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        <name>N/A</name>
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        <name>MEXICAN FIXED RATE BONDS 6.50% 06/10/2021</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2021</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <title>CITIBANK NA STRIKE 58.95 EXPIRES 06/21/21 AUD Put/JPY Call *OTC*</title>
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        <name>N/A</name>
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        <name>ARGENTINE BONOS DEL TESORO 16.00% 10/17/2023</name>
        <lei>549300KPBYGYF7HCHO27</lei>
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        <cusip>P8S090LV6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="648397"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2023-10-17</maturityDt>
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        <name>Japan Treasury Discount Bill 09/23/2020 TBLM</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.35% 05/14/2022</name>
        <lei>N/A</lei>
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        <cusip>Y2835DAM3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="584480"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 2.125% 05/15/2025</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912828XB1</cusip>
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          <other otherDesc="Internal Identifier" value="605525"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-15</maturityDt>
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      <invstOrSec>
        <name>Argentina Treasury Bond BONCER 1.4% 03/25/2023</name>
        <lei>549300KPBYGYF7HCHO27</lei>
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          <isin value="ARARGE3208T6"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2023-03-25</maturityDt>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="4745422763435"/>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>UBS AG</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
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        <name>N/A</name>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Norway Treasury Bill 09/16/2020 TBLM 144A REG S</name>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 79 EXPIRES 10/29/20 AUD Call/JPY Put *OTC*</title>
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          <other otherDesc="Internal Sec ID" value="1081216"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="5089323917004"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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        <name>N/A</name>
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        <name>United States Treasury Bill 09/10/2020 TBLM</name>
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        <name>Mexican Bonos 7.25% 12/09/2021</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Brazil Letras do Tesouro Nacional ZERO 04/01/2021</name>
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        <name>NORWEGIAN GOVERNMENT 1.50% 02/19/2026 REG S</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>Mexico Cetes 09/24/2020 TBLM</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>Korea Treasury Bond 1.875% 03/10/2024</name>
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        <name>KOREA TREASURY BOND 3.00% 03/10/2023</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>INDIA GOVERNMENT BOND 8.20% 02/15/2022</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>GHANA GOVT 18.75% 01/24/2022</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Mexico Cetes 10/22/2020 TBLM</name>
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        <name>N/A</name>
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        <name>INDONESIA GOVERNMENT 11.75% 08/15/2023</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Argentina Treasury Bond BONCER 1.2% 03/18/2022</name>
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        <name>N/A</name>
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        <name>LETRA TESOURO NACIONAL 07/01/2020 STRIP COUPON</name>
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        <name>N/A</name>
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        <name>Japan Treasury Discount Bill 09/10/2020 TBLM</name>
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        <name>N/A</name>
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        <name>ARGENTINE BONOS DEL TESORO 18.20% 10/03/2021</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>INDIA GOVERNMENT BOND 8.79% 11/08/2021</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Mexico Cetes 07/23/2020 TBLM</name>
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        <name>TITULOS DE TESORERIA B 10.00% 07/24/2024</name>
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        <name>N/A</name>
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        <name>NORWEGIAN GOVERNMENT 3.00% 03/14/2024 144A REG S</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>GHANA GOVT 19.75% 03/25/2024</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>Brazil Letras Do Tesouro Nacional ZERO 10/01/2020</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Argentina Treasury Bond BONCER 1.5% 03/25/2024</name>
        <lei>549300KPBYGYF7HCHO27</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 71 EXPIRES 04/29/21 AUD Put/JPY Call *OTC*</title>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>529900FWX0GRR7WG5W79</lei>
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          <other otherDesc="Internal Identifier" value="381954"/>
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        <fairValLevel>2</fairValLevel>
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        <name>INDONESIA GOVERNMENT 8.375% 03/15/2024</name>
        <lei>529900FWX0GRR7WG5W79</lei>
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        <cusip>Y39814JK8</cusip>
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          <other otherDesc="Internal Identifier" value="595946"/>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="4955423449687"/>
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        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="1060004"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <name>INDONESIA GOVERNMENT 12.80% 06/15/2021</name>
        <lei>529900FWX0GRR7WG5W79</lei>
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          <other otherDesc="Internal Identifier" value="356425"/>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>United States Treasury Note/Bond 2.875% 05/31/2025</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.7465 EXPIRES 02/08/21 AUD Call/USD Put *OTC*</title>
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        <name>Japan Treasury Discount Bill 07/10/2020 TBLM</name>
        <lei>353800WZS8AXZXFUC241</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>GOLDMAN SACHS BANK USA STRIKE 18.6467 EXPIRES 03/03/21 USD Put/MXN Call *OTC*</title>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>TITULOS DE TESORERIA B 7.50% 08/26/2026</name>
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        <name>Mexican Bonos 6.75% 03/09/2023</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>MEXICAN UDIBONOS 2.50% 12/10/2020 INDEX LINKED TO MXUDI</name>
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        <name>TITULOS DE TESORERIA B 6.00% 04/28/2028</name>
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        <name>N/A</name>
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        <name>GHANA GOVT 19.75% 03/15/2032</name>
        <lei>213800PP4399SNNXZ126</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NORWEGIAN GOVERNMENT 3.75% 05/25/2021 144A REG S</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Mexico Cetes 07/16/2020 TBLM</name>
        <lei>254900EGTWEU67VP6075</lei>
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        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>United States Treasury Note/Bond 2.125% 05/31/2026</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>INDONESIA GOVERNMENT 11.00% 09/15/2025</name>
        <lei>529900FWX0GRR7WG5W79</lei>
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        <cusip>Y39814DU2</cusip>
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          <other otherDesc="Internal Identifier" value="376248"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 26.0894 EXPIRES 06/18/21 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1085505"/>
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        <balance>23833000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-49286.64000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 62.8 EXPIRES 10/29/20 AUD Put/JPY Call *OTC*</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1067135"/>
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        <balance>-21735000.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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                  <other otherDesc="Internal Sec ID" value="1067135"/>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>136501.84000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1068962"/>
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        <balance>-36827000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <unrealizedAppr>491583.97000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KOREA TREASURY BOND 3.00% 09/10/2024</name>
        <lei>549300O0QCVSQGPGDT58</lei>
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        <cusip>Y7277FQM5</cusip>
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          <other otherDesc="Internal Identifier" value="631689"/>
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        <balance>18500000000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-10</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>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 27.242 EXPIRES 04/09/21 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1076161"/>
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        <balance>-22442000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 28.2354 EXPIRES 06/18/21 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1085521"/>
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        <balance>-23833000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <unrealizedAppr>28408.93000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 69.18 EXPIRES 11/12/20 AUD Put/JPY Call</title>
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          <other otherDesc="Internal Sec ID" value="981301"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <delta>XXXX</delta>
            <unrealizedAppr>-30982.59000000</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EUR_USD_20200908</title>
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          <other otherDesc="Internal Sec ID" value="5080023889994"/>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 24.6238 EXPIRES 03/24/21 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1087949"/>
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        <balance>22167000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <balance>1.00000000</balance>
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        <name>N/A</name>
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        <name>NORWEGIAN GOVERNMENT 2.00% 05/24/2023 144A REG S</name>
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        <name>Korea Treasury Bond 2.25% 09/10/2023</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Korea Treasury Bond 1.375% 09/10/2024</name>
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        <name>N/A</name>
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        <name>GHANA GOVT 16.50% 03/22/2021</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Letras De La Nacion Argentina Con Ajuste Por CER ZERO 12/04/2020 INDEX LINKED 804620</name>
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        <name>INDIA GOVERNMENT BOND 8.83% 11/25/2023</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>United States Treasury Note/Bond 2.625% 12/31/2025</name>
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          <other otherDesc="Internal Identifier" value="952434"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <title>USD_KRW_20201007</title>
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        <invCountry>N/A</invCountry>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="980670"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <delta>XXXX</delta>
            <unrealizedAppr>230456.22000000</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="1068963"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-414746.63000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 34.228 EXPIRES 03/30/21 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1058811"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_EUR_20200731</title>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 21.0285 EXPIRES 07/30/20 USD Call/MXN Put</title>
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          <other otherDesc="Internal Sec ID" value="1019337"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="1047538"/>
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        <balance>-98607000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <delta>XXXX</delta>
            <unrealizedAppr>724367.02000000</unrealizedAppr>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_MXN_20201013</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NOK_EUR_20200921</title>
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          <other otherDesc="Internal Sec ID" value="5106223959670"/>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 25.8685 EXPIRES 03/24/21 USD Call/MXN Put *OTC*</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="1087951"/>
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        <balance>-17883000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <putOrCall>Call</putOrCall>
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      </invstOrSec>
      <invstOrSec>
        <name>NOTA DO TESOURO NACIONAL NTNF 01/01/2021 STATED RATE 10%</name>
        <lei>N/A</lei>
        <title>NOTA DO TESOURO NACIONAL NTNF 01/01/2021 STATED RATE 10%</title>
        <cusip>P80551PC5</cusip>
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          <other otherDesc="Internal Identifier" value="498212"/>
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        <balance>117516.00000000</balance>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 0.64 EXPIRES 08/12/20 AUD Put/USD Call *OTC*</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="1021260"/>
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        <balance>-8386000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="1018816"/>
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        <balance>12571000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 23.3425 EXPIRES 09/03/20 USD Call/MXN Put *OTC*</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Republic of Ghana Government Bonds 16.25% 05/17/2021</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>Republic of Ghana Government Bonds 16.25% 05/17/2021</title>
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        <identifiers>
          <isin value="GHGGOG049875"/>
          <other otherDesc="Internal Identifier" value="875004"/>
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        <balance>7250000.00000000</balance>
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        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-05-17</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>N/A</name>
        <lei>N/A</lei>
        <title>JPY_EUR_20200731</title>
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          <other otherDesc="Internal Sec ID" value="5017223708370"/>
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        <balance>1.00000000</balance>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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        <name>GHANA GOVT 18.25% 09/21/2020</name>
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        <name>LETRA TESOURO NACIONAL 07/01/2021 STRIP COUPON</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>NORWEGIAN GOVERNMENT 1.75% 03/13/2025 144A REG S</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>REPUBLIC OF COLOMBIA 9.85% 06/28/2027</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>GHANA GOVT 24.75% 03/01/2021</name>
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        <name>United States Treasury Note/Bond 1.625% 10/31/2026</name>
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        <name>Japan Treasury Discount Bill 07/06/2020 TBLM</name>
        <lei>353800WZS8AXZXFUC241</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</name>
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          <ticker value="INFXX"/>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 7.16% 05/20/2023</name>
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        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-20</maturityDt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="1077784"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MEXICAN FIXED RATE BONDS 6.50% 06/09/2022</name>
        <lei>254900EGTWEU67VP6075</lei>
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        <cusip>P4R0C9EJ8</cusip>
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          <other otherDesc="Internal Identifier" value="518068"/>
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        <balance>21479940.00000000</balance>
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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>2022-06-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1066103"/>
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        <balance>15808000.00000000</balance>
        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <shareNo>2.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-200315.66000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1087234"/>
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        <balance>19020000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <shareNo>1.00000000</shareNo>
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            <unrealizedAppr>65428.80000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200831</title>
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          <other otherDesc="Internal Sec ID" value="4656622538848"/>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SEK_EUR_20200813</title>
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        <invCountry>N/A</invCountry>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>GOLDMAN SACHS BANK USA STRIKE 19.8021 EXPIRES 03/03/21 USD Put/MXN Call *OTC*</title>
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      <invstOrSec>
        <name>ARGENTINE BONOS DEL TESORO 15.50% 10/17/2026</name>
        <lei>549300KPBYGYF7HCHO27</lei>
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        <cusip>P8S090LU8</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2026-10-17</maturityDt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EUR_USD_20201005</title>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE &amp; CO STRIKE 22.3 EXPIRES 07/27/20 USD Call/MXN Put</title>
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        <balance>-12571000.00000000</balance>
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        <valUSD>-508660.37000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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            <putOrCall>Put</putOrCall>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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        <name>INDONESIA GOVERNMENT 10.00% 09/15/2024</name>
        <lei>529900FWX0GRR7WG5W79</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 0.7393 EXPIRES 05/12/21 AUD Call/USD Put</title>
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      <invstOrSec>
        <name>N/A</name>
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            <putOrCall>Put</putOrCall>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 22.9955 EXPIRES 09/03/20 USD Call/MXN Put</title>
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          <other otherDesc="Internal Sec ID" value="1006802"/>
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        <balance>-23836000.00000000</balance>
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        <name>N/A</name>
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        <name>Japan Treasury Discount Bill 08/11/2020 TBLM</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Mexico Cetes 08/13/2020 TBLM</name>
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        <name>N/A</name>
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        <name>N/A</name>
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 25.0175 EXPIRES 09/02/20 USD Call/MXN Put *OTC*</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 25.0175 EXPIRES 09/02/20 USD Call/MXN Put *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1075414"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>25.01750000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-02</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>14781.64000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 76 EXPIRES 01/22/21 AUD Call/JPY Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1087237"/>
        </identifiers>
        <balance>-26674000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.45687650"/>
        <valUSD>-473322.93000000</valUSD>
        <pctVal>-0.02036491394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 76 EXPIRES 01/22/21 AUD Call/JPY Put *OTC*</issuerName>
                <issueTitle>CITIBANK NA STRIKE 76 EXPIRES 01/22/21 AUD Call/JPY Put *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1087237"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>76.00000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2021-01-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-100039.71000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TITULOS DE TESORERIA B 11.00% 07/24/2020</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>TITULOS DE TESORERIA B 11.00% 07/24/2020</title>
        <cusip>P3772NAZ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="627625"/>
        </identifiers>
        <balance>9167000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="3755.93000000"/>
        <valUSD>2451055.04000000</valUSD>
        <pctVal>0.105457652289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20201124</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4910523264929"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-147964.93000000</valUSD>
        <pctVal>-0.00636625203</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>15157498.67000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1110777880.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-11-24</settlementDt>
            <unrealizedAppr>-147964.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.585 EXPIRES 03/22/21 AUD Put/USD Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1086769"/>
        </identifiers>
        <balance>-8497000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.45687650"/>
        <valUSD>-33682.53000000</valUSD>
        <pctVal>-0.00144920472</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.585 EXPIRES 03/22/21 AUD Put/USD Call *OTC*</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.585 EXPIRES 03/22/21 AUD Put/USD Call *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1086769"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>0.58500000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2021-03-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>5120.52000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200908</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="5072023889993"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14508.53000000</valUSD>
        <pctVal>-0.00062423547</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
            </counterparties>
            <amtCurSold>17972751.23000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>20208741.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-08</settlementDt>
            <unrealizedAppr>-14508.53000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CHF_EUR_20200812</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4900723220790"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>38905.03000000</valUSD>
        <pctVal>0.001673904934</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>15993846.34000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>17055038.04000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2020-08-12</settlementDt>
            <unrealizedAppr>38905.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 100.7 EXPIRES 09/16/20 USD Put/JPY Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1055998"/>
        </identifiers>
        <balance>69025000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>78895.58000000</valUSD>
        <pctVal>0.003394514813</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 100.7 EXPIRES 09/16/20 USD Put/JPY Call *OTC*</issuerName>
                <issueTitle>CITIBANK NA STRIKE 100.7 EXPIRES 09/16/20 USD Put/JPY Call *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1055998"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>100.70000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-16</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1682139.25000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200904</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="5069123883912"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-40837.24000000</valUSD>
        <pctVal>-0.00175703906</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>6775311.36000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7582149.31000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-04</settlementDt>
            <unrealizedAppr>-40837.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-07-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Robert Kubilis</ncom:nameOfApplicant>
      <ncom:signature>Robert Kubilis</ncom:signature>
      <ncom:signerName>Robert Kubilis</ncom:signerName>
      <ncom:title>Chief Financial Officer, Chief Accounting Officer and Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
