
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        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTJPY__00106895"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SUEZ SA</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>BNP PARIBAS</name>
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        <name>Republic of Singapore</name>
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        <name>BNP PARIBAS</name>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: SEK/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSEK__00106492"/>
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        <currencyConditional curCd="SEK" exchangeRt="10.13660000"/>
        <valUSD>945.70000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>137266.32000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00105307"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="THB" exchangeRt="32.17750000"/>
        <valUSD>26.60000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>594.95000000</amtCurSold>
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            <amtCurPur>20000.00000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>26.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106960"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-641.33000000</valUSD>
        <pctVal>-0.00014919448</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>58900000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>411131.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-641.33000000</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 of America</name>
        <lei>N/A</lei>
        <title>US LONG BOND(CBT) DEC24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="USZ24"/>
          <other otherDesc="Bloomberg Ticker" value="USZ4"/>
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        <balance>-7.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-869312.50000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US912810QE10"/>
                  <ticker value="UPZ24"/>
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            <curCd>USD</curCd>
            <unrealizedAppr>9612.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/RON SETTLE 2024-11-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00107376"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1735.82000000</valUSD>
        <pctVal>-0.00040380892</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>2788000.00000000</amtCurSold>
            <curSold>RON</curSold>
            <amtCurPur>623577.77000000</amtCurPur>
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            <settlementDt>2024-11-04</settlementDt>
            <unrealizedAppr>-1735.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00103358"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2829.61000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>128000.00000000</amtCurSold>
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            <unrealizedAppr>-2829.61000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105389"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3314.75000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>3200000.00000000</amtCurSold>
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            <unrealizedAppr>-3314.75000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-12-09</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00015478"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="19.60200000"/>
        <valUSD>-3438.74000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank N.A.</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>BRK - HSBC BANK PLC PAY - CHINA FIXING REPO RATE 7 DAYS</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>HSBC Bank N.A.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/DKK SETTLE 2024-11-04</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107373"/>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2024-11-04</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTGBP__00107441"/>
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      <invstOrSec>
        <name>Konungariket Sverige</name>
        <lei>ERE94C0BSULG2RM19605</lei>
        <title>SWEDISH GOVERNMENT 1.750000% 11/11/2033</title>
        <cusip>N/A</cusip>
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        <assetCat>DBT</assetCat>
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        <invCountry>SE</invCountry>

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      </invstOrSec>
      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTNZD__00105198"/>
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            <unrealizedAppr>2898.00000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00103206"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTJPY__00105919"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Bundesrepublik Deutschland</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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          <other otherDesc="FX Forwards" value="CCTMXN__00102844"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>People's Republic of China</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>OEC FINANCE LIMITED</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>BNP PARIBAS</name>
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        <name>BNP PARIBAS</name>
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        <name>Canada Housing Trust No. 1</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <name>ROYAL BANK CANADA</name>
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        <name>Japan</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>STATE STREET BANK</name>
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        <name>Repubblica Italiana</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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                <issuerName>Canada Govt. Bond Futures</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS SA MTN 4.750000% 11/13/2032</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR001400LZI6"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BRK - BNP PARIBAS SA LONDON</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="CDS370846"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK - BNP PARIBAS SA LONDON</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Province of British Columbia</name>
        <lei>54930058TO7MEKUHWL16</lei>
        <title>PROVINCE OF BRITISH COLUMBIA CANADA MTN 5.250000% 05/23/2034</title>
        <cusip>N/A</cusip>
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          <isin value="AU3CB0309763"/>
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        <balance>490000.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.44144000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00104984"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <valUSD>-1510.17000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <unrealizedAppr>-1510.17000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>N/A</lei>
        <title>LONG GILT FUTURE  DEC24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FLGZ4"/>
          <other otherDesc="Bloomberg Ticker" value="G Z4"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.K. Gilt Futures</issuerName>
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                  <isin value="GB0032452392"/>
                  <ticker value="GRZ24"/>
                  <other otherDesc="Other" value="N/A"/>
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            <unrealizedAppr>2304.27000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government of the Republic of Korea</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>KOREA TREASURY BOND 1.250000% 03/10/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KR103501GB34"/>
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        <balance>101780000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1307.70000000"/>
        <valUSD>76090.74000000</valUSD>
        <pctVal>0.017701213229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</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>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPEN__00015517"/>
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        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.71950000"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTRON__00107380"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00106033"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <title>FX Forward Contract: USD/COP SETTLE 2024-10-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00009782"/>
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        <name>AUTOSTRADE PER L'ITALIA S.P.A.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
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      <invstOrSec>
        <name>Republica de Colombia</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>TITULOS DE TESORERIA 5.750000% 11/03/2027</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105186"/>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>BNP PARIBAS</name>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <name>Estados Unidos Mexicanos</name>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTNOK__00103357"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>NO</invCountry>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>BANQUE FEDERATIVE DU CREDIT MUTUEL SA</name>
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          <isin value="FR001400AY79"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107233"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00105280"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00106122"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTEUR__00105001"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ceska republika</name>
        <lei>3157007EFDLQABN47912</lei>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <title>FX Forward Contract: CLP/USD SETTLE 2024-10-17</title>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>Royaume de Belgique</name>
        <lei>549300SZ25JZFHRHWD76</lei>
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        <name>STATE STREET BANK</name>
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        <name>MEDTRONIC INC</name>
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        <name>Koninkrijk der Nederlanden</name>
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        <name>Japan</name>
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      <invstOrSec>
        <name>ENGIE SA</name>
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          <isin value="FR001400KHH8"/>
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        <name>BARCLAYS CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTJPY__00103179"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00105007"/>
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
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          <other otherDesc="FX Forwards" value="CCTAUD__00106825"/>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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          <other otherDesc="FX Forwards" value="CCTGBP__00104263"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>People's Republic of China</name>
        <lei>300300CHN201808MOF68</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOLDMAN SACHS &amp; CO</name>
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        <name>BARCLAYS CAPITAL INC.</name>
        <lei>N/A</lei>
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        <name>United States of America</name>
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        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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        <name>CDP FINANCIERE INC.</name>
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        <name>New Zealand</name>
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      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00106817"/>
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        <valUSD>35.90000000</valUSD>
        <pctVal>0.000008351522</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MIDLAND WALWYN CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2519.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4017.00000000</amtCurPur>
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            <unrealizedAppr>35.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106133"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>246.34000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>145000.00000000</amtCurSold>
            <curSold>CHF</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: IDR/USD SETTLE 2024-10-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTIDR__00015442"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="15140.00000000"/>
        <valUSD>1176.87000000</valUSD>
        <pctVal>0.000273778738</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>108035.64000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>1176.87000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>WPC Eurobond B.V.</name>
        <lei>5493005XDMOLBARL5M14</lei>
        <title>WPC EUROBOND BV 1.350000% 04/15/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2052968596"/>
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        <balance>380000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
        <valUSD>397877.84000000</valUSD>
        <pctVal>0.092559495217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CHF-OLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.84355000"/>
        <valUSD>889.03000000</valUSD>
        <pctVal>0.000206817670</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>165076.24000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>140000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>889.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00107228"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-335.47000000</valUSD>
        <pctVal>-0.00007804137</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>61000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>81486.61000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-335.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00107437"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="355.85325000"/>
        <valUSD>203.11000000</valUSD>
        <pctVal>0.000047250078</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MIDLAND WALWYN CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>208436.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>74245000.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>203.11000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00107046"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-75.18000000</valUSD>
        <pctVal>-0.00001748934</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>420000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>41358.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-75.18000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105769"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3415.84000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>24200000.00000000</amtCurSold>
            <curSold>JPY</curSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106848"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-517.93000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/CLP SETTLE 2024-10-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00006007"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4802.66000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00015551"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="COP" exchangeRt="4174.03500000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00106219"/>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00104778"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00105852"/>
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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      <invstOrSec>
        <name>Reino de Espana</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>New Zealand</name>
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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
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      <invstOrSec>
        <name>HEWLETT PACKARD ENTERPRISE COMPANY</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
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          <other otherDesc="FX Forwards" value="CCTZAR__00105610"/>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00105412"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105668"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <name>European Union</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
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        <name>ROYAL BANK CANADA</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00098233"/>
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00008630"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00106667"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>165071.52000000</amtCurSold>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2024-12-09</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00015552"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00106502"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00106974"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MIDLAND WALWYN CAPITAL INC.</counterpartyName>
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            <amtCurSold>82035.98000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>Hellenic Republic</name>
        <lei>2138003EKTMKZ5598902</lei>
        <title>HELLENIC REPUBLIC GOVERNMENT BOND 144A 3.375000% 06/15/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GR0124040743"/>
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        <balance>370000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BANK OF AMERICA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTCZK__00104771"/>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTEUR__00105522"/>
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        <name>Republica de Colombia</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>TITULOS DE TESORERIA 7.750000% 09/18/2030</title>
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      <invstOrSec>
        <name>Romania</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 5.500000% 09/18/2028</title>
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        <name>Repubblica Italiana</name>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <title>FX Forward Contract: USD/CNY SETTLE 2024-10-17</title>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>529900AQBND3S6YJLY83</lei>
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        <name>MERCEDES-BENZ FINANCE NORTH AMERICA LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CPPIB CAPITAL INC.</name>
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      <invstOrSec>
        <name>ENGIE SA</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>STATE STREET BANK</name>
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      <invstOrSec>
        <name>Enbridge Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2024-10-02</title>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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        <name>ROYAL BANK CANADA</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>MIDLAND WALWYN CAPITAL INC.</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Ontario Teachers' Finance Trust</name>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2024-10-02</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>WELLS FARGO BROKERAGE SERVICES, LLC</name>
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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>Simon International Finance SCA</name>
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      <invstOrSec>
        <name>CREDIT AGRICOLE SA</name>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00103355"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
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          <other otherDesc="FX Forwards" value="CCTAUD__00105061"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Bayer Aktiengesellschaft</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Deutsche Bank Aktiengesellschaft</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>Romania</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>Nederlandse Waterschapsbank N.V.</name>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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        <name>Rzeczpospolita Polska</name>
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        <name>BNP PARIBAS</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>BNP PARIBAS</name>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>Robert Bosch Gesellschaft mit beschraenkter Haftung</name>
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        <name>Kingdom of Thailand</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>STATE STREET BANK</name>
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        <name>People's Republic of China</name>
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        <name>BNP PARIBAS</name>
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        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTEUR__00105006"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00104758"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107218"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>184000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN MORTGAGE TRUST</name>
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        <title>JP MORGAN MORTGAGE TRUST 2004-A5 JPMMT 2004-A5 3A1</title>
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          <isin value="US466247FZ18"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTNZD__00104386"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00105188"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>Statsministerens Kontor</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTMYR__00107384"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Morgan Stanley &amp; Co International</name>
        <lei>4PQUHN3JPFGFNF3BB653</lei>
        <title>Credit Default Swap</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2024-10-17</title>
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          <other otherDesc="FX Forwards" value="CCTCOP__00010700"/>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00104659"/>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UK TSY GILT 3.500000% 01/22/2045</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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      <invstOrSec>
        <name>New Zealand</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
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        <name>Bundeskanzleramt Oesterreich</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <name>BNP PARIBAS</name>
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        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>212101.17000000</amtCurSold>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTJPY__00105793"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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          <other otherDesc="FX Forwards" value="CCTNOK__00105472"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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          <other otherDesc="FX Forwards" value="CCTCOP__00010701"/>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
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        <name>BARCLAYS CAPITAL INC.</name>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00104280"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00015525"/>
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        <name>BRK - JPMORGAN CHASE BANK LONDON</name>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BRK - JPMORGAN CHASE BANK LONDON</counterpartyName>
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      <invstOrSec>
        <name>WELLS FARGO BROKERAGE SERVICES, LLC</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00007502"/>
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      <invstOrSec>
        <name>Slovenska Republika</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>STATE STREET BANK</name>
        <lei>N/A</lei>
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        <name>BNP PARIBAS</name>
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        <name>STATE STREET BANK</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>PRINCIPAL LIFE GLOBAL FUNDING II</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Canada</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
        <title>CANADIAN GOVERNMENT 2.250000% 06/01/2029</title>
        <cusip>135087J39</cusip>
        <identifiers>
          <isin value="CA135087J397"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>2.25000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>INTESA SANPAOLO SPA</name>
        <lei>2W8N8UU78PMDQKZENC08</lei>
        <title>INTESA SANPAOLO SPA MTN 5.125000% 08/29/2031</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2673808726"/>
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        <balance>234000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BUXL 30Y BND DEC24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBXZ4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Short</payOffProf>
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                <issuerName>Germany Govt. Bond Futures</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <title>FX Forward Contract: CLP/USD SETTLE 2024-10-17</title>
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          <other otherDesc="FX Forwards" value="CCTCLP__00008219"/>
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        <currencyConditional curCd="CLP" exchangeRt="897.90000000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <amtCurSold>238424.70000000</amtCurSold>
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            <unrealizedAppr>9510.10000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00105273"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74552000"/>
        <valUSD>2140.07000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>85047.40000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Republic of Singapore</name>
        <lei>549300ZSV6VOGFH1ER70</lei>
        <title>SINGAPORE GOVERNMENT 3.375000% 09/01/2033</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SG3261987691"/>
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        <balance>472000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="SGD" exchangeRt="1.28200000"/>
        <valUSD>390117.94000000</valUSD>
        <pctVal>0.090754286797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FUNDING</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLOBAL FUNDING MTN 5.000000% 06/06/2029</title>
        <cusip>64952WFG3</cusip>
        <identifiers>
          <isin value="US64952WFG33"/>
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        <balance>369000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>382825.55000000</valUSD>
        <pctVal>0.089057836607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>Cooperatieve Rabobank U.A.</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>COOPERATIEVE RABOBANK UA MTN 4.625000% 01/27/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2550081454"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
        <valUSD>231654.65000000</valUSD>
        <pctVal>0.053890504354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</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>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106036"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>691.83000000</valUSD>
        <pctVal>0.000160942453</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>6000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>42638.14000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>691.83000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00107091"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.60200000"/>
        <valUSD>-7.42000000</valUSD>
        <pctVal>-0.00000172613</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>96936.30000000</amtCurSold>
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            <amtCurPur>1900000.00000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-7.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CHF-OLD"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.84355000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurPur>145000.00000000</amtCurPur>
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        <securityLending>
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      <invstOrSec>
        <name>CREDIT AGRICOLE SA</name>
        <lei>969500TJ5KRTCJQWXH05</lei>
        <title>CREDIT AGRICOLE SA MTN 3.750000% 01/22/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR001400N2M9"/>
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        <balance>900000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00103208"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-48997.06000000</valUSD>
        <pctVal>-0.01139833055</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurPur>2384658.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00103335"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-533.78000000</valUSD>
        <pctVal>-0.00012417481</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>860000.00000000</amtCurSold>
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            <amtCurPur>84307.29000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-533.78000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00106498"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.57171000"/>
        <valUSD>1806.93000000</valUSD>
        <pctVal>0.000420351454</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MIDLAND WALWYN CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CADENT FINANCE PLC</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Commonwealth of Australia</name>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>Estados Unidos Mexicanos</name>
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        <name>ROYAL BANK CANADA</name>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
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        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTEUR__00107139"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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          <other otherDesc="FX Forwards" value="CCTMXN__00104656"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00106819"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00107463"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
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        <cusip>N/A</cusip>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105387"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>AMGEN INC.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00007292"/>
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      <invstOrSec>
        <name>Ceska republika</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO</name>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>N/A</lei>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BARCLAYS CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>THE SOUTHERN COMPANY</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTNZD__00105742"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>169597.45000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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          <other otherDesc="FX Forwards" value="CCTJPY__00104992"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00103197"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>Japan</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <name>BNP PARIBAS</name>
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        <name>BNP PARIBAS</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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      <invstOrSec>
        <name>NTT FINANCE CORPORATION</name>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>Kerajaan Malaysia</name>
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        <name>New South Wales Treasury Corporation</name>
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        <name>BNP PARIBAS</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>MSD Netherlands Capital B.V.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Becton Dickinson Euro Finance S.a r.l.</name>
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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
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        <name>CITIGROUP GLOBAL MARKETS</name>
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        <name>WELLS FARGO BROKERAGE SERVICES, LLC</name>
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        <name>BNP PARIBAS</name>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>Estados Unidos Mexicanos</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>European Union</name>
        <lei>529900FZRK8FGMPEOM08</lei>
        <title>EUROPEAN UNION MTN 3.750000% 04/04/2042</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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          <other otherDesc="FX Forwards" value="CCTMXN__00107221"/>
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      <invstOrSec>
        <name>INTEL CORPORATION</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTEUR__00106626"/>
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        <name>Republica de Colombia</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00106740"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00106464"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTIDR__00015708"/>
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        <name>Japan</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <title>FX Forward Contract: USD/CNY SETTLE 2024-10-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00005096"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00106104"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <name>Repubblica Italiana</name>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>CITIGROUP GLOBAL MARKETS</name>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTAUD__00106066"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>84465.63000000</amtCurSold>
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            <amtCurPur>125000.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00104393"/>
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        <valUSD>3820.69000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MIDLAND WALWYN CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>167966.73000000</amtCurSold>
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            <amtCurPur>270000.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106470"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>38000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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            <unrealizedAppr>9.32000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-25</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00015519"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>40085000.00000000</amtCurSold>
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            <unrealizedAppr>-1709.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2024-11-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00107500"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-382.38000000</valUSD>
        <pctVal>-0.00008895418</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>240000.00000000</amtCurSold>
            <curSold>AUD</curSold>
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            <curPur>USD</curPur>
            <settlementDt>2024-11-04</settlementDt>
            <unrealizedAppr>-382.38000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-11-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00107458"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
        <valUSD>-145.40000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>41494.69000000</amtCurSold>
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            <unrealizedAppr>-145.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2024-12-09</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00015418"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7299.30000000</valUSD>
        <pctVal>-0.00169805768</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>448330900.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>335501.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-12-09</settlementDt>
            <unrealizedAppr>-7299.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>South Australian Government Financing Authority</name>
        <lei>254900TDPILDN6AUAD69</lei>
        <title>SOUTH AUST GOVT FIN AUTH 4.750000% 05/24/2038</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU3SG0002751"/>
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        <balance>1002000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.44144000"/>
        <valUSD>671131.88000000</valUSD>
        <pctVal>0.156127388339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-11-01</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00107358"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="143.04000000"/>
        <valUSD>1034.51000000</valUSD>
        <pctVal>0.000240661111</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>110514.54000000</amtCurSold>
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            <unrealizedAppr>1034.51000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00104298"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-682.97000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00103162"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-20958.27000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105544"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>UBISOFT ENTERTAINMENT SA</name>
        <lei>969500I7C8V1LBIMSM05</lei>
        <title>UBISOFT ENTERTAINMENT SA 0.878000% 11/24/2027</title>
        <cusip>N/A</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2024-10-02</title>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="CHF-OLD"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>82402.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>70000.00000000</amtCurPur>
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      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00007387"/>
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        <currencyConditional curCd="HUF" exchangeRt="355.85325000"/>
        <valUSD>164.31000000</valUSD>
        <pctVal>0.000038223919</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>8493.83000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106303"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1596.34000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>125000.00000000</amtCurSold>
            <curSold>AUD</curSold>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105664"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2024-10-28</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00015482"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>473251.30000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/NOK SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105971"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-651.74000000</valUSD>
        <pctVal>-0.00015161619</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>910000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00103345"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3360.59000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>128000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105741"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>6100000.00000000</amtCurSold>
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      <invstOrSec>
        <name>BANK OF AMERICA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00103191"/>
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        <balance>1.00000000</balance>
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        <valUSD>-1079.62000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>271062.80000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2024-11-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00107433"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="PLN" exchangeRt="3.83630000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>STATE STREET BANK</counterpartyName>
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            <amtCurSold>88546.44000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00098236"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105384"/>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00103233"/>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2024-10-02</title>
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          <ticker value="CHF-OLD"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>172508.97000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTAUD__00105304"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>169783.34000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>255000.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00103244"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.74552000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>56848.18000000</amtCurSold>
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            <amtCurPur>43000.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00103131"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7204.54000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>1436000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>1709533.98000000</amtCurPur>
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            <unrealizedAppr>7204.54000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00104767"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.83630000"/>
        <valUSD>220.42000000</valUSD>
        <pctVal>0.000051276954</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STATE STREET BANK</counterpartyName>
              <counterpartyLei>549300ZFEEJ2IP5VME73</counterpartyLei>
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            <amtCurSold>84496.63000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>325000.00000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>220.42000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00106828"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.35095000"/>
        <valUSD>-78.20000000</valUSD>
        <pctVal>-0.00001819189</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STATE STREET BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>40790.29000000</amtCurSold>
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            <amtCurPur>55000.00000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-78.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105383"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2574.22000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>24200000.00000000</amtCurSold>
            <curSold>JPY</curSold>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>2574.22000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US LONG BOND(CBT) DEC24 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="USZ24"/>
          <other otherDesc="Bloomberg Ticker" value="USZ4"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US912810QE10"/>
                  <ticker value="UPZ24"/>
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            <unrealizedAppr>-751.49000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00103177"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>182.49000000</valUSD>
        <pctVal>0.000042453186</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>55000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105073"/>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>Reino de Espana</name>
        <lei>9598007A56S18711AH60</lei>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCOP__00015766"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00106476"/>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <title>FX Forward Contract: NOK/USD SETTLE 2024-10-02</title>
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        <name>CITIGROUP GLOBAL MARKETS</name>
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          <other otherDesc="FX Forwards" value="CCTMXN__00105583"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>34334.41000000</amtCurSold>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
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          <ticker value="FGBLZ4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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                <issuerName>Germany Govt. Bond Futures</issuerName>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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          <other otherDesc="FX Forwards" value="CCTKRW__00011734"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>565705.73000000</amtCurSold>
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      <invstOrSec>
        <name>Pemerintah Republik Indonesia</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00106042"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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            <amtCurSold>29900000.00000000</amtCurSold>
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      <invstOrSec>
        <name>Statsministerens Kontor</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105029"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00102875"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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          <other otherDesc="FX Forwards" value="CCTTHB__00105735"/>
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        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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          <ticker value="YTCZ4"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>268123.34000000</amtCurSold>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105617"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00107018"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
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        <title>FX Forward Contract: NOK/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNOK__00104469"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00105581"/>
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        <currencyConditional curCd="CAD" exchangeRt="1.35095000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STATE STREET BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>84694.13000000</amtCurSold>
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            <amtCurPur>115000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSEK__00104477"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.13660000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>84858.94000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105770"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <title>FX Forward Contract: USD/MXN SETTLE 2024-10-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00008143"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00104788"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105382"/>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
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          <other otherDesc="FX Forwards" value="CCTCAD__00107016"/>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>Republica de Colombia</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00015245"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00103229"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>95000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/NOK SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106473"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>340000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/RON SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00103147"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>545000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105699"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00107044"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTSGD__00015526"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105016"/>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
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          <other otherDesc="FX Forwards" value="CCTAUD__00106479"/>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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      <invstOrSec>
        <name>Volkswagen Leasing Gesellschaft mit beschraenkter Haftung</name>
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        <name>CREDIT AGRICOLE SA</name>
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        <name>Romania</name>
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        <name>Government of the Republic of Korea</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Republique Francaise</name>
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          <ticker value="FOATZ4"/>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00106437"/>
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      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTNZD__00103211"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Repubblica Italiana</name>
        <lei>815600DE60799F5A9309</lei>
        <title>ITALY BUONI POLIENNALI DEL TESORO 144A 4.500000% 10/01/2053</title>
        <cusip>N/A</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <title>FX Forward Contract: CLP/USD SETTLE 2024-10-17</title>
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          <other otherDesc="FX Forwards" value="CCTCLP__00011739"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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        <name>Japan</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-10-02</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Kerajaan Malaysia</name>
        <lei>254900GSIL471JOBYY43</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: SGD/USD SETTLE 2024-10-02</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTNZD__00105483"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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            <amtCurSold>254243.53000000</amtCurSold>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00104783"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTSEK__00106669"/>
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        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>PSP Capital Inc.</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <name>ROYAL BANK CANADA</name>
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        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
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        <name>OEC FINANCE LIMITED</name>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>BNP PARIBAS</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>CITIGROUP GLOBAL MARKETS</name>
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        <name>ELECTRICITE DE FRANCE SA</name>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>BNP PARIBAS</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>BNP PARIBAS</name>
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        <name>Abertis Infraestructuras Finance B.V.</name>
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        <name>BNP PARIBAS</name>
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        <name>Reino de Espana</name>
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        <name>Republica de Colombia</name>
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        <name>MIDLAND WALWYN CAPITAL INC.</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105419"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Repubblica Italiana</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/NOK SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105259"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Mizuho Financial Group, Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <identifiers>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTZAR__00106842"/>
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        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107434"/>
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        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00106135"/>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <name>ROYAL BANK CANADA</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCNY__00105708"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107192"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Government of the Republic of Korea</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>KOREA TREASURY BOND 3.375000% 06/10/2032</title>
        <cusip>N/A</cusip>
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        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSEK__00107050"/>
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        <currencyConditional curCd="SEK" exchangeRt="10.13660000"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00107214"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106440"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CaixaBank, S.A.</name>
        <lei>7CUNS533WID6K7DGFI87</lei>
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        <cusip>N/A</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Romania</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 2.750000% 04/14/2041</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2330514899"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-17</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2024-11-04</title>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2024-10-02</title>
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        <name>NATIONAL GRID PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>148000.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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          <other otherDesc="FX Forwards" value="CCTMXN__00105302"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105306"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Schweizerische Eidgenossenschaft</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTHUF__00015135"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>N/A</lei>
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          <ticker value="CHF-OLD"/>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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        <name>ROYAL BANK CANADA</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTNOK__00107446"/>
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        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>Japan</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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      <invstOrSec>
        <name>THE KROGER CO.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/NOK SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105607"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>Koninkrijk der Nederlanden</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <title>FX Forward Contract: JPY/USD SETTLE 2024-10-02</title>
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        <name>Repubblica Italiana</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>Royaume de Belgique</name>
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        <name>BNP PARIBAS</name>
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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        <name>WELLS FARGO BROKERAGE SERVICES, LLC</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Republica de Colombia</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>TITULOS DE TESORERIA 7.500000% 08/26/2026</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Republique Francaise</name>
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        <cusip>N/A</cusip>
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        <name>CNPC Global Capital Limited</name>
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      <invstOrSec>
        <name>Koninkrijk der Nederlanden</name>
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        <title>NETHERLANDS GOVERNMENT BOND 144A 2.500000% 01/15/2030</title>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>Santander Holdings USA, Inc.</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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        <name>New Zealand</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>BNP PARIBAS</name>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>STATE STREET BANK</name>
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        <name>UBS Group AG</name>
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        <name>BNP PARIBAS</name>
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        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTCAD__00106831"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>STATE STREET BANK</counterpartyName>
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        <securityLending>
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        <isRestrictedSec>N</isRestrictedSec>

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          <futrDeriv derivCat="FUT">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US91282CKW00"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00106284"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>153000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTJPY__00106839"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00103334"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
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        <title>US 5YR NOTE (CBT) DEC24 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="FVZ24"/>
          <other otherDesc="Bloomberg Ticker" value="FVZ4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
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              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105905"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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        <name>Commonwealth of Australia</name>
        <lei>213800J6B7JSBDETCB42</lei>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTMXN__00106889"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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        <name>CADENT FINANCE PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105737"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>75000.00000000</amtCurSold>
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            <amtCurPur>88680.19000000</amtCurPur>
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            <unrealizedAppr>-229.77000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
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          <ticker value="AULZ24"/>
          <other otherDesc="Bloomberg Ticker" value="WNZ4"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105277"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2085.02000000</valUSD>
        <pctVal>-0.00048504435</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>1690000.00000000</amtCurSold>
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            <unrealizedAppr>-2085.02000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-11-01</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00107355"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="143.04000000"/>
        <valUSD>1024.59000000</valUSD>
        <pctVal>0.000238353393</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>110524.46000000</amtCurSold>
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            <amtCurPur>15880000.00000000</amtCurPur>
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            <settlementDt>2024-11-01</settlementDt>
            <unrealizedAppr>1024.59000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>New Zealand</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>NEW ZEALAND GOVERNMENT 4.250000% 05/15/2036</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NZGOVDT536C9"/>
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        <balance>2239000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="NZD" exchangeRt="1.57171000"/>
        <valUSD>1399757.85000000</valUSD>
        <pctVal>0.325629796380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Rzeczpospolita Polska</name>
        <lei>259400R9L8QEP0TPXS31</lei>
        <title>POLAND GOVERNMENT BOND 1.750000% 04/25/2032</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="PL0000113783"/>
        </identifiers>
        <balance>719000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="PLN" exchangeRt="3.83630000"/>
        <valUSD>148842.73000000</valUSD>
        <pctVal>0.034625723201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</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>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00106270"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.44144000"/>
        <valUSD>677.21000000</valUSD>
        <pctVal>0.000157541359</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>44416.59000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>65000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>677.21000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00105618"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
        <valUSD>1854.64000000</valUSD>
        <pctVal>0.000431450372</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>213542.34000000</amtCurSold>
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            <amtCurPur>193000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>1854.64000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CHF-OLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.84355000"/>
        <valUSD>-903.15000000</valUSD>
        <pctVal>-0.00021010244</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>172795.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>145000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-903.15000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00104813"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.60200000"/>
        <valUSD>596.86000000</valUSD>
        <pctVal>0.000138849301</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>24910.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>596.86000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: RON/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTRON__00103134"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RON" exchangeRt="4.45840000"/>
        <valUSD>77.51000000</valUSD>
        <pctVal>0.000018031379</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>RO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
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            <amtCurPur>200000.00000000</amtCurPur>
            <curPur>RON</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>77.51000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106287"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>200.87000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurPur>84917.92000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>200.87000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Ontario Teachers' Finance Trust</name>
        <lei>635400ZZE5J8OXXBBY26</lei>
        <title>ONTARIO TEACHERS' FINANC 0.500000% 05/06/2025</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2162004209"/>
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        <balance>1066000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-06</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00104806"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>112.76000000</valUSD>
        <pctVal>0.000026231691</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurPur>101909.70000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>112.76000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00102890"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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          <other otherDesc="FX Forwards" value="CCTMXN__00104669"/>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
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          <other otherDesc="FX Forwards" value="CCTAUD__00107090"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>ROYAL BANK CANADA</counterpartyName>
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      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>815600DE60799F5A9309</lei>
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        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTEUR__00106059"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Kingdom of Thailand</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Commonwealth of Australia</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>Wintershall Dea Finance 2 B.V.</name>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105431"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>192000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN TREASURY DISC BILL ZERO COUPON 11/18/2024</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP1742501Q80"/>
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        <balance>250000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="143.04000000"/>
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        <pctVal>0.406551002482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-18</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>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106295"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-202.08000000</valUSD>
        <pctVal>-0.00004701046</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>430000.00000000</amtCurSold>
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            <unrealizedAppr>-202.08000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00106269"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74552000"/>
        <valUSD>2467.01000000</valUSD>
        <pctVal>0.000573907811</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>213800IQAOC5HG62T347</counterpartyLei>
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            <amtCurSold>213489.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>161000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>2467.01000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-11-01</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00107357"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="143.04000000"/>
        <valUSD>1020.93000000</valUSD>
        <pctVal>0.000237501956</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>110247.14000000</amtCurSold>
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            <amtCurPur>15840000.00000000</amtCurPur>
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            <unrealizedAppr>1020.93000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>BRK - BARCLAYS BANK PLC PAY - 2.2935%</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="IRS960822"/>
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        <balance>3893461.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9181.86000000</valUSD>
        <pctVal>0.002136003168</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>213800IQAOC5HG62T347</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>-3893461.00000000</notionalAmt>
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            <unrealizedAppr>9181.86000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106299"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-361.62000000</valUSD>
        <pctVal>-0.00008412472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>153000.00000000</amtCurSold>
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            <amtCurPur>170393.50000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-361.62000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Romania</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.875000% 10/29/2035</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1313004928"/>
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        <balance>315000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
        <valUSD>303159.64000000</valUSD>
        <pctVal>0.070524921038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00107184"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-123.13000000</valUSD>
        <pctVal>-0.00002864409</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>73000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106039"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>Hellenic Republic</name>
        <lei>2138003EKTMKZ5598902</lei>
        <title>HELLENIC REPUBLIC GOVERNMENT BOND 144A 4.125000% 06/15/2054</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GR0138018842"/>
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        <balance>441000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Canada</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
        <title>CANADA GOVERNMENT 4.625000% 04/30/2029</title>
        <cusip>43358BAA1</cusip>
        <identifiers>
          <isin value="US43358BAA17"/>
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        <balance>270000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105576"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00105896"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>43766.09000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106291"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-759.01000000</valUSD>
        <pctVal>-0.00017657073</pctVal>
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        <assetCat>DFE</assetCat>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCNY__00106558"/>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTJPY__00105696"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00104860"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>Government of the Republic of Korea</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>KOREA TREASURY BOND 2.625000% 09/10/2035</title>
        <cusip>N/A</cusip>
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          <isin value="KR103502G594"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105434"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00105768"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>43622.22000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00107506"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00106826"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Romania</name>
        <lei>315700IASY927EDWBK92</lei>
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      <invstOrSec>
        <name>Ireland</name>
        <lei>549300KXBEJAOJ9OVF93</lei>
        <title>IRELAND GOVERNMENT BOND 0.200000% 10/18/2030</title>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2024-10-02</title>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>BARCLAYS CAPITAL INC.</name>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-11-01</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00107296"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>213800IQAOC5HG62T347</counterpartyLei>
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            <amtCurSold>164510.22000000</amtCurSold>
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            <amtCurPur>23700000.00000000</amtCurPur>
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            <unrealizedAppr>1970.41000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: SGD/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSGD__00104502"/>
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        <currencyConditional curCd="SGD" exchangeRt="1.28200000"/>
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        <pctVal>0.000174656165</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>38250.78000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50000.00000000</amtCurPur>
            <curPur>SGD</curPur>
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            <unrealizedAppr>750.78000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00105604"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="143.04000000"/>
        <valUSD>-1258.01000000</valUSD>
        <pctVal>-0.00029265457</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>213800IQAOC5HG62T347</counterpartyLei>
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            <amtCurSold>210989.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-1258.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2024-12-09</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00015513"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-813.40000000</valUSD>
        <pctVal>-0.00018922364</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
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            <amtCurSold>61000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>41526.56000000</amtCurPur>
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            <settlementDt>2024-12-09</settlementDt>
            <unrealizedAppr>-813.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2024-11-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00107476"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.57171000"/>
        <valUSD>73.97000000</valUSD>
        <pctVal>0.000017207859</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MIDLAND WALWYN CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>123956.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>195000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2024-11-04</settlementDt>
            <unrealizedAppr>73.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00104654"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-302.34000000</valUSD>
        <pctVal>-0.00007033424</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>12300000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>85687.59000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-302.34000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTTHB__00104775"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="32.17750000"/>
        <valUSD>1766.03000000</valUSD>
        <pctVal>0.000410836766</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>213800IQAOC5HG62T347</counterpartyLei>
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            <amtCurSold>43296.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1450000.00000000</amtCurPur>
            <curPur>THB</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>1766.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: SEK/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSEK__00105975"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.13660000"/>
        <valUSD>638.94000000</valUSD>
        <pctVal>0.000148638496</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>171016.25000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1740000.00000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>638.94000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00105756"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="355.85325000"/>
        <valUSD>1.89000000</valUSD>
        <pctVal>0.000000439676</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MIDLAND WALWYN CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>560.14000000</amtCurSold>
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            <amtCurPur>200000.00000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>1.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00104276"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-823.36000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>145000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: HKD/USD SETTLE 2025-05-12</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHKD__00105706"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.76750000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2024-10-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00010311"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>N/A</lei>
        <title>EURO-BTP FUTURE   DEC24 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="FBTPZ4"/>
          <other otherDesc="Bloomberg Ticker" value="IKZ4"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>Italy Govt. Bond Futures</issuerName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00105853"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MORGAN STANLEY &amp; CO, INC</name>
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          <other otherDesc="FX Forwards" value="CCTMXN__00007754"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Romania</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>ROMANIA GOVERNMENT BOND 4.750000% 10/11/2034</title>
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          <isin value="RO4KELYFLVK4"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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          <other otherDesc="FX Forwards" value="CCTSGD__00105791"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <amtCurSold>3851.36000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Republic of Singapore</name>
        <lei>549300ZSV6VOGFH1ER70</lei>
        <title>SINGAPORE GOVERNMENT 2.375000% 06/01/2025</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SG31A0000001"/>
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        <balance>2779000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-11-04</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107461"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>37000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00106844"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>130000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CPPIB CAPITAL INC.</name>
        <lei>549300KW9NB55HTDK075</lei>
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          <isin value="XS2152308727"/>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>BRK - DEUTSCHE BANK AG LONDON PAY - 2.115%</title>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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          <other otherDesc="FX Forwards" value="CCTNOK__00107052"/>
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        <invCountry>NO</invCountry>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107367"/>
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      <invstOrSec>
        <name>People's Republic of China</name>
        <lei>300300CHN201808MOF68</lei>
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      <invstOrSec>
        <name>Kerajaan Malaysia</name>
        <lei>254900GSIL471JOBYY43</lei>
        <title>MALAYSIA GOVERNMENT 3.757000% 05/22/2040</title>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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      <invstOrSec>
        <name>New South Wales Treasury Corporation</name>
        <lei>TC7LRO17HPNPLTAV0H77</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>OMERS Finance Trust</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107377"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO</name>
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          <other otherDesc="FX Forwards" value="CCTRON__00107413"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTMXN__00104671"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
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          <other otherDesc="FX Forwards" value="CCTAUD__00106784"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107505"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>14657000.00000000</amtCurSold>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTJPY__00106786"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00103356"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>Schweizerische Eidgenossenschaft</name>
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        <name>WELLS FARGO BROKERAGE SERVICES, LLC</name>
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        <name>ROYAL BANK CANADA</name>
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        <name>BNP PARIBAS</name>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>MIDLAND WALWYN CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTNZD__00105858"/>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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      <invstOrSec>
        <name>New Zealand</name>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
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        <name>BARCLAYS BANK PLC</name>
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        <name>BNP PARIBAS</name>
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        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTJPY__00105203"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC MTN 5.262000% 01/29/2034</title>
        <cusip>N/A</cusip>
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          <isin value="XS2560422581"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105764"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00106697"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTJPY__00105005"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTCNY__00107488"/>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
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        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>FORD MOTOR CREDIT COMPANY LLC</name>
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      <invstOrSec>
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              <counterpartyName>MIDLAND WALWYN CAPITAL INC.</counterpartyName>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTEUR__00105002"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>382492.84000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>344000.00000000</amtCurPur>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <ticker value="CHF-OLD"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>82348.19000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00008817"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <valUSD>-4551.16000000</valUSD>
        <pctVal>-0.00105874977</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>675732.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13192330.48000000</amtCurPur>
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            <unrealizedAppr>-4551.16000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106032"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4143.71000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>29900000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00106499"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.44144000"/>
        <valUSD>1661.34000000</valUSD>
        <pctVal>0.000386482423</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>85057.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>125000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>1661.34000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00103157"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
        <valUSD>-2.45000000</valUSD>
        <pctVal>-0.00000056995</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>498875.24000000</amtCurSold>
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            <unrealizedAppr>-2.45000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: SGD/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSGD__00103169"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.28200000"/>
        <valUSD>619.07000000</valUSD>
        <pctVal>0.000144016079</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>42282.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>55000.00000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>619.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105744"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-86.92000000</valUSD>
        <pctVal>-0.00002022045</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>3000.00000000</amtCurSold>
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            <amtCurPur>3937.12000000</amtCurPur>
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            <unrealizedAppr>-86.92000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00105787"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="355.85325000"/>
        <valUSD>4.71000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MIDLAND WALWYN CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>25567.63000000</amtCurSold>
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            <settlementDt>2024-10-02</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106955"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>0.000146463378</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2024-10-02</title>
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        <identifiers>
          <ticker value="CHF-OLD"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>170979.15000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00105734"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="143.04000000"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTEUR__00105477"/>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>TDF INFRASTRUCTURE SAS</name>
        <lei>969500BWNQ1B0PI06I59</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTNZD__00107086"/>
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      <invstOrSec>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107276"/>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>Republika Slovenija</name>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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      <invstOrSec>
        <name>COMPAGNIE DE CHEMIN DE FER CANADIEN PACIFIQUE</name>
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        <name>BNP PARIBAS</name>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00015222"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00103198"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>570000.00000000</amtCurSold>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00103172"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>635000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CK Hutchison Group Telecom Finance S.A.</name>
        <lei>254900OM17Q9YNDIUG82</lei>
        <title>CK HUTCHISON GROUP TELECOM FINANCE SA 2.625000% 10/17/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2057072477"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105445"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-10142.47000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>415000.00000000</amtCurSold>
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            <unrealizedAppr>-10142.47000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/NOK SETTLE 2024-12-09</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00015527"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>647.13000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>2558000.00000000</amtCurSold>
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            <amtCurPur>243682.09000000</amtCurPur>
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            <settlementDt>2024-12-09</settlementDt>
            <unrealizedAppr>647.13000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00106556"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>123947.15000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: HUF/USD SETTLE 2024-11-04</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTHUF__00107298"/>
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        <currencyConditional curCd="HUF" exchangeRt="355.85325000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MIDLAND WALWYN CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>16334.91000000</amtCurSold>
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            <amtCurPur>5800000.00000000</amtCurPur>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: NOK/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNOK__00105300"/>
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        <currencyConditional curCd="NOK" exchangeRt="10.53265000"/>
        <valUSD>5059.36000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/NOK SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00103180"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105417"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Development Bank of Japan Inc.</name>
        <lei>5493001HGBABMWFZUI25</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2024-11-04</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Province of British Columbia</name>
        <lei>54930058TO7MEKUHWL16</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00104503"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>33440.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>760000.00000000</amtCurPur>
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            <unrealizedAppr>196.48000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00106118"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>212606.49000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>EUR</curPur>
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            <unrealizedAppr>558.39000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00104774"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.83630000"/>
        <valUSD>156.17000000</valUSD>
        <pctVal>0.000036330287</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STATE STREET BANK</counterpartyName>
              <counterpartyLei>549300ZFEEJ2IP5VME73</counterpartyLei>
            </counterparties>
            <amtCurSold>102807.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>395000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>156.17000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <title>FX Forward Contract: NOK/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNOK__00104810"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.53265000"/>
        <valUSD>921.70000000</valUSD>
        <pctVal>0.000214417788</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>84526.88000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>900000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>921.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00106501"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="143.04000000"/>
        <valUSD>858.65000000</valUSD>
        <pctVal>0.000199750281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>213800IQAOC5HG62T347</counterpartyLei>
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            <amtCurSold>169023.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>24300000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>858.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00103127"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="19.60200000"/>
        <valUSD>4535.73000000</valUSD>
        <pctVal>0.001055160245</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>658661.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13000000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>4535.73000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00105603"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.44144000"/>
        <valUSD>1593.44000000</valUSD>
        <pctVal>0.000370686646</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>43500.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>65000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>1593.44000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00106220"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74552000"/>
        <valUSD>2563.70000000</valUSD>
        <pctVal>0.000596401091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>170469.89000000</amtCurSold>
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            <amtCurPur>129000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>2563.70000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00106702"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-229.00000000</valUSD>
        <pctVal>-0.00005327294</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>29700000.00000000</amtCurSold>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-229.00000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank N.A.</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>BRK - HSBC BANK PLC PAY - CHINA FIXING REPO RATE 7 DAYS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="IRS960327"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>HSBC Bank N.A.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2024-11-04</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00107494"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105119"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC 2.100000% 03/22/2028</title>
        <cusip>92343VGH1</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2024-10-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00103359"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1477.42000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00103339"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2024-10-08</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00098230"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00005862"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
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        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTMXN__00103340"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>Rzeczpospolita Polska</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <name>BNP PARIBAS</name>
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        <name>Reino de Espana</name>
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        <name>Estados Unidos Mexicanos</name>
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        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ceska republika</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <name>Estados Unidos Mexicanos</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <name>Kerajaan Malaysia</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>BNP PARIBAS</name>
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        <name>GOLDMAN SACHS &amp; CO</name>
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        <title>FX Forward Contract: SEK/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTSEK__00106142"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>169717.68000000</amtCurSold>
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            <amtCurPur>1730000.00000000</amtCurPur>
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            <unrealizedAppr>950.99000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK CANADA</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00106443"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.44144000"/>
        <valUSD>4446.73000000</valUSD>
        <pctVal>0.001034455912</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>ROYAL BANK CANADA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>231428.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>340000.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: HKD/USD SETTLE 2025-06-18</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHKD__00105703"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.76750000"/>
        <valUSD>291.08000000</valUSD>
        <pctVal>0.000067714798</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS &amp; CO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>340088.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2635000.00000000</amtCurPur>
            <curPur>HKD</curPur>
            <settlementDt>2025-06-18</settlementDt>
            <unrealizedAppr>291.08000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Reino de Espana</name>
        <lei>9598007A56S18711AH60</lei>
        <title>SPAIN GOVERNMENT BOND 144A 3.450000% 10/31/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0000012N35"/>
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        <balance>1673000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
        <valUSD>1950594.17000000</valUSD>
        <pctVal>0.453772473858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</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>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-11-01</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00107288"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>40.66000000</valUSD>
        <pctVal>0.000009458855</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>25000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>27976.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-11-01</settlementDt>
            <unrealizedAppr>40.66000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT DEC24 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YTCZ4"/>
        </identifiers>
        <balance>6.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.44144000"/>
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        <pctVal>0.112710654432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="AUST 10Y BOND FUT DEC24"/>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00106544"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="143.04000000"/>
        <valUSD>777.59000000</valUSD>
        <pctVal>0.000180893054</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>213800IQAOC5HG62T347</counterpartyLei>
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            <amtCurSold>169104.96000000</amtCurSold>
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            <amtCurPur>24300000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>777.59000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DISCOVERY COMMUNICATIONS, LLC</name>
        <lei>L2Z2MO2EQURH3BREWI15</lei>
        <title>DISCOVERY COMMUNICATIONS LLC 3.900000% 11/15/2024</title>
        <cusip>25470DBC2</cusip>
        <identifiers>
          <isin value="US25470DBC20"/>
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        <balance>665000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>663231.32000000</valUSD>
        <pctVal>0.154289457769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.90000000</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>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00103167"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-88586.76000000</valUSD>
        <pctVal>-0.02060819921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>55534000.00000000</amtCurSold>
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            <amtCurPur>1637277.59000000</amtCurPur>
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            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-88586.76000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>People's Republic of China</name>
        <lei>300300CHN201808MOF68</lei>
        <title>CHINA GOVERNMENT BOND 1.670000% 06/15/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CND1000810X5"/>
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        <balance>11630000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CNY" exchangeRt="7.01610000"/>
        <valUSD>1663527.94000000</valUSD>
        <pctVal>0.386991410246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pemerintah Republik Indonesia</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 6.375000% 08/15/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IDG000020702"/>
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        <balance>18269000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="15140.00000000"/>
        <valUSD>1212076.96000000</valUSD>
        <pctVal>0.281969037488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105075"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1150.17000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>153000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105546"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1857.78000000</valUSD>
        <pctVal>-0.00043218083</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Republic of Singapore</name>
        <lei>549300ZSV6VOGFH1ER70</lei>
        <title>SINGAPORE GOVERNMENT 3.500000% 03/01/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SG7J60932174"/>
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        <balance>390000.00000000</balance>
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        <currencyConditional curCd="SGD" exchangeRt="1.28200000"/>
        <valUSD>311759.70000000</valUSD>
        <pctVal>0.072525578356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2024-11-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00107510"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>162231.00000000</amtCurSold>
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            <amtCurPur>3210000.00000000</amtCurPur>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MIDLAND WALWYN CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2024-11-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00107391"/>
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        <balance>1.00000000</balance>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <assetCat>DFE</assetCat>
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        <name>BNP PARIBAS</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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          <other otherDesc="FX Forwards" value="CCTBRL__00010825"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105987"/>
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      <invstOrSec>
        <name>United States of America</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <name>Treasury Corporation Of Victoria</name>
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        <name>BNP PARIBAS</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>342364.12000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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          <other otherDesc="FX Forwards" value="CCTMXN__00105297"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>125637.68000000</amtCurSold>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTAUD__00015754"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <title>FX Forward Contract: USD/MXN SETTLE 2024-10-17</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00008144"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00104623"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.89602000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>169279.95000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CHF-OLD"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>41429.09000000</amtCurSold>
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            <unrealizedAppr>62.23000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2024-10-01</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00015753"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>CENTRICA PLC</name>
        <lei>E26EDV109X6EEPBKVH76</lei>
        <title>CENTRICA PLC MTN 4.375000% 03/13/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <currencyConditional curCd="GBP" exchangeRt="0.74552000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CLP/USD SETTLE 2024-10-17</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCLP__00006648"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>255146.51000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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          <other otherDesc="FX Forwards" value="CCTNOK__00103175"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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          <other otherDesc="FX Forwards" value="CCTJPY__00107406"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2024-10-02</title>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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        <name>CITIGROUP GLOBAL MARKETS</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105185"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00104384"/>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105832"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <name>Kingdom of Thailand</name>
        <lei>254900PHJ6MSKT6C7026</lei>
        <title>THAILAND GOVERNMENT BOND 4.675000% 06/29/2044</title>
        <cusip>N/A</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <identifiers>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Banco Santander, S.A.</name>
        <lei>5493006QMFDDMYWIAM13</lei>
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        <cusip>N/A</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-07-10</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2024-10-02</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ROYALTY PHARMA PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>ONEOK, INC.</name>
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        <name>Kerajaan Malaysia</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>Romania</name>
        <lei>315700IASY927EDWBK92</lei>
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        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00005671"/>
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        <name>Estados Unidos Mexicanos</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NBN CO LIMITED</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>N/A</lei>
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          <ticker value="CHF-OLD"/>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>529900AQBND3S6YJLY83</lei>
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        <name>People's Republic of China</name>
        <lei>300300CHN201808MOF68</lei>
        <title>CHINA GOVERNMENT BOND 2.350000% 02/25/2034</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2024-10-02</title>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MORGAN STANLEY &amp; CO, INC</name>
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          <other otherDesc="FX Forwards" value="CCTNOK__00107280"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTJPY__00107352"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <title>FX Forward Contract: USD/CLP SETTLE 2024-10-17</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00008538"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>815600DE60799F5A9309</lei>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00105970"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2024-10-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00104281"/>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS</name>
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          <other otherDesc="FX Forwards" value="CCTMXN__00103333"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <name>ROYAL BANK CANADA</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <name>STATE STREET BANK</name>
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        <name>STATE STREET BANK</name>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: SEK/USD SETTLE 2024-11-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSEK__00107555"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.13660000"/>
        <valUSD>-502.90000000</valUSD>
        <pctVal>-0.00011699110</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
            </counterparties>
            <amtCurSold>123075.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1240000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2024-11-04</settlementDt>
            <unrealizedAppr>-502.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: SGD/USD SETTLE 2024-12-09</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSGD__00015299"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SGD" exchangeRt="1.28200000"/>
        <valUSD>6497.73000000</valUSD>
        <pctVal>0.001511586091</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>337050.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>438800.00000000</amtCurPur>
            <curPur>SGD</curPur>
            <settlementDt>2024-12-09</settlementDt>
            <unrealizedAppr>6497.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00105425"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2498.84000000</valUSD>
        <pctVal>-0.00058131251</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
            </counterparties>
            <amtCurSold>3400000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>170952.85000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>-2498.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2024-11-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00107489"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74552000"/>
        <valUSD>80.42000000</valUSD>
        <pctVal>0.000018708341</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>213800IQAOC5HG62T347</counterpartyLei>
            </counterparties>
            <amtCurSold>163527.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>122000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2024-11-04</settlementDt>
            <unrealizedAppr>80.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: SEK/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSEK__00106055"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.13660000"/>
        <valUSD>179.98000000</valUSD>
        <pctVal>0.000041869278</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
            </counterparties>
            <amtCurSold>42240.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>430000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>179.98000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00102888"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>343.18000000</valUSD>
        <pctVal>0.000079834975</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
            </counterparties>
            <amtCurSold>780000.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>34865.62000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>343.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2024-10-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CHF-OLD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.84355000"/>
        <valUSD>1063.10000000</valUSD>
        <pctVal>0.000247312087</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>206393.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>175000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2024-10-02</settlementDt>
            <unrealizedAppr>1063.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2024-09-30</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL INTERNATIONAL TRUST</ncom:nameOfApplicant>
      <ncom:signature>Glenn Kurdziel</ncom:signature>
      <ncom:signerName>Glenn Kurdziel</ncom:signerName>
      <ncom:title>Controller and Chief Financial Officer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
