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      <regStreet1>300 S.E. 2nd Street</regStreet1>
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      <regZipOrPostalCode>33301-1923</regZipOrPostalCode>
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      <repPdEnd>2020-12-31</repPdEnd>
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      <invstOrSec>
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        <name>N/A</name>
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        <name>ARGENTINA POM POLITICA MONETARIA FRN 06/21/2020</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>REPUBLIC OF COLOMBIA 4.375% 03/21/2023</name>
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        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.773 EXPIRES 05/07/20 AUD Call/USD Put</title>
        <cusip>000000000</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="4604022953922"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <amtCurSold>1483714.81000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 22.6995 EXPIRES 07/26/21 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1040624"/>
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        <balance>4245000.00000000</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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            <putOrCall>Call</putOrCall>
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                <issuerName>CITIBANK NA STRIKE 22.6995 EXPIRES 07/26/21 USD Call/MXN Put *OTC*</issuerName>
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            <shareNo>1.00000000</shareNo>
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            <unrealizedAppr>515928.81000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA 7.75% 04/14/2021</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>REPUBLIC OF COLOMBIA 7.75% 04/14/2021</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS0502258444"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Japan Treasury Discount Bill 05/11/2020 TBLM</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japan Treasury Discount Bill 05/11/2020 TBLM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP1748681KB7"/>
          <other otherDesc="Internal Identifier" value="1020230"/>
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        <balance>148000000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>UST</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Argentina Treasury Bill 05/13/2020 TBLM</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>Argentina Treasury Bill 05/13/2020 TBLM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ARARGE5207W0"/>
          <other otherDesc="Internal Identifier" value="1016586"/>
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        <balance>0.00000</balance>
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        <issuerCat>UST</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Note/Bond 1.375% 01/31/2025</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond 1.375% 01/31/2025</title>
        <cusip>912828Z52</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1041177"/>
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        <balance>15300000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200924</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4795723462920"/>
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        <balance>1.00000000</balance>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_MXN_20201013</title>
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          <other otherDesc="Internal Sec ID" value="4513922707065"/>
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        <balance>1.00000000</balance>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1042491"/>
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        <balance>2017000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200608</title>
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          <other otherDesc="Internal Sec ID" value="4341822233579"/>
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        <balance>1.00000000</balance>
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      <invstOrSec>
        <name>KOREA TREASURY BOND 4.25% 06/10/2021</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>KOREA TREASURY BOND 4.25% 06/10/2021</title>
        <cusip>Y7277FHX1</cusip>
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          <other otherDesc="Internal Identifier" value="514095"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-06-10</maturityDt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 19.0895 EXPIRES 05/21/20 USD Put/MXN Call</title>
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          <other otherDesc="Internal Sec ID" value="1005366"/>
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      <invstOrSec>
        <name>Argentina Treasury Bond BONCER 1.2% 03/18/2022</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>Argentina Treasury Bond BONCER 1.2% 03/18/2022</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2022-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.20000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 0.7033 EXPIRES 05/07/20 AUD Call/USD Put</title>
        <cusip>000000000</cusip>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Mexican Bonos 7.25% 12/09/2021</name>
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        <name>N/A</name>
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        <name>BAIDU INC ADR CLASS A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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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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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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        <name>TENARIS SA ORD EUR1</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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        <name>N/A</name>
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        <name>NXP SEMICONDUCTORS NV ORD USD NPV</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>GHANA GOVT 16.50% 03/22/2021</name>
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        <name>N/A</name>
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        <name>TITULOS DE TESORERIA B 11.00% 07/24/2020</name>
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        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <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>GHANA GOVT 24.75% 03/01/2021</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 24.75% 03/01/2021</title>
        <cusip>V3R60FBQ6</cusip>
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          <other otherDesc="Internal Identifier" value="628498"/>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CHINA TELECOM CORP LTD ORD H CNY1</name>
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          <isin value="CNE1000002V2"/>
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        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/2026</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 1.625% 02/15/2026</title>
        <cusip>912828P46</cusip>
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          <other otherDesc="Internal Identifier" value="626739"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-15</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="4513122704821"/>
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        <balance>1.00000000</balance>
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        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SWIRE PACIFIC LTD ORD A HKD.60</name>
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        <title>SWIRE PACIFIC LTD ORD A HKD.60</title>
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          <ticker value="19"/>
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        <assetCat>EC</assetCat>
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        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TURTLE BAY RESORT COM USD NPV</name>
        <lei>N/A</lei>
        <title>TURTLE BAY RESORT COM USD NPV</title>
        <cusip>000000000</cusip>
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          <ticker value="3479294Z"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.775 EXPIRES 05/05/21 AUD Call/USD Put</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="980327"/>
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        <balance>-2518000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 74.475 EXPIRES 05/06/20 AUD Put/JPY Call</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 0.7393 EXPIRES 05/12/21 AUD Call/USD Put</title>
        <cusip>000000000</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>CITIBANK NA STRIKE 75.05 EXPIRES 05/06/20 AUD Put/JPY Call</title>
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          <other otherDesc="Internal Sec ID" value="980349"/>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CHF_EUR_20200810</title>
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              <counterpartyName>UBS AG</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 22.395 EXPIRES 09/17/20 USD CALL/MXN PUT</title>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.7065 EXPIRES 05/04/20 AUD Call/USD Put *OTC*</title>
        <cusip>000000000</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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            <shareNo>2.00000000</shareNo>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>UBS AG</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <amtCurSold>2803525.42000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="1034442"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <unrealizedAppr>-216611.27000000</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="980879"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <delta>XXXX</delta>
            <unrealizedAppr>4706.62000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>ISUZU MOTORS LTD ORD JPY NPV</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 0.5461 EXPIRES 06/16/20 AUD Put/USD Call *OTC*</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1055996"/>
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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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                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 0.5461 EXPIRES 06/16/20 AUD Put/USD Call *OTC*</issuerName>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>1868.75000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 7.16% 05/20/2023</name>
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        <cusip>Y39157FR1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="584513"/>
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        <balance>307000000.00000000</balance>
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        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 18.89 EXPIRES 10/19/20  USD PUT/MXN CALL</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="1038505"/>
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        <balance>-4246000.00000000</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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          <other otherDesc="Internal Sec ID" value="1050349"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 24.203 EXPIRES 09/24/20 USD Put/MXN Call *OTC*</title>
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          <other otherDesc="Internal Sec ID" value="1057710"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <shareNo>2.00000000</shareNo>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>ENI SPA ORD EUR0.001</name>
        <lei>BUCRF72VH5RBN7X3VL35</lei>
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        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
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            <amtCurSold>2861249.27000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>Japan Treasury Discount Bill 09/23/2020 TBLM</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japan Treasury Discount Bill 09/23/2020 TBLM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP1748581K94"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TITULOS DE TESORERIA B 7.50% 08/26/2026</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-08-26</maturityDt>
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      <invstOrSec>
        <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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        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <name>N/A</name>
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              <counterpartyName>UBS AG</counterpartyName>
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        <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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>CITIBANK NA STRIKE 26.3625 EXPIRES 06/25/20 USD Call/MXN Put *OTC*</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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                <issuerName>CITIBANK NA STRIKE 26.3625 EXPIRES 06/25/20 USD Call/MXN Put *OTC*</issuerName>
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      <invstOrSec>
        <name>SUMITOMO METAL MINING CO LTD ORD JPY NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 0.6135 EXPIRES 10/28/20 AUD Call/USD Put *OTC*</title>
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        <name>GHANA GOVT 18.50% 06/01/2020</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <balance>1.00000000</balance>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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        <name>TRAVIS PERKINS PLC ORD GBP.1</name>
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        <name>N/A</name>
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        <name>REPUBLIC OF EL SALVADOR 7.65% 06/15/2035 144A</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>BAYERISCHE MOTOREN WERKE AG ORD EUR1</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>STANDARD CHARTERED PLC ORD USD.50</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Argentina Treasury Bill 05/28/2020 TBLM</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>INDIA GOVERNMENT BOND 7.68% 12/15/2023</name>
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        <name>GILEAD SCIENCES INC COM USD0.001</name>
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        <name>N/A</name>
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        <name>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</name>
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        <name>NOTA DO TESOURO NACIONAL NTNF 01/01/2021 STATED RATE 10%</name>
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        <name>N/A</name>
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        <name>GHANA GOVT 24.75% 07/19/2021</name>
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        <name>N/A</name>
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        <name>Brazil Letras Do Tesouro Nacional ZERO 10/01/2020</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>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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      <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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        <name>Japan Treasury Discount Bill 05/20/2020 TBLM</name>
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        <invCountry>JP</invCountry>

        <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>India Government Bond 6.79% 05/15/2027</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>GHANA GOVT 19.75% 03/15/2032</name>
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        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 35.616 EXPIRES 03/24/21 USD Call/MXN Put *OTC*</title>
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        <name>K2016470219 SA LTD ORD ZAR NPV CL B</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>DEUTSCHE TELEKOM AG ORD REGD NPV</name>
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        <name>INTER-AMERICAN DEVELOPMENT BANK 7.50% 12/05/2024</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>KB FINANCIAL GROUP INC ORD KRW5000</name>
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        <name>Korea Monetary Stabilization Bond 1.18% 08/02/2021</name>
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        <name>AMADEUS IT GROUP SA ORD EUR.01</name>
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        <name>N/A</name>
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        <name>Argentina Treasury Bond BONCER 1.5% 03/25/2024</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>F5 NETWORKS INC COM USD1</name>
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        <name>N/A</name>
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        <name>Japan Treasury Discount Bill 07/10/2020 TBLM</name>
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        <name>PERSIMMON PLC ORD GBP.1</name>
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        <name>CITIGROUP INC COM USD0.01</name>
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        <name>GHANA GOVT 19.75% 03/25/2024</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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        <name>MEXICAN FIXED RATE BONDS 10.00% 12/05/2024</name>
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        <cusip>P9767GB34</cusip>
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          <other otherDesc="Internal Identifier" value="451472"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2024-12-05</maturityDt>
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        <name>INDONESIA GOVERNMENT 11.75% 08/15/2023</name>
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        <cusip>Y39814DS7</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
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        <name>GHANA GOVT 24.00% 11/23/2020</name>
        <lei>213800PP4399SNNXZ126</lei>
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          <other otherDesc="Internal Identifier" value="618218"/>
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        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <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>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 21.943 EXPIRES 09/03/20 USD Call/MXN Put *OTC*</title>
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      <invstOrSec>
        <name>KOMATSU LTD ORD JPY NPV</name>
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        <title>KOMATSU LTD ORD JPY NPV</title>
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        <name>Japan Treasury Discount Bill 05/07/2020 TBLM</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japan Treasury Discount Bill 05/07/2020 TBLM</title>
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          <isin value="JP1748851L21"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SEK_EUR_20200415</title>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
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      <invstOrSec>
        <name>ARGENTINE BONOS DEL TESORO 18.20% 10/03/2021</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>ARGENTINE BONOS DEL TESORO 18.20% 10/03/2021</title>
        <cusip>P8S090LT1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="647124"/>
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        <balance>193279000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>18.20000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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>KYOCERA CORP ORD JPY NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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        <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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                <issuerName>CITIBANK NA STRIKE 76 EXPIRES 05/06/20 AUD Call/JPY Put</issuerName>
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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>MERCK KGAA ORD EUR NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>GHANA GOVT 24.50% 06/21/2021</name>
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        <name>N/A</name>
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        <name>SIEMENS AG ORD EUR NPV - REGISTERED</name>
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        <name>N/A</name>
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        <fairValLevel>3</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <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>AP MOELLER - MAERSK A/S ORD B DKK1000</name>
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        <name>N/A</name>
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        <name>VALUE PARTNERS GROUP LTD ORD HKD.1</name>
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        <name>N/A</name>
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        <name>N/A</name>
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            <exercisePrice>20.08000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-06-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>16517.48000000</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_20200430</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4537022785350"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6994714.07000000</valUSD>
        <pctVal>0.921820344140</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>6229151.37000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6994714.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-30</settlementDt>
            <unrealizedAppr>118005.01000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200526</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4718823272099"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3609849.47000000</valUSD>
        <pctVal>0.475735340634</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>5235269.99000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>387179627.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-05-26</settlementDt>
            <unrealizedAppr>393232.17000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 10.25% 07/15/2022</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 10.25% 07/15/2022</title>
        <cusip>Y39814DY4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="381954"/>
        </identifiers>
        <balance>154000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="16337.50000000"/>
        <valUSD>10211.59000000</valUSD>
        <pctVal>0.001345766433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.25000000</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>N/A</name>
        <lei>N/A</lei>
        <title>EUR_USD_20200508</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4603122814298"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2445205.96000000</valUSD>
        <pctVal>0.322249140848</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>2480480.35000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2214250.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-05-08</settlementDt>
            <unrealizedAppr>-35274.39000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-04-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Robert Kubilis</ncom:nameOfApplicant>
      <ncom:signature>Robert Kubilis</ncom:signature>
      <ncom:signerName>Robert Kubilis</ncom:signerName>
      <ncom:title>Chief Financial Officer, Chief Accounting Officer and Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
