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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>CITIGROUP</name>
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        <name>Konungariket Sverige</name>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
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        <name>CITIGROUP</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Kerajaan Malaysia</name>
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        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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        <name>Estados Unidos Mexicanos</name>
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        <name>Swisscom Finance B.V.</name>
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        <name>J P MORGAN CHASE BANK</name>
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        <name>Bundesrepublik Deutschland</name>
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        <name>CITIGROUP</name>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>CITIGROUP</name>
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        <name>J P MORGAN CHASE BANK</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOLDMAN, SACHS &amp; CO.</name>
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      <invstOrSec>
        <name>VAR ENERGI ASA</name>
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        <title>VAR ENERGI ASA 7.862000% 11/15/2083</title>
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          <isin value="XS2708134023"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Canada</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
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        <cusip>135087P32</cusip>
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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>
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      <invstOrSec>
        <name>Canada</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
        <title>CANADIAN GOVERNMENT 3.000000% 06/01/2034</title>
        <cusip>135087R48</cusip>
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        <balance>180000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00128316"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <amtCurSold>666868.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00127660"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC</name>
        <lei>254900Z1WAY7QFQ7O850</lei>
        <title>SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 144A 5.584000% 10/01/2034</title>
        <cusip>83007CAE2</cusip>
        <identifiers>
          <isin value="US83007CAE21"/>
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        <balance>289000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>282965.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00126508"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTJPY__00127739"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTJPY__00127830"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2025-05-07</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00124960"/>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1150000.00000000</amtCurSold>
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      <invstOrSec>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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        <name>Commonwealth of Australia</name>
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        <name>CITIGROUP</name>
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        <name>Pemerintah Republik Indonesia</name>
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      <invstOrSec>
        <name>BANQUE FEDERATIVE DU CREDIT MUTUEL SA</name>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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        <assetCat>DFE</assetCat>
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        <name>Estados Unidos Mexicanos</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-05-26</maturityDt>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127489"/>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00122043"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-102351.68000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>FLUVIUS SYSTEM OPERATOR SC</name>
        <lei>549300WSQWO0M3PK2J78</lei>
        <title>FLUVIUS SYSTEM OPERATOR CV MTN 3.875000% 05/02/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BE0390128917"/>
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        <balance>400000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-05-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 2.500000% 09/24/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR001400NBC6"/>
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        <balance>2477000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Romania</name>
        <lei>315700IASY927EDWBK92</lei>
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        <identifiers>
          <isin value="XS2330503694"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTMXN__00127513"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Merrill Lynch</name>
        <lei>GGDZP1UYGU9STUHRDP48</lei>
        <title>Credit Default Swap</title>
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          <other otherDesc="All Others" value="CDS563173"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Merrill Lynch</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/MXN SETTLE 2025-05-07</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00121342"/>
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      <invstOrSec>
        <name>Canada</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
        <title>CANADIAN GOVERNMENT 2.750000% 03/01/2030</title>
        <cusip>135087S47</cusip>
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          <isin value="CA135087S471"/>
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        <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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      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTNZD__00125068"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-06-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00123099"/>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <name>Province of Ontario, Canada</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GLOBAL PAYMENTS INC.</name>
        <lei>549300NOMHGVQBX6S778</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
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        <name>J P MORGAN CHASE BANK</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00124921"/>
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        <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>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>Royaume de Belgique</name>
        <lei>549300SZ25JZFHRHWD76</lei>
        <title>KINGDOM OF BELGIUM GOVERNMENT BOND 144A 0.800000% 06/22/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BE0000341504"/>
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        <balance>210143.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Kerajaan Malaysia</name>
        <lei>254900GSIL471JOBYY43</lei>
        <title>MALAYSIA GOVERNMENT 3.519000% 04/20/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="MYBMI2300024"/>
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        <balance>1557000.00000000</balance>
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        <currencyConditional curCd="MYR" exchangeRt="4.43750000"/>
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        <pctVal>0.098218007529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.51900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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: GBP/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00127853"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
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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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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>99835.47000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-05-19</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00017364"/>
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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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>81131350.00000000</amtCurSold>
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            <unrealizedAppr>20121.93000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>WELLS FARGO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00026257"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
        <valUSD>6396.42000000</valUSD>
        <pctVal>0.001788880688</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">
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              <counterpartyName>WELLS FARGO</counterpartyName>
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            <amtCurSold>111643.87000000</amtCurSold>
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            <amtCurPur>91456.59000000</amtCurPur>
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            <unrealizedAppr>6396.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>Government of the Republic of Korea</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>KOREA TREASURY BOND 1.875000% 06/10/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="KR103502G966"/>
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        <balance>450460000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1472.50000000"/>
        <valUSD>296565.85000000</valUSD>
        <pctVal>0.082940288759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-06-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00128147"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>172.10000000</valUSD>
        <pctVal>0.000048131043</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">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>180850.11000000</amtCurSold>
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            <unrealizedAppr>172.10000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128474"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>45000.00000000</amtCurSold>
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            <amtCurPur>51282.64000000</amtCurPur>
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            <settlementDt>2025-05-07</settlementDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Estados Unidos Mexicanos</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX BONOS DESARR FIX RT 7.500000% 06/03/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="MX0MGO0000D8"/>
        </identifiers>
        <balance>19446900.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-03</maturityDt>
          <couponKind>Floating</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>Statsministerens Kontor</name>
        <lei>549300L0BT3FJTN9MX24</lei>
        <title>NORWAY GOVERNMENT BOND 144A 1.500000% 02/19/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NO0010757925"/>
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        <balance>527000.00000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.53465000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00126725"/>
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        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
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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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            <amtCurPur>7600000.00000000</amtCurPur>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/RON SETTLE 2025-05-07</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128337"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
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      </invstOrSec>
      <invstOrSec>
        <name>COLUMBIA PIPELINES HOLDING COMPANY LLC</name>
        <lei>N/A</lei>
        <title>COLUMBIA PIPELINES HOLDING CO LLC 144A 6.055000% 08/15/2026</title>
        <cusip>19828AAA5</cusip>
        <identifiers>
          <isin value="US19828AAA51"/>
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        <balance>120000.00000000</balance>
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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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          <couponKind>Fixed</couponKind>
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          <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>Canada</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
        <title>CANADIAN GOVERNMENT 2.750000% 06/01/2033</title>
        <cusip>135087Q23</cusip>
        <identifiers>
          <isin value="CA135087Q236"/>
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        <balance>188000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CAD" exchangeRt="1.43925000"/>
        <valUSD>129369.05000000</valUSD>
        <pctVal>0.036180518975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128472"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>7600000.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTEUR__00123525"/>
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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</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00122103"/>
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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>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>268000.00000000</amtCurSold>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00125102"/>
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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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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CHF-OLD"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>CH</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>CITIGROUP</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00088933"/>
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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>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>2535000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>Estados Unidos Mexicanos</name>
        <lei>254900EGTWEU67VP6075</lei>
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        <cusip>N/A</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>MX</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>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Bundeskanzleramt Oesterreich</name>
        <lei>529900QWWUI4XRVR7I03</lei>
        <title>REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 4.150000% 03/15/2037</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AT0000A04967"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>AT</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTEUR__00128026"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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          <ticker value="CHF-OLD"/>
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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2025-04-02</title>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>CITIGROUP</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-04-02</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>200000.00000000</amtCurSold>
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            <amtCurPur>9808.64000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-07-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00128403"/>
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        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
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        <pctVal>-0.00003347358</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>STATE STREET BANK</counterpartyName>
              <counterpartyLei>549300ZFEEJ2IP5VME73</counterpartyLei>
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            <amtCurPur>400000.00000000</amtCurPur>
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            <unrealizedAppr>-119.69000000</unrealizedAppr>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126914"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>890.15000000</valUSD>
        <pctVal>0.000248947402</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>CITIGROUP</counterpartyName>
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            <amtCurSold>90000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>102613.80000000</amtCurPur>
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            <unrealizedAppr>890.15000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (20 YEAR ISSUE) 0.200000% 06/20/2036</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP1201571G68"/>
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        <balance>89650000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
        <valUSD>512178.05000000</valUSD>
        <pctVal>0.143240347339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.20000000</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>CREDIT SUISSE FIRST BOSTON LLC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00025507"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-49430.47000000</valUSD>
        <pctVal>-0.01382417245</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>CREDIT SUISSE FIRST BOSTON LLC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>4798711.17000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>428519.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-07</settlementDt>
            <unrealizedAppr>-49430.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126667"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-89.03000000</valUSD>
        <pctVal>-0.00002489893</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>28000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>36052.13000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-89.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00125045"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3403.79000000</valUSD>
        <pctVal>-0.00095193470</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>88000.00000000</amtCurSold>
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            <amtCurPur>91654.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-3403.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 2.750000% 02/25/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR001400HI98"/>
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        <balance>260897.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <pctVal>0.079333022298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS INTERNATIONAL INC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00026256"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.43925000"/>
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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>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>UBS INTERNATIONAL INC</counterpartyName>
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            <amtCurSold>21282.77000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/COP SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00028056"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <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>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CREDIT SUISSE FIRST BOSTON LLC.</counterpartyName>
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            <amtCurSold>5799463666.82000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>1361855.97000000</amtCurPur>
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            <unrealizedAppr>-20347.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127941"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>434.60000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>77000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126922"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>93000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Japan</name>
        <lei>N/A</lei>
        <title>JPN 10Y BOND(OSE) JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="JGBM5"/>
          <other otherDesc="Bloomberg Ticker" value="JBM5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
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                <issuerName>Japan Govt. Bond Futures</issuerName>
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      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>815600DE60799F5A9309</lei>
        <title>ITALY BUONI POLIENNALI DEL TESORO 144A 1.450000% 03/01/2036</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0005402117"/>
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        <balance>477000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-03-01</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>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-06-04</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126118"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>148000.00000000</amtCurSold>
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            <amtCurPur>155655.67000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00127843"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.76569000"/>
        <valUSD>-637.25000000</valUSD>
        <pctVal>-0.00017821910</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>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>48777.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>85000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-637.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00126716"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.43925000"/>
        <valUSD>-519.22000000</valUSD>
        <pctVal>-0.00014520976</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>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>52629.69000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>75000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-519.22000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-06-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126184"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-671.30000000</valUSD>
        <pctVal>-0.00018774183</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>840000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>40044.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-06-04</settlementDt>
            <unrealizedAppr>-671.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMCOR UK FINANCE PLC</name>
        <lei>549300DEUV6BE727FP17</lei>
        <title>AMCOR UK FINANCE PLC 3.950000% 05/29/2032</title>
        <cusip>0234EVAB7</cusip>
        <identifiers>
          <isin value="XS2821714735"/>
        </identifiers>
        <balance>650000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>702505.54000000</valUSD>
        <pctVal>0.196469055160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128231"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>198.59000000</valUSD>
        <pctVal>0.000055539476</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>135000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>152784.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>198.59000000</unrealizedAppr>
          </fwdDeriv>
        </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>N/A</lei>
        <title>FX Forward Contract: SEK/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSEK__00125060"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.04510000"/>
        <valUSD>3508.14000000</valUSD>
        <pctVal>0.000981118171</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>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>51244.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>550000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>3508.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00027657"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="18.39190000"/>
        <valUSD>352.27000000</valUSD>
        <pctVal>0.000098519015</pctVal>
        <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>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>30000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>558516.90000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2025-04-07</settlementDt>
            <unrealizedAppr>352.27000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>New Zealand</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>NEW ZEALAND GOVERNMENT 2.750000% 04/15/2037</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NZGOVDT437C0"/>
        </identifiers>
        <balance>446000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="NZD" exchangeRt="1.76569000"/>
        <valUSD>205865.39000000</valUSD>
        <pctVal>0.057574177512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00128374"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.76569000"/>
        <valUSD>-10297.86000000</valUSD>
        <pctVal>-0.00287999269</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>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>714460.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1243333.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-10297.86000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00124353"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-98.60000000</valUSD>
        <pctVal>-0.00002757536</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>800000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>39005.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-98.60000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127817"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1452.46000000</valUSD>
        <pctVal>0.000406208104</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>30100000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>202736.40000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>1452.46000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126860"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>242.28000000</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>30000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>18936.78000000</amtCurPur>
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            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>242.28000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00029072"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1251.93000000</valUSD>
        <pctVal>-0.00035012607</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>CREDIT SUISSE FIRST BOSTON LLC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1663804.16000000</amtCurSold>
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            <amtCurPur>80000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-07</settlementDt>
            <unrealizedAppr>-1251.93000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: ILS/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00126925"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.72695000"/>
        <valUSD>-712.98000000</valUSD>
        <pctVal>-0.00019939843</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>23519.83000000</amtCurSold>
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            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-712.98000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126295"/>
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        <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>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurPur>51790.14000000</amtCurPur>
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            <unrealizedAppr>-320.33000000</unrealizedAppr>
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        <securityLending>
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        <name>STATE STREET BANK</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Deutsche Bank AG</counterpartyName>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-05-07</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126683"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>COMMERZBANK Aktiengesellschaft.</name>
        <lei>851WYGNLUQLFZBSYGB56</lei>
        <title>COMMERZBANK AG MTN 7.875000% MATURITY: PERPETUAL</title>
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        <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>
        <name>Romania</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A 5.875000% 07/11/2032</title>
        <cusip>N/A</cusip>
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          <isin value="XS3021376259"/>
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        <balance>528000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>RO</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>CaixaBank, S.A.</name>
        <lei>7CUNS533WID6K7DGFI87</lei>
        <title>CAIXABANK SA MTN 5.000000% 07/19/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2649712689"/>
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        <balance>200000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <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>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2025-04-07</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00031411"/>
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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>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CREDIT SUISSE FIRST BOSTON LLC.</counterpartyName>
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            <amtCurSold>64055.14000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00119190"/>
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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</counterpartyName>
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      <invstOrSec>
        <name>OMERS Finance Trust</name>
        <lei>529900M039WCPES03P17</lei>
        <title>OMERS FINANCE TRUST 144A 5.500000% 11/15/2033</title>
        <cusip>682142AK0</cusip>
        <identifiers>
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        <balance>284000.00000000</balance>
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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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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Koninkrijk der Nederlanden</name>
        <lei>254900G14ALGVKORFN62</lei>
        <title>NETHERLANDS GOVERNMENT BOND 144A 2.500000% 07/15/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0015001XZ6"/>
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        <balance>34000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTEUR__00124971"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA 2.125000% 10/13/2046</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2025-04-02</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126526"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>160000.00000000</amtCurSold>
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            <amtCurPur>205738.72000000</amtCurPur>
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            <unrealizedAppr>-782.18000000</unrealizedAppr>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 0.406000% 10/29/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2338643740"/>
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        <balance>370000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-29</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>
      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (10 YEAR ISSUE) 0.500000% 12/20/2032</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP1103691P11"/>
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        <balance>617550000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
        <valUSD>3897026.69000000</valUSD>
        <pctVal>1.089877742060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00126904"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="NZD" exchangeRt="1.76569000"/>
        <valUSD>-941.35000000</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>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>100052.75000000</amtCurSold>
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            <amtCurPur>175000.00000000</amtCurPur>
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            <unrealizedAppr>-941.35000000</unrealizedAppr>
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        </derivativeInfo>
        <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: CHF/USD SETTLE 2025-04-02</title>
        <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="0.88475000"/>
        <valUSD>-583.09000000</valUSD>
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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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>51444.92000000</amtCurSold>
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            <amtCurPur>45000.00000000</amtCurPur>
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            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-583.09000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/HKD SETTLE 2025-05-12</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00091711"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>992.71000000</valUSD>
        <pctVal>0.000277630260</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>4185000.00000000</amtCurSold>
            <curSold>HKD</curSold>
            <amtCurPur>539512.70000000</amtCurPur>
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            <settlementDt>2025-05-12</settlementDt>
            <unrealizedAppr>992.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00120945"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>285.81000000</valUSD>
        <pctVal>0.000079932210</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>STATE STREET BANK</counterpartyName>
              <counterpartyLei>549300ZFEEJ2IP5VME73</counterpartyLei>
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            <amtCurSold>20148.98000000</amtCurSold>
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            <unrealizedAppr>285.81000000</unrealizedAppr>
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        </derivativeInfo>
        <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: MXN/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00127134"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>-90.49000000</valUSD>
        <pctVal>-0.00002530725</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>STATE STREET BANK</counterpartyName>
              <counterpartyLei>549300ZFEEJ2IP5VME73</counterpartyLei>
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            <amtCurSold>26485.71000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>-90.49000000</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: HUF/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTHUF__00126501"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="373.12540000"/>
        <valUSD>-8.95000000</valUSD>
        <pctVal>-0.00000250303</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>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>27613.61000000</amtCurSold>
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            <unrealizedAppr>-8.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127972"/>
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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>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-04-07</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00025298"/>
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        <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>CREDIT SUISSE FIRST BOSTON LLC.</counterpartyName>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTMXN__00126301"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>STATE STREET BANK</counterpartyName>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTGBP__00127261"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
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          <other otherDesc="FX Forwards" value="CCTPLN__00128391"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126686"/>
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        <balance>1.00000000</balance>
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        <name>STATE STREET BANK</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BECTON, DICKINSON AND COMPANY</name>
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        <cusip>075887CV9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Barclays Capital Inc.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>Credit Default Swap</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2025-04-02</title>
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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>
        <identifiers>
          <isin value="JP1300651L15"/>
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        <balance>393750000.00000000</balance>
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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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>N/A</lei>
        <title>EURO-OAT FUTURE   JUN25 FINANCIAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="FOATM5"/>
          <other otherDesc="Bloomberg Ticker" value="OATM5"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>France Govt. Bond Future</issuerName>
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                  <isin value="FR001400QMF9"/>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 3.790000% 03/21/2030</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2790333707"/>
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        <balance>136000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.79000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP AG 7.750000% 03/01/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CH1214797172"/>
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        <balance>995000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <pctVal>0.338414573964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127407"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-588.76000000</valUSD>
        <pctVal>-0.00016465794</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>CITIGROUP</counterpartyName>
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            <amtCurPur>49186.75000000</amtCurPur>
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            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-588.76000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>529900AQBND3S6YJLY83</lei>
        <title>BUNDESREPUB. DEUTSCHLAND 2.300000% 02/15/2033</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000BU3Z005"/>
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        <balance>618000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <pctVal>0.183107189622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Statsministerens Kontor</name>
        <lei>549300L0BT3FJTN9MX24</lei>
        <title>NORWAY GOVERNMENT BOND 144A 2.000000% 04/26/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NO0010821598"/>
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        <pctVal>0.066124974736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2025-06-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00128146"/>
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        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>SCB SECURITIES</counterpartyName>
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            <amtCurSold>20076.46000000</amtCurSold>
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            <amtCurPur>3000000.00000000</amtCurPur>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00032115"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COREBRIDGE FINANCIAL, INC.</name>
        <lei>549300XY1661QCIA7J65</lei>
        <title>COREBRIDGE FINANCIAL INC 3.500000% 04/04/2025</title>
        <cusip>21871XAB5</cusip>
        <identifiers>
          <isin value="US21871XAB55"/>
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        <balance>330000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>329960.77000000</valUSD>
        <pctVal>0.092279814223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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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>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 6.500000% 03/13/2027</title>
        <cusip>71654QCG5</cusip>
        <identifiers>
          <isin value="US71654QCG55"/>
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        <balance>130000.00000000</balance>
        <units>PA</units>
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        <name>CITIGROUP</name>
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        <name>STATE STREET BANK</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>CITIGROUP</name>
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        <name>BARCLAY BANK PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00127408"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>Royaume de Belgique</name>
        <lei>549300SZ25JZFHRHWD76</lei>
        <title>KINGDOM OF BELGIUM GOVERNMENT BOND 144A 1.600000% 06/22/2047</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BE0000338476"/>
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        <balance>41000.00000000</balance>
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        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTJPY__00126500"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>50697.03000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126147"/>
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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</counterpartyName>
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            <amtCurSold>49000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00127278"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>STATE STREET BANK</counterpartyName>
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            <unrealizedAppr>-76.71000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Province of Ontario, Canada</name>
        <lei>C7PVKCRGLG18EBQGZV36</lei>
        <title>ONTARIO (PROVINCE OF) 4.700000% 06/02/2037</title>
        <cusip>683234YD4</cusip>
        <identifiers>
          <isin value="CA683234YD42"/>
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        <balance>570000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Royaume de Belgique</name>
        <lei>549300SZ25JZFHRHWD76</lei>
        <title>BELGIUM KINGDOM 3.750000% 06/22/2045</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BE0000331406"/>
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        <balance>377877.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>New South Wales Treasury Corporation</name>
        <lei>TC7LRO17HPNPLTAV0H77</lei>
        <title>NEW S WALES TREASURY CRP 4.750000% 02/20/2035</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <balance>878000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: INR/USD SETTLE 2025-04-07</title>
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          <other otherDesc="FX Forwards" value="CCTINR__00031406"/>
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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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTTHB__00128167"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-05-07</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00123194"/>
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        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 2.750000% 02/25/2030</title>
        <cusip>N/A</cusip>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2025-04-07</title>
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        <name>THE TORONTO DOMINION BANK - LONDON</name>
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        <name>Prosus N.V.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128301"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</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="CCTRON__00128331"/>
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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>BAML</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00031132"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
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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>BAML</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127104"/>
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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</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-05-07</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128241"/>
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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</counterpartyName>
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      <invstOrSec>
        <name>INTEL CORPORATION</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
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          <isin value="US458140CD04"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00025097"/>
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        <units>NC</units>
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        <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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00123443"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126711"/>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>CITIGROUP</name>
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        <name>STATE STREET BANK</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
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          <ticker value="FGBSM5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>J P MORGAN CHASE BANK</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>Germany Govt. Bond Futures</issuerName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-07-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128481"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Reino de Espana</name>
        <lei>9598007A56S18711AH60</lei>
        <title>SPAIN GOVERNMENT BOND 144A 0.600000% 10/31/2029</title>
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        <identifiers>
          <isin value="ES0000012F43"/>
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        <balance>447000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <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>J P MORGAN CHASE BANK</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2025-04-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00017764"/>
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        <units>NC</units>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ANHEUSER-BUSCH INBEV SA</name>
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        <title>ANHEUSER-BUSCH INBEV SA/NV MTN 3.950000% 03/22/2044</title>
        <cusip>N/A</cusip>
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          <isin value="BE6350704175"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BE</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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        <name>Canada</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
        <title>CANADIAN GOVERNMENT 1.500000% 06/01/2026</title>
        <cusip>135087E67</cusip>
        <identifiers>
          <isin value="CA135087E679"/>
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        <balance>1406000.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.43925000"/>
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        <pctVal>0.270211856771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</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>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128377"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>1220000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Estados Unidos Mexicanos</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX BONOS DESARR FIX RT 7.750000% 11/23/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="MX0MGO0000U2"/>
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        <balance>3780300.00000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
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        <pctVal>0.046445226005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <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>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126520"/>
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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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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126926"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Volkswagen International Finance N.V.</name>
        <lei>5299004PWNHKYTR23649</lei>
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        <identifiers>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</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>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: NOK/USD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTNOK__00126343"/>
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        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-05-07</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128168"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>Bundeskanzleramt Oesterreich</name>
        <lei>529900QWWUI4XRVR7I03</lei>
        <title>REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 3.450000% 10/20/2030</title>
        <cusip>N/A</cusip>
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          <isin value="AT0000A38239"/>
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        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Republica de Colombia</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>TITULOS DE TESORERIA 9.250000% 05/28/2042</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</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>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <futrDeriv derivCat="FUT">
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                <issuerName>U.S. Treasury Futures</issuerName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128204"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00122098"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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        <name>BNP PARIBAS SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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          <isin value="US05581KAH41"/>
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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>Republique Francaise</name>
        <lei>N/A</lei>
        <title>EURO-OAT FUTURE   JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="FOATM5"/>
          <other otherDesc="Bloomberg Ticker" value="OATM5"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <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>Long</payOffProf>
            <descRefInstrmnt>
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                <issuerName>France Govt. Bond Future</issuerName>
                <issueTitle>Eurex Long Term Euro OAT Bond Future Jun 2025</issueTitle>
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                  <isin value="FR001400QMF9"/>
                  <ticker value="FOATM25"/>
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            <expDate>2025-06-09</expDate>
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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: AUD/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00126298"/>
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        <currencyConditional curCd="AUD" exchangeRt="1.60475000"/>
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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>BNP PARIBAS</counterpartyName>
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            <amtCurSold>49675.64000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2025-04-02</title>
        <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="0.88475000"/>
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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">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-459.11000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00119192"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Reino de Espana</name>
        <lei>9598007A56S18711AH60</lei>
        <title>SPAIN GOVERNMENT BOND 144A 1.850000% 07/30/2035</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0000012E69"/>
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        <balance>504000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00120070"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTJPY__00025278"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CEPSA FINANCE SA</name>
        <lei>959800QEUH8V5SPPCB45</lei>
        <title>CEPSA FINANCE SA MTN 4.125000% 04/11/2031</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Corporacion Nacional del Cobre de Chile</name>
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        <name>Province de Quebec</name>
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        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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        <name>Medtronic Global Holdings S.C.A.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Morgan Stanley &amp; Co International</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>Citibank, N.A.</name>
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        <name>Republique Francaise</name>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127282"/>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00124274"/>
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        <name>WELLS FARGO &amp; COMPANY</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/RON SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126732"/>
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        <name>Deutsche Post AG</name>
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        <name>Reino de Espana</name>
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        <name>COMMERZBANK Aktiengesellschaft.</name>
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        <name>CITIGROUP</name>
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        <name>Kerajaan Malaysia</name>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127020"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128285"/>
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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>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Republic of Singapore</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128032"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>200000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126533"/>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00122249"/>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTAUD__00126909"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128172"/>
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        <name>CITIGROUP</name>
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        <name>BARCLAY BANK PLC</name>
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        <name>INTESA SANPAOLO SPA</name>
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              <counterpartyName>CITIGROUP</counterpartyName>
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          <other otherDesc="FX Forwards" value="CCTJPY__00119254"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00025286"/>
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        <name>Cooperatieve Rabobank U.A.</name>
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        <name>Kerajaan Malaysia</name>
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        <name>CITIGROUP</name>
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        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
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        <name>Statsministerens Kontor</name>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>Kerajaan Malaysia</name>
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        <name>New Zealand</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00017246"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
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          <isin value="US902613BF40"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2173-05-13</maturityDt>
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            <dbtSecRefInstrument>
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                <cusip value="902613BF4"/>
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      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTNZD__00127204"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2025-04-16</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00017046"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00027127"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA MTN 4.125000% 03/08/2033</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR001400OIX5"/>
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        <balance>1100000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128038"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>581.64000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>90000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2025-07-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128373"/>
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        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126482"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>Prosus N.V.</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (30 YEAR ISSUE) 2.400000% 09/20/2038</title>
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        <identifiers>
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        <balance>50650000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126717"/>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2025-06-03</title>
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          <other otherDesc="FX Forwards" value="CCTGBP__00017541"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/RON SETTLE 2025-05-07</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128326"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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            <unrealizedAppr>-93.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00127284"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
        <valUSD>-287.74000000</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>SCB SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>49772.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7400000.00000000</amtCurPur>
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            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-287.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00127133"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
        <valUSD>-584.91000000</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>SCB SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>44720.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6600000.00000000</amtCurPur>
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            <unrealizedAppr>-584.91000000</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: AUD/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00126128"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.60475000"/>
        <valUSD>-118.68000000</valUSD>
        <pctVal>-0.00003319112</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>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>49970.68000000</amtCurSold>
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            <amtCurPur>80000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-118.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/RON SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128390"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-56.23000000</valUSD>
        <pctVal>-0.00001572579</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>95000.00000000</amtCurSold>
            <curSold>RON</curSold>
            <amtCurPur>20545.43000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-05-07</settlementDt>
            <unrealizedAppr>-56.23000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UNITED KINGDOM GILT 4.125000% 07/22/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BQC82B83"/>
        </identifiers>
        <balance>3006000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
        <valUSD>3866586.52000000</valUSD>
        <pctVal>1.081364568714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127592"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>654.95000000</valUSD>
        <pctVal>0.000183169242</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>90000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>102378.60000000</amtCurPur>
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            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>654.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 6.700000% 02/16/2032</title>
        <cusip>71643VAB1</cusip>
        <identifiers>
          <isin value="US71643VAB18"/>
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        <balance>57000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50084.69000000</valUSD>
        <pctVal>0.014007137541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.70000000</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>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00127100"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.43925000"/>
        <valUSD>9.13000000</valUSD>
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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>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>11128.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>16000.00000000</amtCurPur>
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            <settlementDt>2025-05-07</settlementDt>
            <unrealizedAppr>9.13000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00028078"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4192.47000000"/>
        <valUSD>-1377.93000000</valUSD>
        <pctVal>-0.00038536437</pctVal>
        <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">
            <counterparties>
              <counterpartyName>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>297862.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1243994782.62000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-04-07</settlementDt>
            <unrealizedAppr>-1377.93000000</unrealizedAppr>
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        </derivativeInfo>
        <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 3.885000% 08/15/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="MYBMO1900020"/>
        </identifiers>
        <balance>1233000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.43750000"/>
        <valUSD>281196.24000000</valUSD>
        <pctVal>0.078641884571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.88500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127956"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>276.40000000</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>CITIGROUP</counterpartyName>
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            <amtCurPur>24716.42000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00126506"/>
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        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
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        <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>STATE STREET BANK</counterpartyName>
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            <amtCurSold>20417.38000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128234"/>
        </identifiers>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-05-07</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128305"/>
        </identifiers>
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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>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>93000.00000000</amtCurSold>
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            <amtCurPur>100403.53000000</amtCurPur>
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            <settlementDt>2025-05-07</settlementDt>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/NOK SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00124811"/>
        </identifiers>
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        <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>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>8820000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>793094.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-44142.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KYNDRYL HOLDINGS, INC.</name>
        <lei>549300LQ4LWX2R8ZV130</lei>
        <title>KYNDRYL HOLDINGS INC 2.050000% 10/15/2026</title>
        <cusip>50155QAJ9</cusip>
        <identifiers>
          <isin value="US50155QAJ94"/>
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        <balance>455000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>437014.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.05000000</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>Kerajaan Malaysia</name>
        <lei>254900GSIL471JOBYY43</lei>
        <title>MALAYSIA GOVERNMENT 3.502000% 05/31/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="MYBMX0700034"/>
        </identifiers>
        <balance>2824000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.43750000"/>
        <valUSD>637648.06000000</valUSD>
        <pctVal>0.178330425512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50200000</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: AUD/USD SETTLE 2025-06-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00127575"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.60475000"/>
        <valUSD>-778.14000000</valUSD>
        <pctVal>-0.00021762167</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>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>44410.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>70000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2025-06-04</settlementDt>
            <unrealizedAppr>-778.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/RON SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128338"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-124.76000000</valUSD>
        <pctVal>-0.00003489151</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>160000.00000000</amtCurSold>
            <curSold>RON</curSold>
            <amtCurPur>34572.78000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-05-07</settlementDt>
            <unrealizedAppr>-124.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00120267"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>9609.14000000</valUSD>
        <pctVal>0.002687379030</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>219394.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>212000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>9609.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Koninkrijk der Nederlanden</name>
        <lei>254900G14ALGVKORFN62</lei>
        <title>NETHERLANDS GOVERNMENT BOND 144A 0.000000% 01/15/2052</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0015614579"/>
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        <balance>4838000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>2291301.88000000</valUSD>
        <pctVal>0.640806214071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</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>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00126496"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
        <valUSD>595.49000000</valUSD>
        <pctVal>0.000166540121</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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
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            <amtCurSold>102664.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>80000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>595.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128315"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6374.10000000</valUSD>
        <pctVal>0.001782638474</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>12145000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>665017.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-05-07</settlementDt>
            <unrealizedAppr>6374.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2025-05-27</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00017480"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-810.74000000</valUSD>
        <pctVal>-0.00022673888</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>10462000.00000000</amtCurSold>
            <curSold>HUF</curSold>
            <amtCurPur>27157.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-05-27</settlementDt>
            <unrealizedAppr>-810.74000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128436"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1455.12000000</valUSD>
        <pctVal>0.000406952024</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>380000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>432839.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-05-07</settlementDt>
            <unrealizedAppr>1455.12000000</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 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>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
        <valUSD>282245.27000000</valUSD>
        <pctVal>0.078935265792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2173-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <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>
              <curCd>GBP</curCd>
              <identifiers>
                <isin value="GB0031348658"/>
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          <currencyInfos>
            <currencyInfo convRatio="606.06060606" curCd="GBP"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00127783"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>-399.71000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>STATE STREET BANK</counterpartyName>
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            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-399.71000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00029068"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-44302.82000000</valUSD>
        <pctVal>-0.01239012746</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>CREDIT SUISSE FIRST BOSTON LLC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>975673.56000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1010000.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-07</settlementDt>
            <unrealizedAppr>-44302.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00121910"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
        <valUSD>10832.16000000</valUSD>
        <pctVal>0.003029419868</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>SCB SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>318181.82000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>49000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2025-05-07</settlementDt>
            <unrealizedAppr>10832.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00123442"/>
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              <counterpartyName>CITIGROUP</counterpartyName>
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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__00017499"/>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTGBP__00124981"/>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTEUR__00127554"/>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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          <other otherDesc="FX Forwards" value="CCTMXN__00125099"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00124803"/>
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        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00025074"/>
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      <invstOrSec>
        <name>Forsaetisraduneyti</name>
        <lei>549300K5GD3JPA2LLG98</lei>
        <title>RIKISBREF 6.500000% 01/24/2031</title>
        <cusip>N/A</cusip>
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          <isin value="IS0000020386"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>People's Republic of China</name>
        <lei>300300CHN201808MOF68</lei>
        <title>CHINA GOVERNMENT BOND 3.810000% 09/14/2050</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Royaume de Belgique</name>
        <lei>549300SZ25JZFHRHWD76</lei>
        <title>KINGDOM OF BELGIUM GOVERNMENT BOND 144A 2.700000% 10/22/2029</title>
        <cusip>N/A</cusip>
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        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 2.000000% 08/15/2051</title>
        <cusip>912810SZ2</cusip>
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          <isin value="US912810SZ21"/>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00126294"/>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>529900AQBND3S6YJLY83</lei>
        <title>BUNDESREPUB. DEUTSCHLAND 2.300000% 02/15/2033</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000BU2Z007"/>
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        <balance>270000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UNITED KINGDOM GILT 4.000000% 10/22/2063</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTGBP__00128479"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00124817"/>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTJPY__00128245"/>
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      <invstOrSec>
        <name>Ireland</name>
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        <name>BNP PARIBAS</name>
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        <name>CITIGROUP</name>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127145"/>
        </identifiers>
        <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>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>75000.00000000</amtCurSold>
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            <amtCurPur>51879.86000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-06-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00124732"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-226.83000000</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>840000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>40489.26000000</amtCurPur>
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            <unrealizedAppr>-226.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128435"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>169.61000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>42000.00000000</amtCurSold>
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            <amtCurPur>47640.65000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126137"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2548.97000000</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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>550000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>52204.09000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-2548.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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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        <balance>529450000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
        <valUSD>2936560.40000000</valUSD>
        <pctVal>0.821265049682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126121"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1662.58000000</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>49000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>51267.48000000</amtCurPur>
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            <unrealizedAppr>-1662.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00126658"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>-76.86000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>92974.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>86000.00000000</amtCurPur>
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            <unrealizedAppr>-76.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00126134"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
        <valUSD>50.28000000</valUSD>
        <pctVal>0.000014061759</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>SCB SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>51440.96000000</amtCurSold>
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            <amtCurPur>7700000.00000000</amtCurPur>
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            <unrealizedAppr>50.28000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126369"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <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>CITIGROUP</counterpartyName>
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            <amtCurSold>97000.00000000</amtCurSold>
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            <amtCurPur>102276.51000000</amtCurPur>
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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>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2025-04-02</title>
        <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="0.88475000"/>
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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">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00125040"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>SCB SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>J P MORGAN CHASE BANK</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-05-27</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00017434"/>
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        <valUSD>-87240.15000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>3934163.16000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00127409"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>STATE STREET BANK</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/EUR SETTLE 2025-04-07</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00025676"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BROWN BROTHERS HARRIMAN &amp; CO.</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00027659"/>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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      <invstOrSec>
        <name>OMERS Finance Trust</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTEUR__00127854"/>
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      <invstOrSec>
        <name>MOTABILITY OPERATIONS GROUP PLC</name>
        <lei>AZ3NL8JCZDCNUXFWI720</lei>
        <title>MOTABILITY OPERATIONS GROUP PLC MTN 4.250000% 06/17/2035</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127958"/>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126916"/>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LIMITED</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Royaume de Belgique</name>
        <lei>549300SZ25JZFHRHWD76</lei>
        <title>KINGDOM OF BELGIUM GOVERNMENT BOND 144A 3.500000% 06/22/2055</title>
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        <identifiers>
          <isin value="BE0000361700"/>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-05-07</title>
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      <invstOrSec>
        <name>Republica Portuguesa</name>
        <lei>549300P6U1FJ3IMP7K42</lei>
        <title>PORTUGAL OBRIGACOES DO TESOURO OT 144A 3.875000% 02/15/2030</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="PTOTEROE0014"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>PT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2025-04-02</title>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>United States of America</name>
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        <title>US ULTRA BOND CBT JUN25 FINANCIAL COMMODITY FUTURE.</title>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>Koninkrijk der Nederlanden</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Reino de Espana</name>
        <lei>9598007A56S18711AH60</lei>
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        <issuerCat>NUSS</issuerCat>
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        <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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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCAD__00120677"/>
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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>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>176339.80000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128251"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>910000.00000000</amtCurSold>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00030641"/>
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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>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CREDIT SUISSE FIRST BOSTON LLC.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Reino de Espana</name>
        <lei>9598007A56S18711AH60</lei>
        <title>SPAIN GOVERNMENT BOND 144A 3.450000% 07/30/2043</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0000012K95"/>
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        <balance>380000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Province de Quebec</name>
        <lei>549300WN65YFEQH74Y36</lei>
        <title>PROVINCE OF QUEBEC CANADA MTN 5.250000% 05/02/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU3CB0309060"/>
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        <balance>235000.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.60475000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127821"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <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>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>77000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>Valtioneuvosto</name>
        <lei>743700M6Y2OQRVSBRD14</lei>
        <title>FINLAND GOVERNMENT BOND 144A 3.000000% 09/15/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FI4000571104"/>
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        <balance>310000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FI</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126528"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-372.53000000</valUSD>
        <pctVal>-0.00010418511</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>CITIGROUP</counterpartyName>
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            <amtCurSold>90000.00000000</amtCurSold>
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            <amtCurPur>101351.12000000</amtCurPur>
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        <securityLending>
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      <invstOrSec>
        <name>International Development Association</name>
        <lei>P41R60HC414IWQA1XW02</lei>
        <title>INTERNATIONAL DEVELOPMENT ASSOCIATION 144A 4.500000% 02/12/2035</title>
        <cusip>45939E2D1</cusip>
        <identifiers>
          <isin value="US45939E2D10"/>
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        <balance>345000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-12</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00127558"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127030"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-05-07</title>
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          <other otherDesc="FX Forwards" value="CCTMXN__00121109"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-07-09</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>J P MORGAN CHASE BANK</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-28</title>
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          <other otherDesc="FX Forwards" value="CCTMXN__00017238"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>J P MORGAN CHASE BANK</counterpartyName>
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            <amtCurSold>140024.57000000</amtCurSold>
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        <name>Republic of Singapore</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
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        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>CITIGROUP</name>
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        <name>ALIMENTATION COUCHE-TARD INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>Kingdom of Thailand</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP</name>
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        <name>Konungariket Sverige</name>
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        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/EUR SETTLE 2025-05-07</title>
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        <name>THE TORONTO DOMINION BANK - LONDON</name>
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        <name>DS SMITH LIMITED</name>
        <lei>39RSBE4RCI4M15BLWH36</lei>
        <title>DS SMITH PLC MTN 4.500000% 07/27/2030</title>
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        <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: AUD/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTAUD__00122897"/>
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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>24578.96000000</amtCurSold>
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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__00017142"/>
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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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            <amtCurSold>1293300.00000000</amtCurSold>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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          <other otherDesc="FX Forwards" value="CCTSEK__00126863"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00017631"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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            <amtCurSold>7346700.00000000</amtCurSold>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTJPY__00126302"/>
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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>SCB SECURITIES</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00128144"/>
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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>STATE STREET BANK</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127009"/>
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        <name>SCB SECURITIES</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>People's Republic of China</name>
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        <name>CITIGROUP</name>
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        <name>J P MORGAN CHASE BANK</name>
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        <name>CITIGROUP</name>
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        <name>OEC FINANCE LIMITED</name>
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        <name>CITIGROUP</name>
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        <name>Royaume de Belgique</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <name>CITIGROUP</name>
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        <name>Industrial and Commercial Bank of China Limited</name>
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        <name>Canada Housing Trust No. 1</name>
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        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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        <name>Repubblica Italiana</name>
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        <name>Province of British Columbia</name>
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      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTTHB__00027641"/>
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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">
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              <counterpartyName>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>40000.00000000</amtCurSold>
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            <amtCurPur>1345108.00000000</amtCurPur>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 2YR NOTE (CBT) JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="1TUM25"/>
          <other otherDesc="Bloomberg Ticker" value="TUM5"/>
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        <balance>-30.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-6215156.25000000</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>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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                  <isin value="US91282CKE02"/>
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            <expDate>2025-07-03</expDate>
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            <unrealizedAppr>-23600.58000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Republic of Singapore</name>
        <lei>549300ZSV6VOGFH1ER70</lei>
        <title>SINGAPORE GOVERNMENT 1.250000% 11/01/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SGXF12888537"/>
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        <balance>321000.00000000</balance>
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        <currencyConditional curCd="SGD" exchangeRt="1.34410000"/>
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        <pctVal>0.065472532018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AUTOSTRADE PER L'ITALIA S.P.A.</name>
        <lei>815600149448CEB9B230</lei>
        <title>AUTOSTRADE PER L'ITALIA SPA 2.000000% 01/15/2030</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2278566299"/>
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        <balance>1230000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IT</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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126910"/>
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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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>186000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>
        <identifiers>
          <isin value="COL17CT03672"/>
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        <balance>1919300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="4192.47000000"/>
        <valUSD>414592.37000000</valUSD>
        <pctVal>0.115948653174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126727"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>45.80000000</valUSD>
        <pctVal>0.000012808842</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>45000.00000000</amtCurSold>
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            <amtCurPur>50907.63000000</amtCurPur>
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            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>45.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Romania</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>ROMANIA GOVERNMENT BOND 4.850000% 07/25/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="RO3B41D8EX14"/>
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        <balance>955000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="RON" exchangeRt="4.60835000"/>
        <valUSD>188971.71000000</valUSD>
        <pctVal>0.052849538120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.85000000</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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00128029"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>-350.35000000</valUSD>
        <pctVal>-0.00009798205</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>100809.44000000</amtCurSold>
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            <amtCurPur>93000.00000000</amtCurPur>
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            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-350.35000000</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 2025-05-12</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00017172"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>52.00000000</valUSD>
        <pctVal>0.000014542790</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>4105500.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>2558585.78000000</amtCurPur>
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            <settlementDt>2025-05-12</settlementDt>
            <unrealizedAppr>52.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 3.600000% 05/25/2042</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR001400WYO4"/>
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        <balance>1439000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>1508788.74000000</valUSD>
        <pctVal>0.421961509634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Estados Unidos Mexicanos</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX BONOS DESARR FIX RT 8.000000% 07/31/2053</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="MX0MGO0001E4"/>
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        <balance>14579300.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
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        <pctVal>0.162411050859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126911"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1511.54000000</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>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>14900000.00000000</amtCurSold>
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            <amtCurPur>101150.43000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>815600DE60799F5A9309</lei>
        <title>BUONI POLIENNALI DEL TES 2.000000% 02/01/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0005323032"/>
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        <balance>604000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>646019.61000000</valUSD>
        <pctVal>0.180671688926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Estados Unidos Mexicanos</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX BONOS DESARR FIX RT 8.500000% 03/01/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="MX0MGO0001F1"/>
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        <balance>9167600.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>443180.02000000</valUSD>
        <pctVal>0.123943734017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pemerintah Republik Indonesia</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 8.750000% 05/15/2031</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IDG000011701"/>
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        <name>Konungariket Sverige</name>
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      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTCOP__00027129"/>
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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>BARCLAY BANK PLC</counterpartyName>
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            <amtCurSold>539722.78000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00121740"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-283.45000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>600000.00000000</amtCurSold>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2025-04-02</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="0.88475000"/>
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        <pctVal>0.000187263597</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>157567.20000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (20 YEAR ISSUE) 1.400000% 09/20/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP1201501E99"/>
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        <balance>180500000.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
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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>2034-09-20</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>BANQUE FEDERATIVE DU CREDIT MUTUEL SA</name>
        <lei>VBHFXSYT7OG62HNT8T76</lei>
        <title>BANQUE FEDERATIVE DU CREDIT MUTUEL SA 3.875000% 06/16/2032</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR001400AY79"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <pctVal>0.091388111839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</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>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>N/A</lei>
        <title>LONG GILT FUTURE  JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FLGM5"/>
          <other otherDesc="Bloomberg Ticker" value="G M5"/>
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        <balance>27.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
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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>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.K. Gilt Futures</issuerName>
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                  <isin value="GB00BZB26Y51"/>
                  <ticker value="GRM25"/>
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            <unrealizedAppr>43489.45000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126142"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1449.58000000</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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>49000.00000000</amtCurSold>
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            <amtCurPur>51480.48000000</amtCurPur>
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            <unrealizedAppr>-1449.58000000</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/SEK SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00017653"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3454.94000000</valUSD>
        <pctVal>-0.00096623977</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>J.P. MORGAN SECURITIES</counterpartyName>
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            <settlementDt>2025-05-07</settlementDt>
            <unrealizedAppr>-3454.94000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ceska republika</name>
        <lei>3157007EFDLQABN47912</lei>
        <title>CZECH REPUBLIC 1.950000% 07/30/2037</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CZ0001006316"/>
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        <balance>1330000.00000000</balance>
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        <currencyConditional curCd="CZK" exchangeRt="23.13415000"/>
        <valUSD>44049.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-30</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>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: SEK/USD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTSEK__00127488"/>
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        <currencyConditional curCd="SEK" exchangeRt="10.04510000"/>
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        <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>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <settlementDt>2025-04-02</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00126850"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>MEDTRONIC INC</name>
        <lei>D56MRZY2INAN94ZONZ37</lei>
        <title>MEDTRONIC INC 4.150000% 10/15/2053</title>
        <cusip>585055BY1</cusip>
        <identifiers>
          <isin value="XS2834368453"/>
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        <balance>244000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <pctVal>0.071442051055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-10-15</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>Koninkrijk der Nederlanden</name>
        <lei>254900G14ALGVKORFN62</lei>
        <title>NETHERLANDS GOVERNMENT BOND 144A 0.000000% 01/15/2052</title>
        <cusip>N/A</cusip>
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          <isin value="NL0015614579"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (30 YEAR ISSUE) 2.300000% 03/20/2039</title>
        <cusip>N/A</cusip>
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          <isin value="JP1300301940"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127677"/>
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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>CITIGROUP</counterpartyName>
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        <name>ENGIE SA</name>
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        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>FOUNDRY JV HOLDCO LLC</name>
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        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>SCB SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
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        <name>STATE STREET BANK</name>
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        <name>CDP FINANCIERE INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00122907"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00126735"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>42360.85000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00124814"/>
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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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            <amtCurSold>160000.00000000</amtCurSold>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00126659"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>Reino de Espana</name>
        <lei>9598007A56S18711AH60</lei>
        <title>BONOS Y OBLIG DEL ESTADO 2.700000% 01/31/2030</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTGBP__00127384"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00124973"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SCB SECURITIES</name>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>Republic of Singapore</name>
        <lei>549300ZSV6VOGFH1ER70</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BPCE SA</name>
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          <isin value="US05578AAP30"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00122059"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MSD Netherlands Capital B.V.</name>
        <lei>724500V56VDH8898Q807</lei>
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        <cusip>N/A</cusip>
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          <isin value="XS2825486231"/>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2054-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>VERALTO CORPORATION</name>
        <lei>635400FJE6GSOJUSNY27</lei>
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        <cusip>92338CAB9</cusip>
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          <isin value="US92338CAB90"/>
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        <balance>335000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 2.750000% 02/25/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR001400HI98"/>
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        <balance>719000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <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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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: NOK/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNOK__00126505"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>NO</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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      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00121254"/>
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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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            <amtCurSold>56096.10000000</amtCurSold>
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            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>538.98000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>INDIGO GROUP SA</name>
        <lei>213800H5J9NKEXSUQX44</lei>
        <title>INDIGO GROUP SAS 4.500000% 04/18/2030</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR001400LCK1"/>
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        <balance>300000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: RON/USD SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTRON__00128063"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>RO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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      <invstOrSec>
        <name>Citibank, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Credit Default Swap</title>
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          <other otherDesc="All Others" value="CDS576205"/>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTJPY__00126419"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-05-07</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128340"/>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2025-04-02</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J P MORGAN CHASE BANK</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTIDR__00017774"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Bundesrepublik Deutschland</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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        <name>INTEL CORPORATION</name>
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        <name>SCB SECURITIES</name>
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        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Canada</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>ELECTRICITE DE FRANCE SA</name>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
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        <title>FX Forward Contract: MXN/USD SETTLE 2025-06-04</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Canada</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>529900AQBND3S6YJLY83</lei>
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        <identifiers>
          <isin value="DE000BU2F009"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-05-07</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00121493"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CREDIT AGRICOLE SA</name>
        <lei>969500TJ5KRTCJQWXH05</lei>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MYR SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00119222"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTJPY__00126907"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128031"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126668"/>
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        <name>KERRY GROUP FINANCIAL SERVICES UNLIMITED COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>Magyarorszag</name>
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        <name>Commonwealth of Australia</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTAUD__00127665"/>
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        <currencyConditional curCd="AUD" exchangeRt="1.60475000"/>
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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>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>44678.68000000</amtCurSold>
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            <amtCurPur>70000.00000000</amtCurPur>
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            <unrealizedAppr>-1046.79000000</unrealizedAppr>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/HKD SETTLE 2025-05-12</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00091803"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1046.38000000</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>4205000.00000000</amtCurSold>
            <curSold>HKD</curSold>
            <amtCurPur>542139.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-05-12</settlementDt>
            <unrealizedAppr>1046.38000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CHINA DEVELOPMENT BANK</name>
        <lei>300300C1020111000029</lei>
        <title>CHINA DEVELOPMENT BANK 4.300000% 08/02/2032</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="HK0000119328"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CNY" exchangeRt="7.25170000"/>
        <valUSD>622171.35000000</valUSD>
        <pctVal>0.174002068770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</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>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00128102"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
        <valUSD>-137.89000000</valUSD>
        <pctVal>-0.00003856356</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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
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            <amtCurSold>100816.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>78000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-137.89000000</unrealizedAppr>
          </fwdDeriv>
        </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: AUD/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00126504"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.60475000"/>
        <valUSD>-407.94000000</valUSD>
        <pctVal>-0.00011408819</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>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>50259.94000000</amtCurSold>
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            <amtCurPur>80000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-407.94000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>People's Republic of China</name>
        <lei>300300CHN201808MOF68</lei>
        <title>CHINA GOVERNMENT BOND 1.740000% 10/15/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CND10008GYY9"/>
        </identifiers>
        <balance>2240000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CNY" exchangeRt="7.25170000"/>
        <valUSD>309953.95000000</valUSD>
        <pctVal>0.086684525932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.74000000</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>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UNITED KINGDOM GILT 4.250000% 07/31/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BQC82C90"/>
        </identifiers>
        <balance>610616.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
        <valUSD>765993.08000000</valUSD>
        <pctVal>0.214224554993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127781"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>197.35000000</valUSD>
        <pctVal>0.000055192686</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>75000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>19537.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>197.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/SGD SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128232"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>154.96000000</valUSD>
        <pctVal>0.000043337515</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>50000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>37436.19000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-05-07</settlementDt>
            <unrealizedAppr>154.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>N/A</lei>
        <title>AUST 3YR BOND FUT JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YTTM5"/>
        </identifiers>
        <balance>-81.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.60475000"/>
        <valUSD>-5375786.89000000</valUSD>
        <pctVal>-1.50344119851</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetConditional assetCat="OTHER" desc="AUST 3YR BOND FUT JUN25"/>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00125094"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>75.82000000</valUSD>
        <pctVal>0.000021204507</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>STATE STREET BANK</counterpartyName>
              <counterpartyLei>549300ZFEEJ2IP5VME73</counterpartyLei>
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            <amtCurSold>9655.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>200000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-05-07</settlementDt>
            <unrealizedAppr>75.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kerajaan Malaysia</name>
        <lei>254900GSIL471JOBYY43</lei>
        <title>MALAYSIA GOVERNMENT 3.828000% 07/05/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="MYBMS1900047"/>
        </identifiers>
        <balance>317000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.43750000"/>
        <valUSD>71643.79000000</valUSD>
        <pctVal>0.020036550500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.82800000</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>WELLS FARGO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00026448"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.26590000"/>
        <valUSD>-6998.86000000</valUSD>
        <pctVal>-0.00195736450</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>WELLS FARGO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2010000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14545365.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2025-04-07</settlementDt>
            <unrealizedAppr>-6998.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 4.500000% 02/15/2036</title>
        <cusip>912810FT0</cusip>
        <identifiers>
          <isin value="US912810FT08"/>
        </identifiers>
        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154470.70000000</valUSD>
        <pctVal>0.043200673519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126663"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-82.47000000</valUSD>
        <pctVal>-0.00002306430</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>28000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>36048.43000000</amtCurPur>
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            <settlementDt>2025-05-07</settlementDt>
            <unrealizedAppr>-82.47000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128369"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-870.13000000</valUSD>
        <pctVal>-0.00024334842</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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        <name>Romania</name>
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        <name>Canada</name>
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        <name>Nederlandse Waterschapsbank N.V.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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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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        <name>CITIGROUP</name>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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          <other otherDesc="FX Forwards" value="CCTMXN__00125104"/>
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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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        <name>Estados Unidos Mexicanos</name>
        <lei>254900EGTWEU67VP6075</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: USD/NOK SETTLE 2025-05-13</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00017444"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTJPY__00126503"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="FX Forwards" value="CCTAUD__00120594"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Republica de Colombia</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>TITULOS DE TESORERIA 13.250000% 02/09/2033</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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        <name>CITIGROUP</name>
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        <name>Province of Ontario, Canada</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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          <other otherDesc="FX Forwards" value="CCTMXN__00124251"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>STATE STREET BANK</counterpartyName>
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            <amtCurSold>26539.64000000</amtCurSold>
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            <unrealizedAppr>119.71000000</unrealizedAppr>
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      <invstOrSec>
        <name>J P MORGAN CHASE BANK</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00017766"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>-474.03000000</valUSD>
        <pctVal>-0.00013257151</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>J P MORGAN CHASE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>29195.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>589600.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-04-28</settlementDt>
            <unrealizedAppr>-474.03000000</unrealizedAppr>
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        </derivativeInfo>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: NOK/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNOK__00124809"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.53465000"/>
        <valUSD>5330.19000000</valUSD>
        <pctVal>0.001490689159</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>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>213800IQAOC5HG62T347</counterpartyLei>
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            <amtCurSold>95764.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1065000.00000000</amtCurPur>
            <curPur>NOK</curPur>
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            <unrealizedAppr>5330.19000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128378"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>272000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>190506.87000000</amtCurPur>
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            <unrealizedAppr>1170.41000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-06-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128462"/>
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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>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1100000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>53706.40000000</amtCurPur>
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            <unrealizedAppr>387.71000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00030661"/>
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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>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CREDIT SUISSE FIRST BOSTON LLC.</counterpartyName>
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            <amtCurSold>3666927.40000000</amtCurSold>
            <curSold>CAD</curSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126870"/>
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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>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>45000.00000000</amtCurSold>
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            <amtCurPur>51039.50000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00121979"/>
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        <payoffProfile>N/A</payoffProfile>
        <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>STATE STREET BANK</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Kingdom of Thailand</name>
        <lei>254900PHJ6MSKT6C7026</lei>
        <title>THAILAND GOVERNMENT BOND 2.400000% 11/17/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="TH0623037B06"/>
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        <balance>19022000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <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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      <invstOrSec>
        <name>People's Republic of China</name>
        <lei>300300CHN201808MOF68</lei>
        <title>CHINA GOVERNMENT BOND 3.120000% 10/25/2052</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="CND10005R9B1"/>
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        <balance>25060000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTEUR__00127661"/>
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        <invCountry>XX</invCountry>

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              <counterpartyName>CITIGROUP</counterpartyName>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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          <isin value="US466247FZ18"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Statsministerens Kontor</name>
        <lei>549300L0BT3FJTN9MX24</lei>
        <title>NORWAY GOVERNMENT BOND 144A 3.625000% 04/13/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NO0013148338"/>
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      <invstOrSec>
        <name>Statsministerens Kontor</name>
        <lei>549300L0BT3FJTN9MX24</lei>
        <title>NORWAY GOVERNMENT BOND 144A 1.375000% 08/19/2030</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <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>
        <identifiers>
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        <balance>160401.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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

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

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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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          <other otherDesc="FX Forwards" value="CCTMXN__00125101"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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          <other otherDesc="FX Forwards" value="CCTMXN__00127159"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BAML</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00031127"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BAML</counterpartyName>
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            <amtCurSold>552005.21000000</amtCurSold>
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      <invstOrSec>
        <name>Bundeskanzleramt Oesterreich</name>
        <lei>529900QWWUI4XRVR7I03</lei>
        <title>REPUBLIC OF AUSTRIA GOVERNMENT BOND 144A 2.100000% 09/20/2117</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AT0000A1XML2"/>
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        <balance>173000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2117-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2025-04-02</title>
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        <identifiers>
          <ticker value="CHF-OLD"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.88475000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CH</invCountry>

        <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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            <amtCurSold>77153.60000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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          <other otherDesc="FX Forwards" value="CCTMXN__00125106"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>WELLS FARGO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2025-04-07</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNH__00033861"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Magyarorszag</name>
        <lei>5299003F3UFKGCCMAP43</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <title>FX Forward Contract: USD/CZK SETTLE 2025-06-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00017501"/>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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        <title>FX Forward Contract: USD/JPY SETTLE 2025-04-07</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Republique Francaise</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CREDIT AGRICOLE ASSURANCES SA</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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        <name>CITIGROUP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTUSD__00095834"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126680"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127722"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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          <ticker value="CHF-OLD"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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          <other otherDesc="FX Forwards" value="CCTMXN__00124920"/>
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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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      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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        <cusip>N/A</cusip>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>STATE STREET BANK</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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          <other otherDesc="FX Forwards" value="CCTMXN__00126654"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>STATE STREET BANK</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127595"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
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      <invstOrSec>
        <name>PRINCIPAL LIFE GLOBAL FUNDING II</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Canada</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
        <title>CANADIAN GOVERNMENT 2.250000% 06/01/2029</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MARS, INCORPORATED</name>
        <lei>54930073HKEO6GZBSS03</lei>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>Republic of Singapore</name>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FUNDING</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
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        <cusip>64952WFG3</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <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>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTMYR__00128314"/>
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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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            <amtCurSold>737865.83000000</amtCurSold>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTJPY__00123333"/>
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        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
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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>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127149"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127818"/>
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        <assetCat>DFE</assetCat>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>New Zealand</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>NEW ZEALAND GOVERNMENT 4.500000% 05/15/2030</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NZGOVDT530C2"/>
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        <balance>1746000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>NZ</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>Reino de Espana</name>
        <lei>9598007A56S18711AH60</lei>
        <title>SPAIN GOVERNMENT BOND 144A 2.350000% 07/30/2033</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES00000128Q6"/>
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        <balance>201000.00000000</balance>
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        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BNP Paribas</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>BRK - BNP PARIBAS SA LONDON REC - EURIBOR 6 MONTH</title>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
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        <currencyConditional curCd="CHF" exchangeRt="0.88475000"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CADENT FINANCE PLC</name>
        <lei>5493005M8TJ0J6IMUF67</lei>
        <title>CADENT FINANCE PLC MTN 0.750000% 03/11/2032</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2116701348"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
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        <title>US 10YR ULTRA FUT JUN25 FINANCIAL COMMODITY FUTURE.</title>
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          <other otherDesc="Bloomberg Ticker" value="UXYM5"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128065"/>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: THB/USD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTTHB__00128240"/>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00119196"/>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="FX Forwards" value="CCTUSD__00127734"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126144"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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          <other otherDesc="FX Forwards" value="CCTSEK__00126138"/>
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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        <name>Bundesrepublik Deutschland</name>
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          <ticker value="FGBMM5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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                <issuerName>Germany Govt. Bond Futures</issuerName>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128323"/>
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        <name>New Zealand</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>Bundeskanzleramt Oesterreich</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-06-04</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00124717"/>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>Pemerintah Republik Indonesia</name>
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      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>N/A</lei>
        <title>EURO-BTP FUTURE   JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FBTPM5"/>
          <other otherDesc="Bloomberg Ticker" value="IKM5"/>
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        <balance>34.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</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>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Italy Govt. Bond Futures</issuerName>
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                  <isin value="IT0005560948"/>
                  <ticker value="FBTPM25"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-06-09</expDate>
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            <unrealizedAppr>9518.76000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: NOK/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNOK__00126297"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.53465000"/>
        <valUSD>6519.82000000</valUSD>
        <pctVal>0.001823391848</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>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>213800IQAOC5HG62T347</counterpartyLei>
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            <amtCurSold>101694.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1140000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>6519.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hellenic Republic</name>
        <lei>2138003EKTMKZ5598902</lei>
        <title>HELLENIC REPUBLIC GOVERNMENT BOND 144A 3.625000% 06/15/2035</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GR0124041758"/>
        </identifiers>
        <balance>344000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>373741.93000000</valUSD>
        <pctVal>0.104524049534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>3MO EURO EURIBOR  DEC25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FEIZ5"/>
          <other otherDesc="Bloomberg Ticker" value="ERZ5"/>
        </identifiers>
        <balance>-50.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>-13237240.08000000</valUSD>
        <pctVal>-3.70204632329</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Interest Rate Futures</issuerName>
                <issueTitle>3 MO Euro Euribor Future (LIFFE) Dec 2025</issueTitle>
                <identifiers>
                  <ticker value="IZ25"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-12-18</expDate>
            <notionalAmt>-13180160.55000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-57079.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MOTABILITY OPERATIONS GROUP PLC</name>
        <lei>AZ3NL8JCZDCNUXFWI720</lei>
        <title>MOTABILITY OPERATIONS GROUP PLC MTN 3.875000% 01/24/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2742660660"/>
        </identifiers>
        <balance>220000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>237363.54000000</valUSD>
        <pctVal>0.066383235117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128393"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>227.49000000</valUSD>
        <pctVal>0.000063621911</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>45000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>51312.46000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-05-07</settlementDt>
            <unrealizedAppr>227.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ASIAN DEVELOPMENT BANK</name>
        <lei>549300X0MVH42CY8Q105</lei>
        <title>ASIAN DEVELOPMENT BANK MTN 2.350000% 06/21/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS0307424274"/>
        </identifiers>
        <balance>350000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
        <valUSD>2420149.76000000</valUSD>
        <pctVal>0.676840977929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.35000000</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>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCZK__00127863"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="23.13415000"/>
        <valUSD>-69.38000000</valUSD>
        <pctVal>-0.00001940343</pctVal>
        <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>BARCLAYS CAPITAL INC.</counterpartyName>
              <counterpartyLei>213800IQAOC5HG62T347</counterpartyLei>
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            <amtCurSold>19953.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>460000.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-69.38000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00126524"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>27.26000000</valUSD>
        <pctVal>0.000007623778</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>STATE STREET BANK</counterpartyName>
              <counterpartyLei>549300ZFEEJ2IP5VME73</counterpartyLei>
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            <amtCurSold>34677.57000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>710000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>27.26000000</unrealizedAppr>
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        </derivativeInfo>
        <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: MXN/USD SETTLE 2025-06-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00126123"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>68.05000000</valUSD>
        <pctVal>0.000019031478</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">
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              <counterpartyName>STATE STREET BANK</counterpartyName>
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            <amtCurSold>16896.99000000</amtCurSold>
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            <amtCurPur>350000.00000000</amtCurPur>
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            <unrealizedAppr>68.05000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THE SOUTHERN COMPANY</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>SOUTHERN CO/THE 5.500000% 03/15/2029</title>
        <cusip>842587DS3</cusip>
        <identifiers>
          <isin value="US842587DS35"/>
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        <balance>320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>330018.95000000</valUSD>
        <pctVal>0.092296085368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00123340"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
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        <pctVal>0.001388075789</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>SCB SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>330765.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>50000000.00000000</amtCurPur>
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            <settlementDt>2025-05-07</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00031410"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>463.59000000</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>CREDIT SUISSE FIRST BOSTON LLC.</counterpartyName>
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            <amtCurSold>5907427.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>40000.00000000</amtCurPur>
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            <settlementDt>2025-04-07</settlementDt>
            <unrealizedAppr>463.59000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00127166"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.43925000"/>
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        <pctVal>-0.00000930179</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>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>100780.18000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>145000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-33.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (40 YEAR ISSUE) 2.200000% 03/20/2064</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP1400171Q50"/>
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        <balance>282600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
        <valUSD>1676876.29000000</valUSD>
        <pctVal>0.468970394621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTEUR__00127866"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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        <name>People's Republic of China</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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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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        <securityLending>
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        <name>BARCLAY BANK PLC</name>
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          <other otherDesc="FX Forwards" value="CCTCAD__00127106"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126919"/>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>China Development Bank (Hong Kong Branch)</name>
        <lei>N/A</lei>
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          <isin value="HK0001007506"/>
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        <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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        <name>Commonwealth of Australia</name>
        <lei>213800J6B7JSBDETCB42</lei>
        <title>AUSTRALIAN GOVERNMENT 3.500000% 12/21/2034</title>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2025-04-15</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00017043"/>
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        <securityLending>
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      <invstOrSec>
        <name>NTT FINANCE CORPORATION</name>
        <lei>3538007PR116187GD960</lei>
        <title>NTT FINANCE CORP 144A 1.162000% 04/03/2026</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/HKD SETTLE 2025-04-17</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00089506"/>
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        <name>CITIGROUP</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <name>Kerajaan Malaysia</name>
        <lei>254900GSIL471JOBYY43</lei>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
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          <isin value="US07384MW810"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MSD Netherlands Capital B.V.</name>
        <lei>724500V56VDH8898Q807</lei>
        <title>MSD NETHERLANDS CAPITAL BV 3.500000% 05/30/2037</title>
        <cusip>N/A</cusip>
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          <isin value="XS2825485852"/>
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        <balance>190000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127574"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126928"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP Paribas</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>BRK - BNP PARIBAS SA LONDON REC - GBP-SONIA-COMPOUND</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128387"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-04-07</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00026279"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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          <other otherDesc="FX Forwards" value="CCTHUF__00127828"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
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        <name>J P MORGAN CHASE BANK</name>
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        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00029067"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CREDIT SUISSE FIRST BOSTON LLC.</counterpartyName>
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      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (20 YEAR ISSUE) 0.500000% 09/20/2036</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP1201581G90"/>
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        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
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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>2036-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/NOK SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126537"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>2280000.00000000</amtCurSold>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00124945"/>
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        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.60475000"/>
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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">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
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            <amtCurSold>1085511.43000000</amtCurSold>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF CHINA LIMITED Zweigniederlassung Frankfurt am Main Frankfurt Branch</name>
        <lei>N/A</lei>
        <title>BANK OF CHINA LTD/FRANKFURT MTN 3.200000% 10/18/2025</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="HK0000951076"/>
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        <balance>43100000.00000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="7.25170000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00029075"/>
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        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <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>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Republica de Colombia</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>TITULOS DE TESORERIA 6.000000% 04/28/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="COL17CT02914"/>
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        <balance>2676300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="4192.47000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00126531"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.43925000"/>
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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>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>104667.11000000</amtCurSold>
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            <amtCurPur>150000.00000000</amtCurPur>
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            <unrealizedAppr>-446.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (30 YEAR ISSUE) 2.300000% 03/20/2040</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP1300321A34"/>
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        <balance>756950000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30000000</annualizedRt>
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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>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00127743"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
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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">
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              <counterpartyName>STATE STREET BANK</counterpartyName>
              <counterpartyLei>549300ZFEEJ2IP5VME73</counterpartyLei>
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            <amtCurSold>26384.30000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128171"/>
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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>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>640000.00000000</amtCurSold>
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            <amtCurPur>27801.59000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00126731"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
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        <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>SCB SECURITIES</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00126864"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.76569000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BARCLAY BANK PLC</counterpartyName>
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            <amtCurSold>100117.15000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>815600DE60799F5A9309</lei>
        <title>BUONI POLIENNALI DEL TES 2.500000% 12/01/2032</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0005494239"/>
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        <balance>449000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN TREASURY DISC BILL ZERO COUPON 04/14/2025</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP1742801R11"/>
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        <balance>323700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-14</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CHF/EUR SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

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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>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00126483"/>
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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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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127456"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>77000.00000000</amtCurSold>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00031412"/>
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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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00124807"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>685000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00127406"/>
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        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
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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>STATE STREET BANK</counterpartyName>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTTHB__00125079"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>UBS Group AG</name>
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        <name>Pemerintah Republik Indonesia</name>
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        <name>Pemerintah Republik Indonesia</name>
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      <invstOrSec>
        <name>Statsministerens Kontor</name>
        <lei>549300L0BT3FJTN9MX24</lei>
        <title>NORWAY GOVERNMENT BOND 144A 2.125000% 05/18/2032</title>
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          <isin value="NO0012440397"/>
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      <invstOrSec>
        <name>J P MORGAN CHASE BANK</name>
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          <other otherDesc="FX Forwards" value="CCTAUD__00017243"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128243"/>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00031415"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J P MORGAN CHASE BANK</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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        <name>J P MORGAN CHASE BANK</name>
        <lei>N/A</lei>
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        <name>CITIGROUP</name>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <name>Republic of Singapore</name>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Petroleos Mexicanos</name>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00027128"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CREDIT SUISSE FIRST BOSTON LLC.</counterpartyName>
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            <amtCurSold>7488993.22000000</amtCurSold>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00126296"/>
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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">
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              <counterpartyName>BARCLAYS CAPITAL INC.</counterpartyName>
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            <amtCurSold>45117.02000000</amtCurSold>
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            <unrealizedAppr>555.26000000</unrealizedAppr>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00127162"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
        <valUSD>-214.90000000</valUSD>
        <pctVal>-0.00006010087</pctVal>
        <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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>50554.37000000</amtCurSold>
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            <curPur>GBP</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-214.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Commonwealth of Australia</name>
        <lei>213800J6B7JSBDETCB42</lei>
        <title>AUSTRALIAN GOVERNMENT 1.750000% 06/21/2051</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="AU0000097495"/>
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        <balance>3107000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="AUD" exchangeRt="1.60475000"/>
        <valUSD>1021345.78000000</valUSD>
        <pctVal>0.285638801352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-21</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127704"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>260.59000000</valUSD>
        <pctVal>0.000072878957</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>900000.00000000</amtCurSold>
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            <amtCurPur>26789.70000000</amtCurPur>
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            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>260.59000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: GBP/EUR SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00029085"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
        <valUSD>-8.95000000</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>WELLS FARGO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>23286.22000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>19489.02000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2025-04-07</settlementDt>
            <unrealizedAppr>-8.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00026072"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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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>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/HUF SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00124966"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <valUSD>-7015.84000000</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>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>86600000.00000000</amtCurSold>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-05-21</title>
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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>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTEUR__00123794"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127160"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2025-05-22</title>
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          <other otherDesc="FX Forwards" value="CCTCAD__00127557"/>
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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: SEK/USD SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTSEK__00017159"/>
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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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        <name>Republic of Singapore</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127593"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128308"/>
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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</counterpartyName>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CHF-OLD"/>
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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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            <unrealizedAppr>-1534.62000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Statsministeriet, Departementet</name>
        <lei>549300PTO6LS1PTM6607</lei>
        <title>KINGDOM OF DENMARK 4.500000% 11/15/2039</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DK0009922320"/>
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        <balance>1533000.00000000</balance>
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        <currencyConditional curCd="DKK" exchangeRt="6.90670000"/>
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        <pctVal>0.074777275043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-15</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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      <invstOrSec>
        <name>Province of Ontario, Canada</name>
        <lei>C7PVKCRGLG18EBQGZV36</lei>
        <title>ONTARIO (PROVINCE OF) 2.800000% 06/02/2048</title>
        <cusip>68323ADZ4</cusip>
        <identifiers>
          <isin value="CA68323ADZ45"/>
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        <balance>1540000.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.43925000"/>
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        <pctVal>0.237057586217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-02</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>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126685"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1399.78000000</valUSD>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>15100000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126738"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <valUSD>1494.87000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>180000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>103438.02000000</amtCurPur>
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            <unrealizedAppr>1494.87000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00127858"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>-264.80000000</valUSD>
        <pctVal>-0.00007405636</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>CITIGROUP</counterpartyName>
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            <unrealizedAppr>-264.80000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>AMERICAN TOWER CORPORATION</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP 1.300000% 09/15/2025</title>
        <cusip>03027XBB5</cusip>
        <identifiers>
          <isin value="US03027XBB55"/>
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        <balance>535000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>527026.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</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>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-07-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00128386"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
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        <pctVal>-0.00005038237</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER LP 5.200000% 04/01/2030</title>
        <cusip>29273VBD1</cusip>
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          <isin value="US29273VBD10"/>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Japan</name>
        <lei>N/A</lei>
        <title>JPN 10Y BOND(OSE) JUN25 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="JGBM5"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>United States of America</name>
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          <ticker value="1TUM25"/>
          <other otherDesc="Bloomberg Ticker" value="TUM5"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/THB SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127738"/>
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        <name>Republica de Colombia</name>
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        <name>Magyarorszag</name>
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      <invstOrSec>
        <name>Robert Bosch Gesellschaft mit beschraenkter Haftung</name>
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        <name>SCB SECURITIES</name>
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        <name>STATE STREET BANK</name>
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      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>KfW</name>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00025295"/>
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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>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <name>CITIGROUP</name>
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        <name>BARCLAYS CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTZAR__00128064"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SCB SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTJPY__00127152"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>SCB SECURITIES</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127855"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128023"/>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTJPY__00127831"/>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00029064"/>
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        <name>Republic of Singapore</name>
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        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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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>J.P. MORGAN SECURITIES</name>
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        <name>Romania</name>
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        <name>Government of the Republic of Korea</name>
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        <name>CITIGROUP</name>
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        <name>Japan</name>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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          <other otherDesc="FX Forwards" value="CCTSEK__00126519"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <amtCurPur>1070000.00000000</amtCurPur>
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      <invstOrSec>
        <name>FIRST CITIZENS BANCSHARES, INC.</name>
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          <isin value="US31959XAF06"/>
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        <balance>400000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Kerajaan Malaysia</name>
        <lei>254900GSIL471JOBYY43</lei>
        <title>MALAYSIA GOVERNMENT 3.828000% 07/05/2034</title>
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        <identifiers>
          <isin value="MYBMS1900047"/>
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        <balance>1296000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>MY</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>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00127577"/>
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        <currencyConditional curCd="AUD" exchangeRt="1.60475000"/>
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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>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>44404.90000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127684"/>
        </identifiers>
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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>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128328"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>250000.00000000</amtCurSold>
            <curSold>RON</curSold>
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            <unrealizedAppr>-163.89000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MYR SETTLE 2025-07-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128317"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00126310"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: SEK/USD SETTLE 2025-07-09</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSEK__00033554"/>
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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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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTJPY__00127148"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>New Zealand</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>NEW ZEALAND GVT ILB 2.500000% 09/20/2040</title>
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        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
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      <invstOrSec>
        <name>PSP Capital Inc.</name>
        <lei>549300B456N0WEIC5249</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTJPY__00125089"/>
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        <name>Japan</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (20 YEAR ISSUE) 1.800000% 09/20/2031</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00124831"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SCB SECURITIES</name>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00126305"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Magyarorszag</name>
        <lei>5299003F3UFKGCCMAP43</lei>
        <title>HUNGARY GOVERNMENT BOND 4.500000% 03/23/2028</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</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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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00128025"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00126710"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>Canada</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
        <title>CANADIAN GOVERNMENT 1.750000% 12/01/2053</title>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTJPY__00127851"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>OEC FINANCE LIMITED</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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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>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-02</title>
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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>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP Paribas</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
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          <other otherDesc="All Others" value="CDS576050"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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        <securityLending>
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      <invstOrSec>
        <name>Pemerintah Republik Indonesia</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 7.375000% 05/15/2048</title>
        <cusip>N/A</cusip>
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          <isin value="IDG000012501"/>
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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>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTEUR__00032117"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Bundeskanzleramt Oesterreich</name>
        <lei>529900QWWUI4XRVR7I03</lei>
        <title>REPUBLIC OF AUSTRIA 6.250000% 07/15/2027</title>
        <cusip>N/A</cusip>
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          <isin value="AT0000383864"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AT</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>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00126410"/>
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        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.76569000"/>
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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">
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        <securityLending>
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      <invstOrSec>
        <name>Estados Unidos Mexicanos</name>
        <lei>254900EGTWEU67VP6075</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="MX0MGO0000B2"/>
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        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</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>ELECTRICITE DE FRANCE SA</name>
        <lei>549300X3UK4GG3FNMO06</lei>
        <title>ELECTRICITE DE FRANCE SA MTN 4.625000% 01/25/2043</title>
        <cusip>N/A</cusip>
        <identifiers>
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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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        <securityLending>
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      <invstOrSec>
        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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        <title>FX Forward Contract: JPY/EUR SETTLE 2025-04-07</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00026070"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/EUR SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126145"/>
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      <invstOrSec>
        <name>BAML</name>
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          <other otherDesc="FX Forwards" value="CCTMXN__00031856"/>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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      <invstOrSec>
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      <invstOrSec>
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        <title>FX Forward Contract: USD/PLN SETTLE 2025-04-02</title>
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              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126858"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>70000.00000000</amtCurSold>
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            <amtCurPur>49024.79000000</amtCurPur>
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            <unrealizedAppr>388.35000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UNITED KINGDOM GILT 1.250000% 07/31/2051</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB00BLH38158"/>
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        <balance>3049174.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-31</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>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2591803841"/>
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        <balance>350000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2173-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>BARCLAYS PLC</name>
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                <isin value="GB0031348658"/>
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            <currencyInfo convRatio="606.06060606" curCd="GBP"/>
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        <securityLending>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00126651"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
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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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              <counterpartyName>STATE STREET BANK</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (10 YEAR ISSUE) 0.100000% 12/20/2026</title>
        <cusip>N/A</cusip>
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          <isin value="JP1103451GC0"/>
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        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ELECTRICITE DE FRANCE SA</name>
        <lei>549300X3UK4GG3FNMO06</lei>
        <title>ELECTRICITE DE FRANCE SA MTN 7.500000% MATURITY: PERPETUAL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR001400EFQ6"/>
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        <balance>600000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <pctVal>0.198681967261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2173-12-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126186"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-201.96000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>165000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: RON/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTRON__00124815"/>
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        <units>NC</units>
        <currencyConditional curCd="RON" exchangeRt="4.60835000"/>
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        <pctVal>0.000394344543</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>BARCLAYS CAPITAL INC.</counterpartyName>
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            <curPur>RON</curPur>
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            <unrealizedAppr>1410.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127403"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <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>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Estados Unidos Mexicanos</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX BONOS DESARR FIX RT 7.000000% 09/03/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="MX0MGO000193"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-09-03</maturityDt>
          <couponKind>Fixed</couponKind>
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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>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00126509"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
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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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127026"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-276.98000000</valUSD>
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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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-06-04</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127955"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00126851"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00126901"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127495"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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        <name>Republique Francaise</name>
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        <cusip>N/A</cusip>
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          <isin value="FR0011883966"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-02</title>
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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>STATE STREET BANK</counterpartyName>
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            <amtCurSold>44788.18000000</amtCurSold>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTMXN__00121114"/>
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        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
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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>STATE STREET BANK</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128385"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00028803"/>
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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>CREDIT SUISSE FIRST BOSTON LLC.</counterpartyName>
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            <amtCurSold>908674.53000000</amtCurSold>
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            <unrealizedAppr>-259.58000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTEUR__00125064"/>
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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>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>DEUTSCHE BANK SECURITIES, INC.</name>
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        <title>FX Forward Contract: CNY/USD SETTLE 2025-04-07</title>
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          <other otherDesc="FX Forwards" value="CCTCNY__00031426"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>DEUTSCHE BANK SECURITIES, INC.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2025-05-07</title>
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          <other otherDesc="FX Forwards" value="CCTAUD__00127663"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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        <name>Abertis Infraestructuras Finance B.V.</name>
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        <name>Reino de Espana</name>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127019"/>
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          <other otherDesc="FX Forwards" value="CCTUSD__00124388"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Statsministerens Kontor</name>
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          <other otherDesc="FX Forwards" value="CCTINR__00033557"/>
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        <name>CITIGROUP</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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      <invstOrSec>
        <name>Province de Quebec</name>
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        <name>SCB SECURITIES</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>N/A</name>
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        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTGBP__00128220"/>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>REINSURANCE GROUP OF AMERICA, INCORPORATED</name>
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        <name>BARCLAY BANK PLC</name>
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      <invstOrSec>
        <name>HUNTINGTON BANCSHARES INCORPORATED</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00124934"/>
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      <invstOrSec>
        <name>BANQUE CANADIENNE IMPERIALE DE COMMERCE</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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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTJPY__00128145"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTEUR__00124967"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Government of the Republic of Korea</name>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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        <name>CITIGROUP</name>
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        <name>NATIONAL GRID PLC</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>Schweizerische Eidgenossenschaft</name>
        <lei>5067006OA1BJ88912Q83</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTGBP__00126908"/>
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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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            <amtCurSold>50377.47000000</amtCurSold>
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            <unrealizedAppr>-38.00000000</unrealizedAppr>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126420"/>
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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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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>180000.00000000</amtCurSold>
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            <amtCurPur>101563.40000000</amtCurPur>
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      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00125076"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
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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>50541.49000000</amtCurSold>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>Credit Default Swap</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="CDS561605"/>
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        <assetCat>DCR</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Deutsche Bank AG</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00127376"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
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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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurSold>125585.04000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>815600DE60799F5A9309</lei>
        <title>ITALY BUONI POLIENNALI DEL TESORO 144A 3.850000% 10/01/2040</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0005635583"/>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Romania</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 5.625000% 02/22/2036</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2770921315"/>
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        <balance>1085000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>RO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Statsministerens Kontor</name>
        <lei>549300L0BT3FJTN9MX24</lei>
        <title>NORWAY GOVERNMENT BOND 144A 3.750000% 06/12/2035</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NO0013475558"/>
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        <balance>8073000.00000000</balance>
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        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
        <title>FX Forward Contract: CZK/USD SETTLE 2025-05-07</title>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTKRW__00032112"/>
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      <invstOrSec>
        <name>Bayer Aktiengesellschaft</name>
        <lei>549300J4U55H3WP1XT59</lei>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>New Zealand</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>NEW ZEALAND GOVERNMENT 2.750000% 05/15/2051</title>
        <cusip>N/A</cusip>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (10 YEAR ISSUE) 0.900000% 09/20/2034</title>
        <cusip>N/A</cusip>
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        <assetCat>DBT</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126122"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127782"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>STATE STREET BANK</name>
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          <other otherDesc="FX Forwards" value="CCTMXN__00123101"/>
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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>STATE STREET BANK</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00124799"/>
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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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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126127"/>
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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</counterpartyName>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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          <other otherDesc="FX Forwards" value="CCTCZK__00127850"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00017756"/>
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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>J.P. MORGAN SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00017308"/>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00033859"/>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>STATE STREET BANK</name>
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      <invstOrSec>
        <name>Koninkrijk der Nederlanden</name>
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        <title>NETHERLANDS GOVERNMENT BOND 144A 2.500000% 01/15/2033</title>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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        <name>Repubblica Italiana</name>
        <lei>815600DE60799F5A9309</lei>
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          <isin value="IT0004532559"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Royaume de Belgique</name>
        <lei>549300SZ25JZFHRHWD76</lei>
        <title>KINGDOM OF BELGIUM GOVERNMENT BOND 144A 3.000000% 06/22/2034</title>
        <cusip>N/A</cusip>
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          <isin value="BE0000333428"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/CHF SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126733"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>90000.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00122036"/>
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        <units>NC</units>
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        <valUSD>-19179.51000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>21370000.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00125067"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3384.21000000</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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>540000.00000000</amtCurSold>
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            <amtCurPur>50373.34000000</amtCurPur>
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            <unrealizedAppr>-3384.21000000</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/SGD SETTLE 2025-06-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00017553"/>
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        <units>NC</units>
        <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>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <amtCurSold>7733050.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/NOK SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127449"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1476.97000000</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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>1070000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>100092.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-1476.97000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Republica de Colombia</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>TITULOS DE TESORERIA 7.500000% 08/26/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="COL17CT02625"/>
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        <balance>250900000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="4192.47000000"/>
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        <pctVal>0.016305466162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</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>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128033"/>
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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>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>200000.00000000</amtCurSold>
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            <amtCurPur>9885.48000000</amtCurPur>
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      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 0.750000% 05/25/2053</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR0014004J31"/>
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        <balance>623182.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CNPC Global Capital Limited</name>
        <lei>254900BS1UPERUNF4860</lei>
        <title>CNPC GLOBAL CAPITAL LTD 2.600000% 01/25/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="HK0000980174"/>
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        <balance>11940000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CNY" exchangeRt="7.25170000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Koninkrijk der Nederlanden</name>
        <lei>254900G14ALGVKORFN62</lei>
        <title>NETHERLANDS GOVERNMENT BOND 144A 2.500000% 01/15/2030</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0015001DQ7"/>
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        <balance>188000.00000000</balance>
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        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Santander Holdings USA, Inc.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HOLDINGS USA INC 6.174000% 01/09/2030</title>
        <cusip>80282KBJ4</cusip>
        <identifiers>
          <isin value="US80282KBJ43"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2025-06-04</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126113"/>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>New Zealand</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>NEW ZEALAND GOVERNMENT 3.000000% 04/20/2029</title>
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        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>People's Republic of China</name>
        <lei>300300CHN201808MOF68</lei>
        <title>CHINA GOVERNMENT BOND 1.850000% 05/15/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00125061"/>
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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</counterpartyName>
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            <amtCurSold>87000.00000000</amtCurSold>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00128170"/>
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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>CITIGROUP</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126872"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>45000.00000000</amtCurSold>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
        <lei>74KKBLHM4AWY05GPNY79</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00126940"/>
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        <currencyConditional curCd="AUD" exchangeRt="1.60475000"/>
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        <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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              <counterpartyName>BNP PARIBAS</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00124931"/>
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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>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>Republique Francaise</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>FRENCH REPUBLIC GOVERNMENT BOND OAT 144A 0.000000% 11/25/2029</title>
        <cusip>N/A</cusip>
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          <isin value="FR0013451507"/>
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        <balance>405129.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00126064"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="NZD" exchangeRt="1.76569000"/>
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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>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>50476.25000000</amtCurSold>
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            <amtCurPur>90000.00000000</amtCurPur>
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            <unrealizedAppr>495.32000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00121526"/>
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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>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>280000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CHF-OLD"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTSEK__00126485"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-07-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128345"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2025-04-14</title>
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      <invstOrSec>
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      <invstOrSec>
        <name>Siemens Financieringsmaatschappij N.V.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>UBS Group AG</name>
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        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128250"/>
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      <invstOrSec>
        <name>DEUTSCHE BANK SECURITIES, INC.</name>
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          <other otherDesc="FX Forwards" value="CCTCNY__00032744"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>DEUTSCHE BANK SECURITIES, INC.</counterpartyName>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>213800IQAOC5HG62T347</lei>
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          <other otherDesc="FX Forwards" value="CCTCZK__00128341"/>
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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>Commonwealth of Australia</name>
        <lei>213800J6B7JSBDETCB42</lei>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTUSD__00017477"/>
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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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      <invstOrSec>
        <name>CADENT FINANCE PLC</name>
        <lei>5493005M8TJ0J6IMUF67</lei>
        <title>CADENT FINANCE PLC MTN 3.750000% 04/16/2033</title>
        <cusip>N/A</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>GB</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>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00122908"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>WELLS FARGO</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00028024"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00124944"/>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>New Zealand</name>
        <lei>549300237GPHG2AI7C34</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN SECURITIES</name>
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        <name>Rzeczpospolita Polska</name>
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        <title>POLAND GOVERNMENT BOND 1.750000% 04/25/2032</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
        <lei>N/A</lei>
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        <name>J P MORGAN CHASE BANK</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>Ontario Teachers' Finance Trust</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
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      <invstOrSec>
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      <invstOrSec>
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        <name>Pemerintah Republik Indonesia</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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        <name>Ireland</name>
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        <name>Repubblica Italiana</name>
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        <name>United Kingdom of Great Britain and Northern Ireland</name>
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        <name>Siemens Financieringsmaatschappij N.V.</name>
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        <name>CITIGROUP</name>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Wintershall Dea Finance 2 B.V.</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</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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          <isCashCollateral>N</isCashCollateral>
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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="CCTEUR__00030190"/>
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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>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2025-04-02</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="0.88475000"/>
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        <pctVal>-0.00021691690</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <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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            <amtCurSold>102499.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>90000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-775.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126645"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-39.26000000</valUSD>
        <pctVal>-0.00001097980</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>CITIGROUP</counterpartyName>
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            <amtCurSold>460000.00000000</amtCurSold>
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            <amtCurPur>22445.56000000</amtCurPur>
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            <unrealizedAppr>-39.26000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CNY SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127590"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>317.15000000</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">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>726000.00000000</amtCurSold>
            <curSold>CNY</curSold>
            <amtCurPur>100431.61000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>317.15000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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>265000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>230721.04000000</valUSD>
        <pctVal>0.064525533470</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>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00124972"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2304.33000000</valUSD>
        <pctVal>-0.00064444977</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>81000.00000000</amtCurSold>
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            <amtCurPur>102246.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-2304.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>263000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>276068.69000000</valUSD>
        <pctVal>0.077207867547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canada</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
        <title>CANADA GOVERNMENT 4.625000% 04/30/2029</title>
        <cusip>43358BAA1</cusip>
        <identifiers>
          <isin value="US43358BAA17"/>
        </identifiers>
        <balance>270000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>276272.51000000</valUSD>
        <pctVal>0.077264869692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Repubblica Italiana</name>
        <lei>815600DE60799F5A9309</lei>
        <title>BUONI POLIENNALI DEL TES 3.850000% 02/01/2035</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IT0005607970"/>
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        <balance>121000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CHF SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127970"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>303.91000000</valUSD>
        <pctVal>0.000084994220</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>45000.00000000</amtCurSold>
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            <amtCurPur>51165.74000000</amtCurPur>
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            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>303.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00125096"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3210.96000000</valUSD>
        <pctVal>-0.00089800612</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>CITIGROUP</counterpartyName>
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            <amtCurSold>83000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>86609.44000000</amtCurPur>
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            <unrealizedAppr>-3210.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00121402"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-417.17000000</valUSD>
        <pctVal>-0.00011666953</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>CITIGROUP</counterpartyName>
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            <amtCurPur>19531.08000000</amtCurPur>
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            <settlementDt>2025-05-07</settlementDt>
            <unrealizedAppr>-417.17000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Valtioneuvosto</name>
        <lei>743700M6Y2OQRVSBRD14</lei>
        <title>FINLAND GOVERNMENT BOND 144A 2.950000% 04/15/2055</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FI4000566294"/>
        </identifiers>
        <balance>130000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <pctVal>0.034949510916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FI</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US LONG BOND(CBT) JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="USM25"/>
          <other otherDesc="Bloomberg Ticker" value="USM5"/>
        </identifiers>
        <balance>-25.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2932031.25000000</valUSD>
        <pctVal>-0.81999838661</pctVal>
        <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>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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        <name>CITIGROUP</name>
        <lei>N/A</lei>
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        <lei>ECTRVYYCEF89VWYS6K36</lei>
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        <name>Kerajaan Malaysia</name>
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        <name>New Zealand</name>
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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</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127091"/>
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      <invstOrSec>
        <name>Republique Francaise</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Thermo Fisher Scientific (Finance I) B.V.</name>
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          <isin value="XS2407914394"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>UNICREDIT, SOCIETA PER AZIONI</name>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00026080"/>
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      <invstOrSec>
        <name>DIAMONDBACK ENERGY, INC.</name>
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        <cusip>25278XAX7</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTEUR__00126188"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Republica Portuguesa</name>
        <lei>549300P6U1FJ3IMP7K42</lei>
        <title>PORTUGAL OBRIGACOES DO TESOURO OT 144A 3.625000% 06/12/2054</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
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        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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        <name>NATWEST MARKETS INC. (PAS)</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127101"/>
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      <invstOrSec>
        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTAUD__00122895"/>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>Romania</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00124439"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>630.55000000</valUSD>
        <pctVal>0.000176345317</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>40000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>25557.41000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-05-07</settlementDt>
            <unrealizedAppr>630.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127010"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>200.16000000</valUSD>
        <pctVal>0.000055978556</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>455000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>22440.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>200.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00120670"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>3828.53000000</valUSD>
        <pctVal>0.001070721338</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>72866.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>71000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>3828.53000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00124105"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3543.13000000</valUSD>
        <pctVal>0.000990903791</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>470000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>269833.11000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-05-07</settlementDt>
            <unrealizedAppr>3543.13000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J P MORGAN CHASE BANK</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NOK/USD SETTLE 2025-05-13</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNOK__00017233"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="10.53465000"/>
        <valUSD>20824.01000000</valUSD>
        <pctVal>0.005823831039</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>J P MORGAN CHASE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>313488.15000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3521000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2025-05-13</settlementDt>
            <unrealizedAppr>20824.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127008"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>150.16000000</valUSD>
        <pctVal>0.000041995104</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>455000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>22390.58000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>150.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCB SECURITIES</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"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.78030000"/>
        <valUSD>-2562.15000000</valUSD>
        <pctVal>-0.00071655404</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>SCB SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>1082175.70000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8390000.00000000</amtCurPur>
            <curPur>HKD</curPur>
            <settlementDt>2025-05-12</settlementDt>
            <unrealizedAppr>-2562.15000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: SEK/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTSEK__00127402"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="10.04510000"/>
        <valUSD>711.90000000</valUSD>
        <pctVal>0.000199096394</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>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>49063.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>500000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>711.90000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Romania</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>ROMANIA GOVERNMENT BOND 4.750000% 10/11/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="RO4KELYFLVK4"/>
        </identifiers>
        <balance>795000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="RON" exchangeRt="4.60835000"/>
        <valUSD>142294.45000000</valUSD>
        <pctVal>0.039795353280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republic of Singapore</name>
        <lei>549300ZSV6VOGFH1ER70</lei>
        <title>SINGAPORE GOVERNMENT 2.375000% 06/01/2025</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SG31A0000001"/>
        </identifiers>
        <balance>1699000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34410000"/>
        <valUSD>1262785.14000000</valUSD>
        <pctVal>0.353161917166</pctVal>
        <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>
          <annualizedRt>2.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CPPIB CAPITAL INC.</name>
        <lei>549300KW9NB55HTDK075</lei>
        <title>CPPIB CAPITAL INC MTN 0.250000% 04/06/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2152308727"/>
        </identifiers>
        <balance>857000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>886305.74000000</valUSD>
        <pctVal>0.247872282005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00126371"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>452.89000000</valUSD>
        <pctVal>0.000126659314</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>STATE STREET BANK</counterpartyName>
              <counterpartyLei>549300ZFEEJ2IP5VME73</counterpartyLei>
            </counterparties>
            <amtCurSold>22374.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>467000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>452.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/AUD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127450"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1252.31000000</valUSD>
        <pctVal>0.000350232344</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>240000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>150808.32000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>1252.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00127003"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>-246.55000000</valUSD>
        <pctVal>-0.00006895240</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>STATE STREET BANK</counterpartyName>
              <counterpartyLei>549300ZFEEJ2IP5VME73</counterpartyLei>
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            <amtCurSold>39350.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>800000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-246.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00127968"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.76569000"/>
        <valUSD>-1774.88000000</valUSD>
        <pctVal>-0.00049637899</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>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>100886.28000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>175000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-1774.88000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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        <name>People's Republic of China</name>
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      <invstOrSec>
        <name>Kerajaan Malaysia</name>
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        <name>United States of America</name>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128284"/>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127262"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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          <other otherDesc="FX Forwards" value="CCTEUR__00128346"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>New South Wales Treasury Corporation</name>
        <lei>TC7LRO17HPNPLTAV0H77</lei>
        <title>NEW S WALES TREASURY CRP 2.000000% 03/08/2033</title>
        <cusip>N/A</cusip>
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          <isin value="AU3SG0002082"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OMERS Finance Trust</name>
        <lei>529900M039WCPES03P17</lei>
        <title>OMERS FINANCE TRUST 144A 3.125000% 01/25/2029</title>
        <cusip>ZF4011507</cusip>
        <identifiers>
          <isin value="XS2690137885"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-25</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>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00124852"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>900000.00000000</amtCurSold>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/RON SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00124821"/>
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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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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127737"/>
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              <counterpartyName>CITIGROUP</counterpartyName>
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        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <name>CITIGROUP</name>
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      <invstOrSec>
        <name>UBS INTERNATIONAL INC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTJPY__00125078"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP</name>
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        <name>Bundesrepublik Deutschland</name>
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        <name>New Zealand</name>
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        <name>Reino de Espana</name>
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        <name>BNP PARIBAS</name>
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        <name>CITIGROUP</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>BARCLAYS PLC</name>
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        <name>CITIGROUP</name>
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        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC 6.125000% 05/15/2028</title>
        <cusip>34540UAE9</cusip>
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          <isin value="XS2623496085"/>
        </identifiers>
        <balance>205000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <pctVal>0.066357656586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</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>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00124951"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-797.52000000</valUSD>
        <pctVal>-0.00022304165</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>130000.00000000</amtCurSold>
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            <amtCurPur>32724.91000000</amtCurPur>
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            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-797.52000000</unrealizedAppr>
          </fwdDeriv>
        </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>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: PLN/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTPLN__00128362"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.87800000"/>
        <valUSD>801.48000000</valUSD>
        <pctVal>0.000224149148</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>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>444015.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1725000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>801.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/THB SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00124978"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29.07000000</valUSD>
        <pctVal>-0.00000812997</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>460000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>13530.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-29.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/NZD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00124103"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3432.49000000</valUSD>
        <pctVal>0.000959961208</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>470000.00000000</amtCurSold>
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            <amtCurPur>269617.38000000</amtCurPur>
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            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>3432.49000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CZK SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126934"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>168.21000000</valUSD>
        <pctVal>0.000047043130</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>480000.00000000</amtCurSold>
            <curSold>CZK</curSold>
            <amtCurPur>20916.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>168.21000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canada</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CGBM5"/>
          <other otherDesc="Bloomberg Ticker" value="CNM5"/>
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        <balance>62.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.43925000"/>
        <valUSD>5348132.71000000</valUSD>
        <pctVal>1.495707180341</pctVal>
        <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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Canada Govt. Bond Futures</issuerName>
                <issueTitle>Canadian Govt 10 Year Bond Future Jun 2025</issueTitle>
                <identifiers>
                  <isin value="CA135087Q236"/>
                  <ticker value="CGBM25"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-06-22</expDate>
            <notionalAmt>5342848.54000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>5284.17000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2025-07-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128313"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1184.00000000</valUSD>
        <pctVal>0.000331128152</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2257000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>2913544.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-07-02</settlementDt>
            <unrealizedAppr>1184.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TDF INFRASTRUCTURE SAS</name>
        <lei>969500BWNQ1B0PI06I59</lei>
        <title>TDF INFRASTRUCTURE SASU 5.625000% 07/21/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="FR001400J861"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>915728.87000000</valUSD>
        <pctVal>0.256101020744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</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>Morgan Stanley &amp; Co International</name>
        <lei>4PQUHN3JPFGFNF3BB653</lei>
        <title>BRK - MORGAN STANLEY &amp; CO INTERNATIONAL PLC REC - JPY-TONA-OIS-COMPOUND</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="IRS960247"/>
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        <balance>2361000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
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        <pctVal>0.000677498267</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Morgan Stanley &amp; Co International</counterpartyName>
              <counterpartyLei>4PQUHN3JPFGFNF3BB653</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>-2361000000.00000000</notionalAmt>
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            <unrealizedAppr>2422.50000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>New Zealand</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>NEW ZEALAND GOVERNMENT 4.500000% 05/15/2030</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NZGOVDT530C2"/>
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        <balance>212000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="NZD" exchangeRt="1.76569000"/>
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        <pctVal>0.034309860261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <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>EnBW International Finance B.V.</name>
        <lei>724500CNCIO1ZTJ0X675</lei>
        <title>ENBW INTERNATIONAL FINANCE BV MTN 4.300000% 05/23/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2722717555"/>
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        <balance>1050000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00122025"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1229.33000000</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>CITIGROUP</counterpartyName>
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            <amtCurSold>1240000.00000000</amtCurSold>
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            <amtCurPur>861922.16000000</amtCurPur>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00029918"/>
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        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4192.47000000"/>
        <valUSD>-7336.47000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>317148.14000000</amtCurSold>
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            <amtCurPur>1299910938.83000000</amtCurPur>
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            <settlementDt>2025-04-07</settlementDt>
            <unrealizedAppr>-7336.47000000</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: RON/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTRON__00128330"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="RON" exchangeRt="4.60835000"/>
        <valUSD>210.19000000</valUSD>
        <pctVal>0.000058783637</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <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>
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            <amtCurSold>69228.98000000</amtCurSold>
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            <unrealizedAppr>210.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126150"/>
        </identifiers>
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        <curCd>USD</curCd>
        <valUSD>-2923.85000000</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>98000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>102936.26000000</amtCurPur>
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            <unrealizedAppr>-2923.85000000</unrealizedAppr>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THE TORONTO DOMINION BANK - LONDON</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00025504"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.60475000"/>
        <valUSD>35224.58000000</valUSD>
        <pctVal>0.009851224733</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>THE TORONTO DOMINION BANK - LONDON</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>2567628.81000000</amtCurSold>
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            <amtCurPur>4176935.05000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2025-04-07</settlementDt>
            <unrealizedAppr>35224.58000000</unrealizedAppr>
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        </derivativeInfo>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/DKK SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00124796"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7457.58000000</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1980000.00000000</amtCurSold>
            <curSold>DKK</curSold>
            <amtCurPur>279220.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-7457.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="YTCM5"/>
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        <balance>16.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.60475000"/>
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        <pctVal>0.314141504442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="AUST 10Y BOND FUT JUN25"/>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>KOREA 10YR BND FU JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="10TBM5"/>
          <other otherDesc="Bloomberg Ticker" value="KAAM5"/>
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        <balance>39.00000000</balance>
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        <pctVal>0.883678217668</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</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>Korea Govt. Bond Futures</issuerName>
                <issueTitle>KOFEX Korea Exchange 10 Year Treasury Electronic Day Session Bond Future Jun 2025</issueTitle>
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                  <ticker value="10TBM25"/>
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            <expDate>2025-06-20</expDate>
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            <unrealizedAppr>-37069.71000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Republika Slovenija</name>
        <lei>485100000LWQHIX4XX88</lei>
        <title>REPUBLIKA SLOVENIJA 1.250000% 03/22/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="SI0002103685"/>
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        <balance>556000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SI</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>N/A</lei>
        <title>LONG GILT FUTURE  JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FLGM5"/>
          <other otherDesc="Bloomberg Ticker" value="G M5"/>
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        <balance>3.00000000</balance>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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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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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.K. Gilt Futures</issuerName>
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                  <isin value="GB00BZB26Y51"/>
                  <ticker value="GRM25"/>
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            </descRefInstrmnt>
            <expDate>2025-06-29</expDate>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00023945"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-35745.91000000</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>CREDIT SUISSE FIRST BOSTON LLC.</counterpartyName>
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            <amtCurSold>38444148.79000000</amtCurSold>
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            <unrealizedAppr>-35745.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Magyarorszag</name>
        <lei>5299003F3UFKGCCMAP43</lei>
        <title>HUNGARY GOVERNMENT BOND 4.750000% 11/24/2032</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="HU0000405550"/>
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        <balance>18630000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="HUF" exchangeRt="373.12540000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-11-24</maturityDt>
          <couponKind>Fixed</couponKind>
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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: CNY/USD SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTCNY__00128309"/>
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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>CN</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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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Statsministerens Kontor</name>
        <lei>549300L0BT3FJTN9MX24</lei>
        <title>NORWAY GOVERNMENT BOND 144A 1.250000% 09/17/2031</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NO0010930522"/>
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        <balance>12182000.00000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="10.53465000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-06-04</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00124486"/>
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        <units>NC</units>
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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>CITIGROUP</counterpartyName>
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            <amtCurPur>24731.43000000</amtCurPur>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Swisscom Finance B.V.</name>
        <lei>549300L41E8X8K71RV25</lei>
        <title>SWISSCOM FINANCE BV MTN 3.625000% 11/29/2036</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2827697272"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-29</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>
      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00127129"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
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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>STATE STREET BANK</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>METROPOLITAN LIFE GLOBAL FUNDING I 3.257000% 04/01/2025</title>
        <cusip>592179KC8</cusip>
        <identifiers>
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        <name>J P MORGAN CHASE BANK</name>
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        <name>Development Bank of Japan Inc.</name>
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        <name>CITIGROUP</name>
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        <name>Royaume de Belgique</name>
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        <name>Province of British Columbia</name>
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        <name>STATE STREET BANK</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00125027"/>
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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>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTILS__00128319"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00125082"/>
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        <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>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
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            <amtCurSold>7600000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00125047"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="NZD" exchangeRt="1.76569000"/>
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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>BARCLAY BANK PLC</counterpartyName>
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            <amtCurSold>50432.55000000</amtCurSold>
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            <amtCurPur>90000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>539.02000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
        <title>BRK: HSBC BANK PLC PAY: CHINA FIXING REPO RATE 7 DAYS</title>
        <cusip>N/A</cusip>
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          <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 PLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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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>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126052"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>CITIGROUP</name>
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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        <name>SCB SECURITIES</name>
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          <other otherDesc="FX Forwards" value="CCTJPY__00125095"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <title>FX Forward Contract: USD/JPY SETTLE 2025-04-02</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128229"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTMXN__00126937"/>
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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>STATE STREET BANK</counterpartyName>
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            <amtCurSold>20146.48000000</amtCurSold>
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            <unrealizedAppr>-105.67000000</unrealizedAppr>
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      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-BUXL 30Y BND JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBXM5"/>
          <other otherDesc="Bloomberg Ticker" value="UBM5"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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                <issuerName>Germany Govt. Bond Futures</issuerName>
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                  <isin value="DE000BU2D004"/>
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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: CHF/USD SETTLE 2025-04-02</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="0.88475000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>

        <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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            <amtCurSold>51098.74000000</amtCurSold>
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            <unrealizedAppr>-236.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>UK TSY GILT 4.250000% 06/07/2032</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="GB0004893086"/>
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        <balance>338055.00000000</balance>
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        <pctVal>0.121124656036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-06-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pemerintah Republik Indonesia</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 6.625000% 02/15/2034</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="IDG000023607"/>
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        <balance>3012000000.00000000</balance>
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        <currencyConditional curCd="IDR" exchangeRt="16560.00000000"/>
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        <pctVal>0.049610145527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/SEK SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126149"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2457.18000000</valUSD>
        <pctVal>-0.00068719718</pctVal>
        <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>CITIGROUP</counterpartyName>
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            <amtCurSold>550000.00000000</amtCurSold>
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            <amtCurPur>52295.88000000</amtCurPur>
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            <unrealizedAppr>-2457.18000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Rzeczpospolita Polska</name>
        <lei>259400R9L8QEP0TPXS31</lei>
        <title>POLAND GOVERNMENT BOND 6.000000% 10/25/2033</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="PL0000115291"/>
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        <balance>1029000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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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>Reino de Espana</name>
        <lei>9598007A56S18711AH60</lei>
        <title>SPAIN GOVERNMENT BOND 144A 1.400000% 04/30/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0000012B39"/>
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        <balance>1322000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Estados Unidos Mexicanos</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEX BONOS DESARR FIX RT 8.000000% 11/07/2047</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="MX0MGO000102"/>
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        <balance>27863000.00000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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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: MXN/USD SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00127001"/>
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        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
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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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              <counterpartyName>STATE STREET BANK</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMCAST CORPORATION</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP 0.000000% 09/14/2026</title>
        <cusip>20030NDX6</cusip>
        <identifiers>
          <isin value="XS2385397901"/>
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        <balance>450000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-14</maturityDt>
          <couponKind>Fixed</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>Royaume de Belgique</name>
        <lei>549300SZ25JZFHRHWD76</lei>
        <title>KINGDOM OF BELGIUM GOVERNMENT BOND 144A 4.250000% 03/28/2041</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BE0000320292"/>
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        <balance>30000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>34635.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-05-07</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128361"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-897.90000000</valUSD>
        <pctVal>-0.00025111483</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">
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              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1725000.00000000</amtCurSold>
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            <amtCurPur>443448.72000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
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        <name>STATE STREET CORPORATION</name>
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        <name>BARCLAY BANK PLC</name>
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        <name>Ceska republika</name>
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        <name>J.P. MORGAN SECURITIES</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00127594"/>
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      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTCAD__00126875"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126135"/>
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      <invstOrSec>
        <name>CITIGROUP</name>
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        <name>BROWN BROTHERS HARRIMAN &amp; CO.</name>
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          <other otherDesc="FX Forwards" value="CCTZAR__00023944"/>
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        <name>Estados Unidos Mexicanos</name>
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        <name>Kerajaan Malaysia</name>
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        <name>Royaume de Belgique</name>
        <lei>549300SZ25JZFHRHWD76</lei>
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      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: COP/USD SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCOP__00029917"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="4192.47000000"/>
        <valUSD>-7064.44000000</valUSD>
        <pctVal>-0.00197570520</pctVal>
        <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">
            <counterparties>
              <counterpartyName>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>322851.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1324984033.44000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2025-04-07</settlementDt>
            <unrealizedAppr>-7064.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126303"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-72.99000000</valUSD>
        <pctVal>-0.00002041304</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>75000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>52037.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-72.99000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/COP SETTLE 2025-04-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00017355"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>169.32000000</valUSD>
        <pctVal>0.000047353563</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>421647300.00000000</amtCurSold>
            <curSold>COP</curSold>
            <amtCurPur>100524.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-21</settlementDt>
            <unrealizedAppr>169.32000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCB SECURITIES</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="7.78030000"/>
        <valUSD>-788.84000000</valUSD>
        <pctVal>-0.00022061413</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>SCB SECURITIES</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>-788.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY &amp; CO, INC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>FX Forward Contract: EUR/JPY SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00031717"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>17039.16000000</valUSD>
        <pctVal>0.004765325645</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>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
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            <amtCurSold>187975534.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1180000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2025-04-07</settlementDt>
            <unrealizedAppr>17039.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>1542000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>1682999.51000000</valUSD>
        <pctVal>0.470682869726</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-06-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00123109"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>91.50000000</valUSD>
        <pctVal>0.000025589717</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>STATE STREET BANK</counterpartyName>
              <counterpartyLei>549300ZFEEJ2IP5VME73</counterpartyLei>
            </counterparties>
            <amtCurSold>20266.55000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>420000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-06-04</settlementDt>
            <unrealizedAppr>91.50000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00031993"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
        <valUSD>-24.79000000</valUSD>
        <pctVal>-0.00000693299</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>WELLS FARGO</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>150000.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>116199.49000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2025-04-07</settlementDt>
            <unrealizedAppr>-24.79000000</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: AUD/USD SETTLE 2025-06-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00125097"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.60475000"/>
        <valUSD>112.06000000</valUSD>
        <pctVal>0.000031339713</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>BNP PARIBAS</counterpartyName>
              <counterpartyLei>74KKBLHM4AWY05GPNY79</counterpartyLei>
            </counterparties>
            <amtCurSold>68452.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>110000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2025-06-04</settlementDt>
            <unrealizedAppr>112.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00127021"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.76569000"/>
        <valUSD>-712.10000000</valUSD>
        <pctVal>-0.00019915232</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>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>99823.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>175000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-712.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>15716000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="16560.00000000"/>
        <valUSD>940026.25000000</valUSD>
        <pctVal>0.262896245862</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>
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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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: KRW/USD SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTKRW__00032111"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1472.50000000"/>
        <valUSD>-19096.86000000</valUSD>
        <pctVal>-0.00534080064</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>1335582.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1938197672.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2025-04-07</settlementDt>
            <unrealizedAppr>-19096.86000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>390000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34410000"/>
        <valUSD>295646.75000000</valUSD>
        <pctVal>0.082683244937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128303"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-298.50000000</valUSD>
        <pctVal>-0.00008348121</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>7600000.00000000</amtCurSold>
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            <amtCurPur>50732.24000000</amtCurPur>
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            <settlementDt>2025-05-07</settlementDt>
            <unrealizedAppr>-298.50000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00125062"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
        <valUSD>465.10000000</valUSD>
        <pctVal>0.000130074073</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>SCB SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>90814.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>13650000.00000000</amtCurPur>
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        <name>BNP PARIBAS</name>
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        <name>CITIGROUP</name>
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        <name>International Bank for Reconstruction and Development</name>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>15100000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>101693.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>717.17000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00121112"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>333.99000000</valUSD>
        <pctVal>0.000093406665</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>STATE STREET BANK</counterpartyName>
              <counterpartyLei>549300ZFEEJ2IP5VME73</counterpartyLei>
            </counterparties>
            <amtCurSold>13289.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>280000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-05-07</settlementDt>
            <unrealizedAppr>333.99000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-05-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00124830"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>2044.61000000</valUSD>
        <pctVal>0.000571814130</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>74789.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>71000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2025-05-07</settlementDt>
            <unrealizedAppr>2044.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00119206"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28028.84000000</valUSD>
        <pctVal>-0.00783879898</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>24630000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>1175886.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-28028.84000000</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: CNY/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNY__00124970"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.25170000"/>
        <valUSD>486.16000000</valUSD>
        <pctVal>0.000135963904</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</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>102524.17000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>747000.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>486.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTRICA PLC</name>
        <lei>E26EDV109X6EEPBKVH76</lei>
        <title>CENTRICA PLC MTN 4.375000% 03/13/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS0753789980"/>
        </identifiers>
        <balance>179000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
        <valUSD>225222.91000000</valUSD>
        <pctVal>0.062987876690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00128143"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>124.48000000</valUSD>
        <pctVal>0.000034813203</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
            </counterparties>
            <amtCurSold>180269.79000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>167000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>124.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-06-04</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00127553"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>-214.77000000</valUSD>
        <pctVal>-0.00006006452</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>CITIGROUP</counterpartyName>
              <counterpartyLei>6SHGI4ZSSLCXXQSBB395</counterpartyLei>
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            <amtCurSold>26229.94000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>24000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2025-06-04</settlementDt>
            <unrealizedAppr>-214.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MXN SETTLE 2025-07-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128166"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>516.52000000</valUSD>
        <pctVal>0.000144454656</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>530000.00000000</amtCurSold>
            <curSold>MXN</curSold>
            <amtCurPur>26116.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-07-02</settlementDt>
            <unrealizedAppr>516.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126915"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>123.97000000</valUSD>
        <pctVal>0.000034670571</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>78000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>100802.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>123.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES</name>
        <lei>984500653R409CC5AB28</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-05-14</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00017228"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-145466.68000000</valUSD>
        <pctVal>-0.04068252782</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>10319000.00000000</amtCurSold>
            <curSold>PLN</curSold>
            <amtCurPur>2511911.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-05-14</settlementDt>
            <unrealizedAppr>-145466.68000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>N/A</lei>
        <title>EURO-SCHATZ FUT   JUN25 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FGBSM5"/>
          <other otherDesc="Bloomberg Ticker" value="DUM5"/>
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        <balance>-109.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>-12593135.30000000</valUSD>
        <pctVal>-3.52191015305</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>DE</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>Germany Govt. Bond Futures</issuerName>
                <issueTitle>Euro-Schatz Future Jun 2025</issueTitle>
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                  <isin value="DE000BU22080"/>
                  <ticker value="FGBSM25"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-06-09</expDate>
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            <curCd>EUR</curCd>
            <unrealizedAppr>-3904.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kingdom of Thailand</name>
        <lei>254900PHJ6MSKT6C7026</lei>
        <title>THAILAND GOVERNMENT BOND 4.675000% 06/29/2044</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="TH062303O600"/>
        </identifiers>
        <balance>2840000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="THB" exchangeRt="33.92500000"/>
        <valUSD>111473.66000000</valUSD>
        <pctVal>0.031175732301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.67500000</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>BARCLAY BANK PLC</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: NZD/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTNZD__00123795"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.76569000"/>
        <valUSD>221.68000000</valUSD>
        <pctVal>0.000061997034</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>BARCLAY BANK PLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>56413.40000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>100000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>221.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Banco Santander, S.A.</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>BANCO SANTANDER SA 0.250000% 07/10/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ES0413900566"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>390543.45000000</valUSD>
        <pctVal>0.109222914627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00128030"/>
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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</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127130"/>
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        <units>NC</units>
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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</counterpartyName>
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            <amtCurPur>45877.23000000</amtCurPur>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/TRY SETTLE 2025-04-07</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00030648"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4287.78000000</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>CREDIT SUISSE FIRST BOSTON LLC.</counterpartyName>
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            <amtCurSold>12859684.00000000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>340000.00000000</amtCurPur>
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            <settlementDt>2025-04-07</settlementDt>
            <unrealizedAppr>4287.78000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ROYALTY PHARMA PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
        <title>ROYALTY PHARMA PLC 5.900000% 09/02/2054</title>
        <cusip>78081BAS2</cusip>
        <identifiers>
          <isin value="US78081BAS25"/>
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        <balance>410000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>392206.89000000</valUSD>
        <pctVal>0.109688127307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Koninkrijk der Nederlanden</name>
        <lei>254900G14ALGVKORFN62</lei>
        <title>NETHERLANDS GOVERNMENT BOND 144A 0.000000% 07/15/2030</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="NL0014555419"/>
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        <balance>255829.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <pctVal>0.067852549172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00120761"/>
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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>CITIGROUP</counterpartyName>
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            <amtCurSold>60000.00000000</amtCurSold>
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            <amtCurPur>61763.88000000</amtCurPur>
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        <securityLending>
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      <invstOrSec>
        <name>ONEOK, INC.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK INC 4.250000% 09/24/2027</title>
        <cusip>682680CB7</cusip>
        <identifiers>
          <isin value="US682680CB72"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>594685.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-09-24</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>Royaume de Belgique</name>
        <lei>549300SZ25JZFHRHWD76</lei>
        <title>KINGDOM OF BELGIUM GOVERNMENT BOND 144A 3.100000% 06/22/2035</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="BE0000363722"/>
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        <balance>4128000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <pctVal>1.226122411492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</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>Kerajaan Malaysia</name>
        <lei>254900GSIL471JOBYY43</lei>
        <title>MALAYSIA GOVERNMENT 4.457000% 03/31/2053</title>
        <cusip>Y2R35QFJ5</cusip>
        <identifiers>
          <isin value="MYBMZ2300010"/>
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        <balance>182000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.43750000"/>
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        <pctVal>0.012020947543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Romania</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>ROMANIAN GOVERNMENT INTERNATIONAL BOND MTN 3.375000% 01/28/2050</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2109813142"/>
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        <balance>956000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <pctVal>0.170985633935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00127742"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIGROUP</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>JAPAN (30 YEAR ISSUE) 2.000000% 03/20/2042</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP1300361C33"/>
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        <balance>274450000.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
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        <pctVal>0.507576642656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NBN CO LIMITED</name>
        <lei>2549007CRZ2NT7S96A24</lei>
        <title>NBN CO LTD MTN 4.375000% 03/15/2033</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS2590621368"/>
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        <balance>380000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
        <valUSD>432356.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/PLN SETTLE 2025-04-02</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127674"/>
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        <units>NC</units>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: CHF/USD SETTLE 2025-04-02</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="0.88475000"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland</name>
        <lei>529900AQBND3S6YJLY83</lei>
        <title>BUNDESOBLIGATION 0.000000% 10/09/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE0001141844"/>
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        <balance>2091000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.92575000"/>
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        <pctVal>0.612879405483</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>

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        <name>Hellenic Republic</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP</name>
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          <other otherDesc="FX Forwards" value="CCTUSD__00126714"/>
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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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        <name>BNP PARIBAS</name>
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          <other otherDesc="FX Forwards" value="CCTAUD__00125098"/>
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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>MORGAN STANLEY &amp; CO, INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>CITIGROUP</name>
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        <name>J.P. MORGAN SECURITIES</name>
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        <name>CITIGROUP</name>
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        <name>CREDIT SUISSE FIRST BOSTON LLC.</name>
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      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/EUR SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00127864"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>469.92000000</valUSD>
        <pctVal>0.000131422078</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>92000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>99848.80000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>469.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/GBP SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00128206"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>243.00000000</valUSD>
        <pctVal>0.000067959578</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>78000.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>100921.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>243.00000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00126263"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>301.23000000</valUSD>
        <pctVal>0.000084244707</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>CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>7700000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>51792.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>301.23000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCB SECURITIES</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: JPY/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTJPY__00126411"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="149.54000000"/>
        <valUSD>-114.40000000</valUSD>
        <pctVal>-0.00003199413</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>SCB SECURITIES</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <amtCurSold>51605.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7700000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-114.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STATE STREET BANK</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>FX Forward Contract: MXN/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTMXN__00127859"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="20.45825000"/>
        <valUSD>-396.71000000</valUSD>
        <pctVal>-0.00011094750</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>STATE STREET BANK</counterpartyName>
              <counterpartyLei>549300ZFEEJ2IP5VME73</counterpartyLei>
            </counterparties>
            <amtCurSold>44584.26000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>904000.00000000</amtCurPur>
            <curPur>MXN</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-396.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN, SACHS &amp; CO.</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>FX Forward Contract: GBP/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTGBP__00127947"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.77474000"/>
        <valUSD>-219.50000000</valUSD>
        <pctVal>-0.00006138735</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>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>99607.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>77000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>-219.50000000</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: CNY/USD SETTLE 2025-04-02</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCNY__00128398"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.25170000"/>
        <valUSD>196.05000000</valUSD>
        <pctVal>0.000054829116</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
              <counterpartyLei>984500653R409CC5AB28</counterpartyLei>
            </counterparties>
            <amtCurSold>99918.41000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>726000.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2025-04-02</settlementDt>
            <unrealizedAppr>196.05000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2025-03-31</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>
