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        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS40959  TRS USD R V 00MEOFR  10 ROLL SOFRRATE - 10BPS / Short: EQS40959  TRS USD P E XOMUS_CI_20231031_S1</title>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank NA</counterpartyName>
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                <issuerName>Exxon Mobil Corp.</issuerName>
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                  <cusip value="30231G102"/>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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          <other otherDesc="Internal Identifier" value="EQS41335"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank NA</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Juniper Networks, Inc.</issuerName>
                <issueTitle>Juniper Networks, Inc.</issueTitle>
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                  <cusip value="48203R104"/>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.35000000" pmntAmt="-5034.35000000">
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      </invstOrSec>
      <invstOrSec>
        <name>Hess Corp</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>Hess Corp</title>
        <cusip>42809H107</cusip>
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          <isin value="US42809H1077"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BP PLC</name>
        <lei>213800LH1BZH3DI6G760</lei>
        <title>BP PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB0007980591"/>
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        <balance>40994.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.79862600"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch Pierce Fenner &amp; Smith, Inc.</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>Long: EQS41902  TRS USD R V 00MEOFR  25 ROLL SOFRRATE - 30BPS / Short: EQS41902  TRS USD P E MLCSREIS_BA_20240424_S1</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="EQS41902"/>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Merrill Lynch Pierce Fenner &amp; Smith, Inc.</counterpartyName>
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              <indexBasketInfo>
                <indexName>Sentiment in US Real Estate</indexName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="3402.15000000">
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            <terminationDt>2024-07-22</terminationDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>London Metal Exchange</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME ZINC FUTURE JUL24</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Bloomberg Identifier" value="BBG00NNFWV24"/>
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        <balance>42.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>London Metal Exchange</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>LME Zinc Futures</indexName>
                <indexIdentifier>LXN4 Comdty</indexIdentifier>
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            <expDate>2024-07-15</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>477238.98000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>Long: EQS41608  TRS USD R E IBOXHY_BN_20240306_L2 / Short: EQS41608  TRS USD P V 00MSOFR 20 ROLL SOFRINDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41608"/>
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        <balance>27400000.92000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-92538.46000000</valUSD>
        <pctVal>-0.02337086570</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BNP Paribas SA</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Markit iBoxx USD Liquid High Yield Index</indexName>
                <indexIdentifier>IBOXHY INDEX</indexIdentifier>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.00000000" pmntAmt="-169925.67000000">
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            <unrealizedAppr>-92539.40000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Eurex Deutschland</name>
        <lei>529900LN3S50JPU47S06</lei>
        <title>EURO STOXX 50 JUN24</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Bloomberg Identifier" value="BBG017Q95K96"/>
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        <balance>-142.00000000</balance>
        <units>NC</units>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>Eurex Deutschland</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Eurex EURO STOXX 50 Futures</indexName>
                <indexIdentifier>VGM4 Index</indexIdentifier>
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            <expDate>2024-06-21</expDate>
            <notionalAmt>-7011016.26000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>61242.64000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Steel Corp</name>
        <lei>JNLUVFYJT1OZSIQ24U47</lei>
        <title>United States Steel Corp</title>
        <cusip>912909108</cusip>
        <identifiers>
          <isin value="US9129091081"/>
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        <balance>20602.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>751973.00000000</valUSD>
        <pctVal>0.189913037208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BRP Inc</name>
        <lei>529900EPQGESIRCPY551</lei>
        <title>BRP Inc</title>
        <cusip>05577W200</cusip>
        <identifiers>
          <isin value="CA05577W2004"/>
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        <balance>3819.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.37385000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Redrow PLC</name>
        <lei>2138008WJZBBA7EYEL28</lei>
        <title>Redrow PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB00BG11K365"/>
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        <balance>309588.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>London Metal Exchange</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME LEAD FUTURE MAY24</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Bloomberg Identifier" value="BBG00N2K0MG6"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912797KA4</cusip>
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        <balance>28000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Merrill Lynch Pierce Fenner &amp; Smith, Inc.</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>Long: EQS41901  TRS USD R E MLCSREIL_BA_20240424_L1 / Short: EQS41901  TRS USD P F   .00000 BULLET FIXED 0.0ITYTRS</title>
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        <valUSD>-86119.11000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2024-07-22</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>12240179.06000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-86119.11000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41551  TRS USD R V 00MSOFR 10 ROLL SOFRRATE - 10BPS / Short: EQS41551  TRS USD P E OAS US_CI_20240228_S1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41551"/>
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        <balance>2981109.76000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
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        <valUSD>157924.80000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Citibank NA</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Chord Energy Corp.</issuerName>
                <issueTitle>Chord Energy Corp.</issueTitle>
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                  <cusip value="674215207"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.10000000" pmntAmt="8198.89000000">
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            </floatingRecDesc>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>2981109.76000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>157924.80000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: EQS41796  TRS USD R E BCOMIN_GS_20240410_L1TYTRS / Short: EQS41796  TRS USD P F   .10000 BULLET FIXED 0.1MMODITYTRS</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Bloomberg Industrial Metals Subindex</indexName>
                <indexIdentifier>BCOMIN INDEX</indexIdentifier>
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            <swapFlag>Y</swapFlag>
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            <terminationDt>2024-07-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>675883.19000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>37540.61000000</unrealizedAppr>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: EQS41808  TRS GBP R E SPTLN_GS_20240415_L1 / Short: EQS41808  TRS GBP P V 12MSONIA  05 ROLL SONIA + 48BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41808"/>
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        <balance>216775.51000000</balance>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <descRefInstrmnt>
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                <issuerName>Spirent Communications PLC</issuerName>
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                  <isin value="GB0004726096"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.48000000" pmntAmt="-797.92000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>216775.51000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-1660.77000000</unrealizedAppr>
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        </derivativeInfo>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>London Metal Exchange</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME PRI ALUM FUTR MAY24</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Bloomberg Identifier" value="BBG005TVD0R4"/>
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        <balance>-108.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-774530.73000000</valUSD>
        <pctVal>-0.19561005959</pctVal>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>London Metal Exchange</counterpartyName>
              <counterpartyLei>213800NB8G5VRT1DXC91</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>LME Primary Aluminum Futures</indexName>
                <indexIdentifier>LAK24 Comdty</indexIdentifier>
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            <expDate>2024-05-13</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-774530.73000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Swiss Life Holding AG</name>
        <lei>5493000KUC3Z24U77V93</lei>
        <title>Swiss Life Holding AG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CH0014852781"/>
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        <balance>366.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.91715000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41336  TRS USD R E SWNUS_CI_20240117_L1RS / Short: EQS41336  TRS USD P V 00MSOFR 10 ROLL SOFRRATE + 35BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41336"/>
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        <balance>2890477.44000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-11531.16000000</valUSD>
        <pctVal>-0.00291222905</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank NA</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Southwestern Energy Co.</issuerName>
                <issueTitle>Southwestern Energy Co.</issueTitle>
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                  <cusip value="845467109"/>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.35000000" pmntAmt="-8636.10000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <unrealizedAppr>-11531.16000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Carrefour SA</name>
        <lei>549300B8P6MUJ1YWTS08</lei>
        <title>Carrefour SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0000120172"/>
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        <balance>14864.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.93523500"/>
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        <assetCat>EC</assetCat>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Capital, Inc.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Long: EQS41856  TRS USD R E BFXSMEUU_BC_20240419_L1TRS / Short: EQS41856  TRS USD P F   .20000 BULLET FIXED 0.2</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41856"/>
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        <balance>49289814.96000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>284866.05000000</valUSD>
        <pctVal>0.071943775578</pctVal>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Barclays Capital, Inc.</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Barclays Month End Rebalancing Currency Index USD ER</indexName>
                <indexIdentifier>BFXSMEUU INDEX</indexIdentifier>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP Paribas SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0000131104"/>
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        <balance>3609.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.93523500"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>XAF FINANCIAL JUN24</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Bloomberg Identifier" value="BBG01FTN8558"/>
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        <balance>19.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-84743.52000000</valUSD>
        <pctVal>-0.02140223022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>CME E-mini Financial Select Sector Futures</indexName>
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            <expDate>2024-06-21</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Capital, Inc.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Long: EQS41854  TRS USD R E BXIIMMEU_BC_20240419_L1TRS / Short: EQS41854  TRS USD P F   .60000 BULLET FIXED 0.6</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="EQS41854"/>
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        <units>OU</units>
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        <curCd>USD</curCd>
        <valUSD>-488935.58000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Barclays Capital, Inc.</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Shiller Barclays CAPE U.S. Mid-Month Sector Market Hedged ER Index</indexName>
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            <swapFlag>Y</swapFlag>
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            <notionalAmt>49440545.09000000</notionalAmt>
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            <unrealizedAppr>-488935.58000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Shell PLC</name>
        <lei>21380068P1DRHMJ8KU70</lei>
        <title>Shell PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB00BP6MXD84"/>
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        <balance>7741.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.79862600"/>
        <valUSD>275754.36000000</valUSD>
        <pctVal>0.069642590932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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        <name>Industrivarden AB</name>
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        <name>Goldman Sachs &amp; Co. LLC</name>
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        <name>Axonics Inc</name>
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        <name>Network International Holdings PLC</name>
        <lei>213800XVRNKWENNLKK60</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>London Metal Exchange</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME NICKEL FUTURE MAY24</title>
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          <other otherDesc="Bloomberg Identifier" value="BBG00N2K0MF7"/>
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        <name>Capri Holdings Ltd</name>
        <lei>549300LPG8W0H1OX3A26</lei>
        <title>Capri Holdings Ltd</title>
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        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>Long: EQS41894  TRS USD R E BNPIBWGD_BN_20240419_L1TRS / Short: EQS41894  TRS USD P F   .50000 BULLET FIXED 0.5MMODITYTRS</title>
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      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
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        <name>Eurex Deutschland</name>
        <lei>529900LN3S50JPU47S06</lei>
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        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <lei>FOR8UP27PHTHYVLBNG30</lei>
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        <name>ABB Ltd</name>
        <lei>5493000LKVGOO9PELI61</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>Vivendi SE</name>
        <lei>969500FU4DRAEVJW7U54</lei>
        <title>Vivendi SE</title>
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          <isin value="FR0000127771"/>
        </identifiers>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: EQS41841  TRS USD R E JPMZKRN2_JP_20240417_L2TRS / Short: EQS41841  TRS USD P F   .00000 BULLET FIXED 0.0MMODITYTRS</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="EQS41841"/>
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        <balance>313615.14000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>886.46000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>J.P. Morgan Kronos U.S. Equity Aggregate Index (Series 2) (USD)</indexName>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>886.46000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912797GW1</cusip>
        <identifiers>
          <isin value="US912797GW17"/>
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        <balance>13000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12710343.75000000</valUSD>
        <pctVal>3.210035447449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-03</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US LONG BOND(CBT) JUN24</title>
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          <other otherDesc="Bloomberg Identifier" value="BBG01JD1QR48"/>
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        <balance>176.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <pctVal>-0.01910317712</pctVal>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>Chicago Board of Trade</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <indexName>CBOT U.S. Long Bond Futures</indexName>
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            <expDate>2024-06-18</expDate>
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            <unrealizedAppr>-75640.27000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: EQS41862  TRS USD R E JPEICORE_JP_20240422_L1 / Short: EQS41862  TRS USD P V 00MSOFR BULLET SOFRINDX + 80BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41862"/>
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        <balance>25899999.98000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>J.P. Morgan EMBI Global Core Index</indexName>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.80000000" pmntAmt="-30777.83000000">
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            <notionalAmt>25899999.98000000</notionalAmt>
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            <unrealizedAppr>-263222.93000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: EQS41848  TRS USD R E MSCBLTS0_MS_20240417_L1TRS / Short: EQS41848  TRS USD P F   .25000 BULLET FIXED 0.25</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41848"/>
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        <balance>49369646.68000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1683.16000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Morgan Stanley MSCB LTS0</indexName>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="-4734.08000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.25000000"/>
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            <unrealizedAppr>1683.16000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 5YR NOTE (CBT) JUN24</title>
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        <identifiers>
          <other otherDesc="Bloomberg Identifier" value="BBG01JJ9YXH9"/>
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        <balance>251.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>Chicago Board of Trade</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CBOT 5 Year U.S. Treasury Notes</indexName>
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            <expDate>2024-06-28</expDate>
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            <unrealizedAppr>-191823.93000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lloyds Banking Group PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB0008706128"/>
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        <balance>392596.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.79862600"/>
        <valUSD>253901.94000000</valUSD>
        <pctVal>0.064123696699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch Pierce Fenner &amp; Smith, Inc.</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>Long: EQS41906  TRS USD R V 00MEOFR  25 ROLL SOFRRATE / Short: EQS41906  TRS USD P E MLCSMTMS_BA_20240425_S1</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41906"/>
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        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41851  TRS USD R E NVEIUS_CI_20240403_L1 / Short: EQS41851  TRS USD P V 12MSOFR  10 ROLL SOFRRATE + 35BPS</title>
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                <issuerName>Nuvei Corp.</issuerName>
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      <invstOrSec>
        <name>Merrill Lynch Pierce Fenner &amp; Smith, Inc.</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>Long: EQS41880  TRS USD R E MLCSEQBK_BA_20240422_L1 / Short: EQS41880  TRS USD P V 00MSOFR 25 ROLL SOFRRATE + 45BPS</title>
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      <invstOrSec>
        <name>Merrill Lynch Pierce Fenner &amp; Smith, Inc.</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>Long: EQS41877  TRS USD R E MLCSMTML_BA_20240422_L1 / Short: EQS41877  TRS USD P V 00MSOFR 25 ROLL SOFRRATE + 45BPS</title>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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        <name>Brenntag SE</name>
        <lei>NNROIXVWJ7CPSR27SV97</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Enerplus Corp</name>
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        <name>London Metal Exchange</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME ZINC FUTURE MAY24</title>
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      <invstOrSec>
        <name>Merrill Lynch Pierce Fenner &amp; Smith, Inc.</name>
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        <name>Empire Co Ltd</name>
        <lei>549300TX0ZUSTEF7C719</lei>
        <title>Empire Co Ltd</title>
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        <name>TotalEnergies SE</name>
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        <name>JPMorgan Chase Bank NA</name>
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        <name>NatWest Group PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
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        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
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      <invstOrSec>
        <name>ChampionX Corp</name>
        <lei>549300EP2909K6DYYP38</lei>
        <title>ChampionX Corp</title>
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        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41787  TRS USD R E AIRCUS_CI_20240410_L1S / Short: EQS41787  TRS USD P V 00MSOFR 10 ROLL SOFRRATE + 35BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41787"/>
        </identifiers>
        <balance>2774241.61000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1785.55000000</valUSD>
        <pctVal>-0.00045094600</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Apartment Income REIT Corp.</issuerName>
                <issueTitle>Apartment Income REIT Corp.</issueTitle>
                <identifiers>
                  <cusip value="03750L109"/>
                  <isin value="US03750L1098"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.35000000" pmntAmt="-8288.82000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-05-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2774241.61000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1785.55000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: EQS41881  TRS USD R E ABGSD005_GS_20240422_L1TRS / Short: EQS41881  TRS USD P F   .00000 BULLET FIXED 0.0MMODITYTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41881"/>
        </identifiers>
        <balance>49563146.58000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-778.38000000</valUSD>
        <pctVal>-0.00019658220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Goldman Sachs Commodity COT TI</indexName>
                <indexIdentifier>ABGSD005 Index</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2024-07-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>49563146.58000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-778.38000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eurazeo SE</name>
        <lei>969500C656AA39O94N60</lei>
        <title>Eurazeo SE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0000121121"/>
        </identifiers>
        <balance>2925.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.93523500"/>
        <valUSD>263982.98000000</valUSD>
        <pctVal>0.066669693596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41552  TRS USD R E VZIOUS_CI_20240228_L1 / Short: EQS41552  TRS USD P V 00MSOFR  10 ROLL SOFRRATE + 35BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41552"/>
        </identifiers>
        <balance>1439558.64000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-25349.04000000</valUSD>
        <pctVal>-0.00640197610</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Vizio Holding Corp.</issuerName>
                <issueTitle>Vizio Holding Corp.</issueTitle>
                <identifiers>
                  <cusip value="674215207"/>
                  <isin value="US92858V1017"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.35000000" pmntAmt="-4301.08000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-03-28</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1439558.64000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-25349.04000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Accor SA</name>
        <lei>969500QZC2Q0TK11NV07</lei>
        <title>Accor SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0000120404"/>
        </identifiers>
        <balance>5489.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.93523500"/>
        <valUSD>241021.13000000</valUSD>
        <pctVal>0.060870609489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: EQS41797  TRS GBP R E SPTLN_GS_20240411_L1 / Short: EQS41797  TRS GBP P V 12MSONIA  05 ROLL SONIA + 48BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41797"/>
        </identifiers>
        <balance>224128.20000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.79862600"/>
        <valUSD>-2207.89000000</valUSD>
        <pctVal>-0.00055760924</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spirent Communications PLC</issuerName>
                <issueTitle>Spirent Communications PLC</issueTitle>
                <identifiers>
                  <isin value="GB0004726096"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.48000000" pmntAmt="-556.42000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-04-11</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>224128.20000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-2207.89000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>London Metal Exchange</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME PRI ALUM FUTR JUL24</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Bloomberg Identifier" value="BBG0066073F9"/>
        </identifiers>
        <balance>78.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>507238.82000000</valUSD>
        <pctVal>0.128104685801</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>London Metal Exchange</counterpartyName>
              <counterpartyLei>213800NB8G5VRT1DXC91</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>LME Primary Aluminum Futures</indexName>
                <indexIdentifier>LAN24 Comdty</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2024-07-15</expDate>
            <notionalAmt>4541993.68000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>507238.82000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS40785  TRS USD R V 12MSOFR 10 ROLL SOFRRATE - 10BPS / Short: EQS40785  TRS USD P E VWO_CI_20231013_S1YTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS40785"/>
        </identifiers>
        <balance>809154.64000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>2105.18000000</valUSD>
        <pctVal>0.000531669524</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Vanguard FTSE Emerging Markets ETF</issuerName>
                <issueTitle>Vanguard FTSE Emerging Markets ETF</issueTitle>
                <identifiers>
                  <cusip value="922042858"/>
                  <isin value="US9220428588"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.10000000" pmntAmt="2225.39000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2024-11-13</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>809154.64000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2105.18000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pearson PLC</name>
        <lei>2138004JBXWWJKIURC57</lei>
        <title>Pearson PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB0006776081"/>
        </identifiers>
        <balance>19502.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.79862600"/>
        <valUSD>237126.41000000</valUSD>
        <pctVal>0.059886986268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Societe Generale SA</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Long: EQS41889  TRS USD R E SGICCODA_SG_20240422_L1TRS / Short: EQS41889  TRS USD P F   .25000 BULLET FIXED 0.25MODITYTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41889"/>
        </identifiers>
        <balance>49615383.19000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>156006.16000000</valUSD>
        <pctVal>0.039399823755</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Societe Generale SA</counterpartyName>
              <counterpartyLei>O2RNE8IBXP4R0TD8PU41</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SGI Commodity Dynamic Alpha Index</indexName>
                <indexIdentifier>SGICCODA INDEX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <fixedPmntDesc amount="-3050.13000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.25000000"/>
            <terminationDt>2024-07-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>49615383.19000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>156006.16000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41426  TRS USD R E CTLTUS_CI_20240207_L1 / Short: EQS41426  TRS USD P V 12MSOFR  10 ROLL SOFRRATE + 35BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41426"/>
        </identifiers>
        <balance>1930925.28000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-39620.88000000</valUSD>
        <pctVal>-0.01000637211</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Catalent, Inc.</issuerName>
                <issueTitle>Catalent, Inc.</issueTitle>
                <identifiers>
                  <cusip value="148806102"/>
                  <isin value="US1488061029"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.35000000" pmntAmt="-5769.17000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-03-07</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1930925.28000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-39620.88000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASX Clear (Futures)</name>
        <lei>549300ZD7BBOVZFVHK49</lei>
        <title>AUST 10Y BOND FUT JUN24</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Bloomberg Identifier" value="BBG01KMKMSV5"/>
        </identifiers>
        <balance>821.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.54000200"/>
        <valUSD>-1348081.89000000</valUSD>
        <pctVal>-0.34046212581</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Singapore Exchange Derivatives Clearing Limited</name>
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        <fairValLevel>1</fairValLevel>
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            <expDate>2024-06-12</expDate>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: EQS41770  TRS USD R E BCOMIN_GS_20240405_L1TYTRS / Short: EQS41770  TRS USD P F   .10000 BULLET FIXED 0.1MMODITYTRS</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="EQS41770"/>
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        <curCd>USD</curCd>
        <valUSD>41146.98000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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      <invstOrSec>
        <name>Dassault Aviation SA</name>
        <lei>969500CVFTUT88V8QN95</lei>
        <title>Dassault Aviation SA</title>
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          <isin value="FR0014004L86"/>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912797HP5</cusip>
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          <isin value="US912797HP56"/>
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        <balance>28000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27159891.08000000</valUSD>
        <pctVal>6.859311976961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-29</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41372  TRS USD R V 12MSOFR  10 ROLL SOFRRATE - 10BPS / Short: EQS41372  TRS USD P E  SNPSUS_CI_20240124_S1</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="EQS41372"/>
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        <balance>869345.27000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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                <issuerName>Synopsys, Inc.</issuerName>
                <issueTitle>Synopsys, Inc.</issueTitle>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Merrill Lynch Pierce Fenner &amp; Smith, Inc.</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>Long: EQS41905  TRS USD R E MLCSMTML_BA_20240425_L1 / Short: EQS41905  TRS USD P V 00MSOFR 25 ROLL SOFRRATE + 45BPS</title>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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                <issuerName>Invesco FTSE RAFI Emerging Markets ETF</issuerName>
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      <invstOrSec>
        <name>London Metal Exchange</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME ZINC FUTURE JUL24</title>
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          <other otherDesc="Bloomberg Identifier" value="BBG00NNFWV24"/>
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      <invstOrSec>
        <name>Shopify Inc</name>
        <lei>549300HGQ43STJLLP808</lei>
        <title>Shopify Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>XAI EMINI INDUSTR JUN24</title>
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            <payOffProf>Long</payOffProf>
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      <invstOrSec>
        <name>Cerevel Therapeutics Holdings Inc</name>
        <lei>254900RJNIRS9COSQR41</lei>
        <title>Cerevel Therapeutics Holdings Inc</title>
        <cusip>15678U128</cusip>
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        <balance>21015.00000000</balance>
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        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: EQS41791  TRS GBP R E SPTLN_GS_20240410_L1 / Short: EQS41791  TRS GBP P V 12MSONIA  05 ROLL SONIA + 48BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41791"/>
        </identifiers>
        <balance>557864.79000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.79862600"/>
        <valUSD>-3799.07000000</valUSD>
        <pctVal>-0.00095946652</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spirent Communications PLC</issuerName>
                <issueTitle>Spirent Communications PLC</issueTitle>
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                  <isin value="GB0004726096"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.48000000" pmntAmt="-1644.60000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-04-10</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>557864.79000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-3799.07000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41483  TRS USD R E DOORUS_CI_20240214_L1S / Short: EQS41483  TRS USD P V 00MSOFR 10 ROLL SOFRRATE + 35BPS</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="EQS41483"/>
        </identifiers>
        <balance>2764749.88000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>36561.82000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Masonite International Corp.</issuerName>
                <issueTitle>Masonite International Corp.</issueTitle>
                <identifiers>
                  <isin value="CA5753851099"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.35000000" pmntAmt="-8260.46000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            </floatingPmntDesc>
            <terminationDt>2025-03-14</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2764749.88000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>36561.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch Pierce Fenner &amp; Smith, Inc.</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>Long: EQS41891  TRS USD R V 00MEOFR  25 ROLL SOFRRATE - 30BPS / Short: EQS41891  TRS USD P E MLCSREIS_BA_20240417_S1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41891"/>
        </identifiers>
        <balance>17909552.83000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>17656.46000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Merrill Lynch Pierce Fenner &amp; Smith, Inc.</counterpartyName>
              <counterpartyLei>8NAV47T0Y26Q87Y0QP81</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Sentiment in US Real Estate</indexName>
                <indexIdentifier>MLCSREIS Index</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="4989.79000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2024-07-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>17909552.83000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>17656.46000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41550  TRS USD R V 00MSOFR  10 ROLL SOFRRATE - 10BPS / Short: EQS41550  TRS USD P E COFUS_CI_20240228_S1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41550"/>
        </identifiers>
        <balance>1817260.84000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-45321.14000000</valUSD>
        <pctVal>-0.01144598987</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Capital One Financial Corp.</issuerName>
                <issueTitle>Capital One Financial Corp.</issueTitle>
                <identifiers>
                  <cusip value="14040H105"/>
                  <isin value="US14040H1059"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.10000000" pmntAmt="4997.96000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2025-03-28</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1817260.84000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-45321.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Repsol SA</name>
        <lei>BSYCX13Y0NOTV14V9N85</lei>
        <title>Repsol SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ES0173516115"/>
        </identifiers>
        <balance>15394.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.93523500"/>
        <valUSD>242089.44000000</valUSD>
        <pctVal>0.061140414385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>Long: EQS41892  TRS USD R E AMZIX_BN_20240422_L1RS / Short: EQS41892  TRS USD P V 00MSOFR 20 ROLL SOFRRATE + 63BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41892"/>
        </identifiers>
        <balance>42495479.61000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-530637.51000000</valUSD>
        <pctVal>-0.13401409516</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BNP Paribas SA</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Alerian MLP Infrastructure Total Return Index</indexName>
                <indexIdentifier>AMZIX INDEX</indexIdentifier>
              </indexBasketInfo>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.63000000" pmntAmt="-49094.08000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2024-07-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>42495479.61000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-530637.51000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 10YR NOTE (CBT)JUN24</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Bloomberg Identifier" value="BBG01JD1QQV0"/>
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        <balance>-409.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>191353.11000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>Chicago Board of Trade</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CBOT 10 Year U.S. Treasury Notes</indexName>
                <indexIdentifier>TYM4 Comdty</indexIdentifier>
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            <expDate>2024-06-18</expDate>
            <notionalAmt>-44133290.61000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>191353.11000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>National Western Life Group Inc</name>
        <lei>549300HPXNVHFT1BJ192</lei>
        <title>National Western Life Group Inc</title>
        <cusip>638517102</cusip>
        <identifiers>
          <isin value="US6385171029"/>
        </identifiers>
        <balance>3403.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1663454.46000000</valUSD>
        <pctVal>0.420110414544</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Capital, Inc.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Long: EQS41853  TRS USD R E BEFSCB18_BC_20240419_L1TRS / Short: EQS41853  TRS USD P F   .00000 BULLET FIXED 0.0</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41853"/>
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        <balance>49644909.54000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>222908.37000000</valUSD>
        <pctVal>0.056296177609</pctVal>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Barclays Capital, Inc.</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Barclays EFS Custom Commodity Basket 05</indexName>
                <indexIdentifier>BEFSCB18 Index</indexIdentifier>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>222908.37000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch Pierce Fenner &amp; Smith, Inc.</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>Long: EQS41866  TRS USD R F   .00000 BULLET FIXED -0.06 / Short: EQS41866  TRS USD P E BCOMEN_BA_20240422_S1</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="EQS41866"/>
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        <balance>253211.02000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Merrill Lynch Pierce Fenner &amp; Smith, Inc.</counterpartyName>
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              <indexBasketInfo>
                <indexName>Bloomberg Energy Subindex</indexName>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="-3.80000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="-0.06000000"/>
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            <upfrontRcpt>-0.01000000</upfrontRcpt>
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            <notionalAmt>253211.02000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1353.66000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch Pierce Fenner &amp; Smith, Inc.</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>Long: EQS41830  TRS USD R V 00MEOFR  25 ROLL SOFRRATE - 30BPS / Short: EQS41830  TRS USD P E MLCSMTMS_BA_20240417_S1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41830"/>
        </identifiers>
        <balance>94189.16000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>94189.16000000</valUSD>
        <pctVal>0.023787754942</pctVal>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Merrill Lynch Pierce Fenner &amp; Smith, Inc.</counterpartyName>
              <counterpartyLei>8NAV47T0Y26Q87Y0QP81</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Custom Basket for Market Neutral - Equities Momentum</indexName>
                <indexIdentifier>MLCSMTMS Index</indexIdentifier>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="26.24000000">
              <rtResetTenors>
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              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2024-07-22</terminationDt>
            <upfrontPmnt>94189.16000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>94189.16000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>0.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hong Kong Futures Exchange Ltd.</name>
        <lei>213800YTVSXYQN17BW16</lei>
        <title>HANG SENG IDX FUT MAY24</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Bloomberg Identifier" value="BBG01L8F61N6"/>
        </identifiers>
        <balance>-7.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.82120000"/>
        <valUSD>-26134.28000000</valUSD>
        <pctVal>-0.00660029082</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Hong Kong Futures Exchange Ltd.</counterpartyName>
              <counterpartyLei>213800YTVSXYQN17BW16</counterpartyLei>
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            <payOffProf>Short</payOffProf>
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              <indexBasketInfo>
                <indexName>HKG Hang Seng Index Futures</indexName>
                <indexIdentifier>HIK4 Index</indexIdentifier>
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            <expDate>2024-05-30</expDate>
            <notionalAmt>-5997248.55000000</notionalAmt>
            <curCd>HKD</curCd>
            <unrealizedAppr>-26134.28000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: EQS41778  TRS USD R E GSISEVWT_GS_20240408_L1 / Short: EQS41778  TRS USD P F   .40000 BULLET FIXED .40</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41778"/>
        </identifiers>
        <balance>31211942.70000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>521954.18000000</valUSD>
        <pctVal>0.131821094118</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Goldman Sachs Tactical Factor Suite Value World Top USD Excess Return Strategy</indexName>
                <indexIdentifier>GSISEVWT INDEX</indexIdentifier>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="-7845.62000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.40000000"/>
            <terminationDt>2024-07-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>31211942.70000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>521954.18000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41630  TRS USD R V 00MEOFR  10 ROLL SOFRRATE - 10BPS / Short: EQS41630  TRS USD P E EQTUS_CI_20240313_S1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41630"/>
        </identifiers>
        <balance>3010653.27000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-190012.06000000</valUSD>
        <pctVal>-0.04798811582</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>EQT Corp.</issuerName>
                <issueTitle>EQT Corp.</issueTitle>
                <identifiers>
                  <cusip value="26884L109"/>
                  <isin value="US26884L1098"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.10000000" pmntAmt="8280.14000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2025-04-14</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>3010653.27000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-190012.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>JPN YEN CURR FUT JUN24</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Bloomberg Identifier" value="BBG00PDF2PH0"/>
        </identifiers>
        <balance>-29.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>174026.72000000</valUSD>
        <pctVal>0.043950970248</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CME Japanese Yen Currency Futures</indexName>
                <indexIdentifier>JYM4 Curncy</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2024-06-17</expDate>
            <notionalAmt>-2489857.97000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>174026.72000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912796ZV4</cusip>
        <identifiers>
          <isin value="US912796ZV40"/>
        </identifiers>
        <balance>13000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12566314.54000000</valUSD>
        <pctVal>3.173660438350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-26</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</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>Societe Generale SA</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Long: EQS41899  TRS USD R E SGIDTES_SG_20240422_L1YTRS / Short: EQS41899  TRS USD P F   .30000 BULLET FIXED 0.3MMODITYTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41899"/>
        </identifiers>
        <balance>48663340.01000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-216679.99000000</valUSD>
        <pctVal>-0.05472318155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Societe Generale SA</counterpartyName>
              <counterpartyLei>O2RNE8IBXP4R0TD8PU41</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>SGI Equity U.S. Intraday Trend Index</indexName>
                <indexIdentifier>SGIDTES Index</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <fixedPmntDesc amount="-3599.75000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.30000000"/>
            <terminationDt>2024-07-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>48663340.01000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-216679.99000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS40266  TRS USD R V 00MEOFR EQS40266_INT EQUITYTRS / Short: EQS40266  TRS USD P E EQS40266_RET EQUITYTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS40266"/>
        </identifiers>
        <balance>764084.16000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1987.92000000</valUSD>
        <pctVal>0.000502055160</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Vanguard FTSE Emerging Markets ETF</issuerName>
                <issueTitle>Vanguard FTSE Emerging Markets ETF</issueTitle>
                <identifiers>
                  <cusip value="922042858"/>
                  <isin value="US9220428588"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.10000000" pmntAmt="2101.44000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2024-08-19</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>764084.16000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1987.92000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Salmar ASA</name>
        <lei>5967007LIEEXZXGDBK67</lei>
        <title>Salmar ASA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NO0010310956"/>
        </identifiers>
        <balance>3893.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="11.07415000"/>
        <valUSD>245672.47000000</valUSD>
        <pctVal>0.062045319361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: EQS41840  TRS USD R E JCOPCF2_JP_20240417_L2YTRS / Short: EQS41840  TRS USD P F   .80000 BULLET FIXEDT COMMODITYTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41840"/>
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        <balance>355421.13000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>4902.97000000</valUSD>
        <pctVal>0.001238259783</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>J.P. Morgan JCOPCF2 Index</indexName>
                <indexIdentifier>JCOPCF2 INDEX</indexIdentifier>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <fixedPmntDesc amount="-109.06000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.80000000"/>
            <terminationDt>2024-07-17</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>355421.13000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4902.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS40958  TRS USD R V 00MEOFR  10 ROLL SOFRRATE - 10BPS / Short: EQS40958  TRS USD P E CVXUS_CI_20231031_S1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS40958"/>
        </identifiers>
        <balance>365844.83000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>3148.60000000</valUSD>
        <pctVal>0.000795188376</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Chevron Corp.</issuerName>
                <issueTitle>Chevron Corp.</issueTitle>
                <identifiers>
                  <cusip value="166764100"/>
                  <isin value="US1667641005"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.10000000" pmntAmt="1006.18000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <terminationDt>2024-12-02</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>365844.83000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3148.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ING Groep NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING Groep NV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL0011821202"/>
        </identifiers>
        <balance>15590.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.93523500"/>
        <valUSD>246955.37000000</valUSD>
        <pctVal>0.062369319605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41549  TRS USD R V 00MSOFR 10 ROLL SOFRRATE - 10BPS / Short: EQS41549  TRS USD P E VWO_CI_20240228_S1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41549"/>
        </identifiers>
        <balance>127897.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank NA</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>Vanguard FTSE Emerging Markets ETF</issuerName>
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                  <cusip value="922042858"/>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
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          <other otherDesc="Bloomberg Identifier" value="BBG00PDF2RS4"/>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            <payOffProf>Short</payOffProf>
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      </invstOrSec>
      <invstOrSec>
        <name>Galp Energia SGPS SA</name>
        <lei>2138003319Y7NM75FG53</lei>
        <title>Galp Energia SGPS SA</title>
        <cusip>000000000</cusip>
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          <isin value="PTGAL0AM0009"/>
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        <balance>15520.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.93523500"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>London Metal Exchange</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME LEAD FUTURE MAY24</title>
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          <other otherDesc="Bloomberg Identifier" value="BBG00N2K0MG6"/>
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        <balance>25.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>47300.25000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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                <indexName>LME Lead Futures</indexName>
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            <unrealizedAppr>47300.25000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>Koninklijke Ahold Delhaize NV</name>
        <lei>724500C9GNBV20UYRX36</lei>
        <title>Koninklijke Ahold Delhaize NV</title>
        <cusip>000000000</cusip>
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          <isin value="NL0011794037"/>
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        <balance>8575.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.93523500"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Equitrans Midstream Corp</name>
        <lei>549300RH0NLJNZ5SXU64</lei>
        <title>Equitrans Midstream Corp</title>
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          <isin value="US2946001011"/>
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        <balance>227845.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912797HE0</cusip>
        <identifiers>
          <isin value="US912797HE00"/>
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        <balance>13000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12659010.00000000</valUSD>
        <pctVal>3.197070954876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-31</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41828  TRS USD R E NVLSUS_CI_20240417_L1S / Short: EQS41828  TRS USD P V 00MSOFR 10 ROLL SOFRRATE + 35BPS</title>
        <cusip>000000000</cusip>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>5265.51000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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                <issuerName>Alpine Immune Sciences, Inc.</issuerName>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.35000000" pmntAmt="-5190.95000000">
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        <securityLending>
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      <invstOrSec>
        <name>Svitzer A/S</name>
        <lei>549300DT6IQS8LPRUT04</lei>
        <title>Svitzer A/S</title>
        <cusip>000000000</cusip>
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          <isin value="DK0062616637"/>
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        <balance>394.00000000</balance>
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        <currencyConditional curCd="DKK" exchangeRt="6.97535000"/>
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        <assetCat>EC</assetCat>
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        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41792  TRS USD R E SWAVUS_CI_20240410_L1S / Short: EQS41792  TRS USD P V 00MSOFR 10 ROLL SOFRRATE + 35BPS</title>
        <cusip>000000000</cusip>
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        <units>OU</units>
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        <curCd>USD</curCd>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>London Metal Exchange</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME ZINC FUTURE MAY24</title>
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          <other otherDesc="Bloomberg Identifier" value="BBG00N2K0MH5"/>
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            <payOffProf>Short</payOffProf>
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      <invstOrSec>
        <name>The Montreal Exchange / Bourse De Montreal</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT JUN24</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Bloomberg Identifier" value="BBG01H4BPNB2"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <payOffProf>Long</payOffProf>
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                <indexName>Montreal Exchange 10 Year Canadian Bond Futures</indexName>
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      <invstOrSec>
        <name>Gildan Activewear Inc</name>
        <lei>549300SB3IBI34M00Z45</lei>
        <title>Gildan Activewear Inc</title>
        <cusip>375916103</cusip>
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          <isin value="CA3759161035"/>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS40938  TRS USD R V 00MEOFR EQS40938_INT EQUITYTRS / Short: EQS40938  TRS USD P E EQS40938_RET EQUITYTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS40938"/>
        </identifiers>
        <balance>2428988.44000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>20904.80000000</valUSD>
        <pctVal>0.005279569958</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Chevron Corp.</issuerName>
                <issueTitle>Chevron Corp.</issueTitle>
                <identifiers>
                  <cusip value="166764100"/>
                  <isin value="US1667641005"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.10000000" pmntAmt="6680.41000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2024-11-25</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2428988.44000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>20904.80000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: EQS40956  TRS USD R E PXH_CI_20231031_L1YTRS / Short: EQS40956  TRS USD P V 00MSOFR 10 ROLL SOFRRATE + 35BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS40956"/>
        </identifiers>
        <balance>1697956.56000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>10374.48000000</valUSD>
        <pctVal>0.002620106049</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Invesco FTSE RAFI Emerging Markets ETF</issuerName>
                <issueTitle>Invesco FTSE RAFI Emerging Markets ETF</issueTitle>
                <identifiers>
                  <cusip value="46138E727"/>
                  <isin value="US46138E7278"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.35000000" pmntAmt="-5073.11000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2024-12-02</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1697956.56000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>10374.48000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>London Metal Exchange</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME NICKEL FUTURE MAY24</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Bloomberg Identifier" value="BBG00N2K0MF7"/>
        </identifiers>
        <balance>39.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>446016.87000000</valUSD>
        <pctVal>0.112642898651</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>London Metal Exchange</counterpartyName>
              <counterpartyLei>213800NB8G5VRT1DXC91</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>LME Nickel Futures</indexName>
                <indexIdentifier>LNK4 Comdty</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2024-05-13</expDate>
            <notionalAmt>4023851.13000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>446016.87000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UniCredit SpA</name>
        <lei>549300TRUWO2CD2G5692</lei>
        <title>UniCredit SpA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IT0005239360"/>
        </identifiers>
        <balance>6757.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.93523500"/>
        <valUSD>248487.67000000</valUSD>
        <pctVal>0.062756306567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carlsberg AS</name>
        <lei>5299001O0WJQYB5GYZ19</lei>
        <title>Carlsberg AS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DK0010181759"/>
        </identifiers>
        <balance>1879.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.97535000"/>
        <valUSD>253240.63000000</valUSD>
        <pctVal>0.063956680875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41548  TRS USD R E PXH_CI_20240228_L1 / Short: EQS41548  TRS USD P V 00MSOFR  10 ROLL SOFRRATE + 35BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41548"/>
        </identifiers>
        <balance>172812.36000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1055.88000000</valUSD>
        <pctVal>0.000266665661</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Invesco FTSE RAFI Emerging Markets ETF</issuerName>
                <issueTitle>Invesco FTSE RAFI Emerging Markets ETF</issueTitle>
                <identifiers>
                  <cusip value="46138E727"/>
                  <isin value="US46138E7278"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.35000000" pmntAmt="-516.33000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2025-03-28</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>172812.36000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1055.88000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Burberry Group PLC</name>
        <lei>213800PE1KEFCNFR1R50</lei>
        <title>Burberry Group PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB0031743007"/>
        </identifiers>
        <balance>16752.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.79862600"/>
        <valUSD>240197.10000000</valUSD>
        <pctVal>0.060662498240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: EQS41833  TRS USD R E JPMZKRN2_JP_20240417_L1TRS / Short: EQS41833  TRS USD P F   .00000 BULLET FIXED 0.0MMODITYTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41833"/>
        </identifiers>
        <balance>19321626.10000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>58491.30000000</valUSD>
        <pctVal>0.014772153299</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>J.P. Morgan Kronos U.S. Equity Aggregate Index (Series 2) (USD)</indexName>
                <indexIdentifier>JPMZKRN2 INDEX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2024-07-17</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>19321626.10000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>58491.30000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch Pierce Fenner &amp; Smith, Inc.</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>Long: EQS41864  TRS USD R F   .00000 BULLET FIXED -0.06 / Short: EQS41864  TRS USD P E BCOMAG_BA_20240422_S1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41864"/>
        </identifiers>
        <balance>623792.38000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>6989.86000000</valUSD>
        <pctVal>0.001765310113</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Merrill Lynch Pierce Fenner &amp; Smith, Inc.</counterpartyName>
              <counterpartyLei>8NAV47T0Y26Q87Y0QP81</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Bloomberg Agriculture Subindex</indexName>
                <indexIdentifier>BCOMAG INDEX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="-10.69000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="-0.06000000"/>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2024-07-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>623792.38000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6989.86000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Barclays Capital, Inc.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>Long: EQS41852  TRS USD R E BCCFHI2P_BC_20240419_L1TRS / Short: EQS41852  TRS USD P F   .15000 BULLET FIXED 0.15</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41852"/>
        </identifiers>
        <balance>49299325.12000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>388692.31000000</valUSD>
        <pctVal>0.098165409039</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Barclays Capital, Inc.</counterpartyName>
              <counterpartyLei>AC28XWWI3WIBK2824319</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Barclays Commodity Hedging Insights 2 Index</indexName>
                <indexIdentifier>BCCFHI2P INDEX</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <fixedPmntDesc amount="-2431.20000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.15000000"/>
            <terminationDt>2024-07-19</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>49299325.12000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>388692.31000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch Pierce Fenner &amp; Smith, Inc.</name>
        <lei>8NAV47T0Y26Q87Y0QP81</lei>
        <title>Long: EQS41878  TRS USD R V 00MEOFR  25 ROLL SOFRRATE / Short: EQS41878  TRS USD P E MLCSMTMS_BA_20240422_S1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41878"/>
        </identifiers>
        <balance>428697.24000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-827.70000000</valUSD>
        <pctVal>-0.00020903811</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Merrill Lynch Pierce Fenner &amp; Smith, Inc.</counterpartyName>
              <counterpartyLei>8NAV47T0Y26Q87Y0QP81</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Custom Basket for Market Neutral - Equities Momentum</indexName>
                <indexIdentifier>MLCSMTMS Index</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.00000000" pmntAmt="126.58000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2024-07-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>428697.24000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-827.70000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41517  TRS USD R E PXH_CI_20240223_L1 / Short: EQS41517  TRS USD P V 00MSOFR  10 ROLL SOFRRATE + 35BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41517"/>
        </identifiers>
        <balance>8209520.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>50160.00000000</valUSD>
        <pctVal>0.012668058489</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Standard Chartered PLC</name>
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        <name>Goldman Sachs &amp; Co. LLC</name>
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        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <name>Heidelberg Materials AG</name>
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        <name>Aegon Ltd</name>
        <lei>O4QK7KMMK83ITNTHUG69</lei>
        <title>Aegon Ltd</title>
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        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS40831  TRS USD R V 12MSOFR  10 ROLL SOFRRATE - 10BPS / Short: EQS40831  TRS USD P E XOMUS_CI_20231018_S1</title>
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        <lei>FOR8UP27PHTHYVLBNG30</lei>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>Virgin Money U.K. PLC</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>353793.13000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-3698.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: EQS41835  TRS USD R E JCOPCF2_JP_20240417_L1YTRS / Short: EQS41835  TRS USD P F   .80000 BULLET FIXEDT COMMODITYTRS</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="EQS41835"/>
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        <curCd>USD</curCd>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>J.P. Morgan JCOPCF2 Index</indexName>
                <indexIdentifier>JCOPCF2 INDEX</indexIdentifier>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="-14743.54000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.80000000"/>
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            <pmntCurCd>USD</pmntCurCd>
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            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>48048131.65000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>687171.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: EQS41839  TRS USD R E MSFILTC0_MS_20240417_L1TRS / Short: EQS41839  TRS USD P F   .00000 BULLET FIXED 0.0MMODITYTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41839"/>
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        <balance>49240556.41000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>98524.06000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MSFILTC0 Index</indexName>
                <indexIdentifier>MSFILTC0 Index</indexIdentifier>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2024-07-17</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>49240556.41000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>98524.06000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AP Moller - Maersk A/S</name>
        <lei>549300D2K6PKKKXVNN73</lei>
        <title>AP Moller - Maersk A/S</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DK0010244508"/>
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        <balance>197.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.97535000"/>
        <valUSD>286020.97000000</valUSD>
        <pctVal>0.072235454089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: EQS41501  TRS GBP R V 00MSONIA 05 ROLL SONIA - 42BPS / Short: EQS41501  TRS GBP P E BDEVLN_GS_20240214_S1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41501"/>
        </identifiers>
        <balance>2075226.93000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.79862600"/>
        <valUSD>60287.36000000</valUSD>
        <pctVal>0.015225753641</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Barratt Developments PLC</issuerName>
                <issueTitle>Barratt Developments PLC</issueTitle>
                <identifiers>
                  <isin value="GB0000811801"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="-0.42000000" pmntAmt="5977.14000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2025-02-14</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>2075226.93000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>60287.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: EQS41837  TRS USD R E MSCB2BEB_MS_20240417_L1TRS / Short: EQS41837  TRS USD P F   .35000 BULLET FIXED 0.35MODITYTRS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41837"/>
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        <balance>49672592.11000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>82274.94000000</valUSD>
        <pctVal>0.020778782937</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Morgan Stanley Commodities Curve Carry</indexName>
                <indexIdentifier>MSCB2BEB INDEX</indexIdentifier>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <fixedPmntDesc amount="-6668.38000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.35000000"/>
            <terminationDt>2024-07-17</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>49672592.11000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>82274.94000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pioneer Natural Resources Co</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
        <title>Pioneer Natural Resources Co</title>
        <cusip>723787107</cusip>
        <identifiers>
          <isin value="US7237871071"/>
        </identifiers>
        <balance>10768.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2900037.76000000</valUSD>
        <pctVal>0.732413236938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: EQS41805  TRS GBP R E SPTLN_GS_20240412_L1 / Short: EQS41805  TRS GBP P V 12MSONIA  05 ROLL SONIA + 48BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41805"/>
        </identifiers>
        <balance>308203.93000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.79862600"/>
        <valUSD>-3593.11000000</valUSD>
        <pctVal>-0.00090745071</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Spirent Communications PLC</issuerName>
                <issueTitle>Spirent Communications PLC</issueTitle>
                <identifiers>
                  <isin value="GB0004726096"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.48000000" pmntAmt="-1151.54000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="1"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>308203.93000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-3593.11000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41850  TRS USD R E CIEQCNX1_CI_20240417_L1TRS / Short: EQS41850  TRS USD P F   .00000 BULLET FIXED 0.0</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS41850"/>
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        <balance>5676109.43000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-35922.35000000</valUSD>
        <pctVal>-0.00907229726</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Citi EQ U.S. Tech Congestion Index Series 1</indexName>
                <indexIdentifier>CIEQCNX1 Index</indexIdentifier>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2024-07-22</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>5676109.43000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-35922.35000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS40265  TRS USD R E PXH_CI_20230718_L1YTRS / Short: EQS40265  TRS USD P V 00MSOFR 10 ROLL SOFRRATE + 35BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="EQS40265"/>
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        <balance>77754.76000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>475.08000000</valUSD>
        <pctVal>0.000119982879</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Invesco FTSE RAFI Emerging Markets ETF</issuerName>
                <issueTitle>Invesco FTSE RAFI Emerging Markets ETF</issueTitle>
                <identifiers>
                  <cusip value="46138E727"/>
                  <isin value="US46138E7278"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="0.35000000" pmntAmt="-232.31000000">
              <rtResetTenors>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>77754.76000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>475.08000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912797FS1</cusip>
        <identifiers>
          <isin value="US912797FS14"/>
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        <balance>28000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27823675.32000000</valUSD>
        <pctVal>7.026952678249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-13</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Imperial Oil Ltd</name>
        <lei>549300JZNB745JT5WY51</lei>
        <title>Imperial Oil Ltd</title>
        <cusip>453038408</cusip>
        <identifiers>
          <isin value="CA4530384086"/>
        </identifiers>
        <balance>3718.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CAD" exchangeRt="1.37385000"/>
        <valUSD>256147.83000000</valUSD>
        <pctVal>0.064690902957</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
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        <units>NC</units>
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        <valUSD>32183.56000000</valUSD>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            <payOffProf>Short</payOffProf>
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            <expDate>2024-06-17</expDate>
            <notionalAmt>-6317552.31000000</notionalAmt>
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      </invstOrSec>
      <invstOrSec>
        <name>SP Plus Corp</name>
        <lei>0IDE18EMH1CUKQCUYE69</lei>
        <title>SP Plus Corp</title>
        <cusip>78469C103</cusip>
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          <isin value="US78469C1036"/>
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        <balance>9807.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>500745.42000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>XAK TECHNOLOGY JUN24</title>
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          <other otherDesc="Bloomberg Identifier" value="BBG01FTN8576"/>
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        <balance>18.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <indexName>CME E-mini Technology Select Sector Futures</indexName>
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            <unrealizedAppr>-263960.86000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41519  TRS USD R V 00MSOFR  10 ROLL SOFRRATE - 10BPS / Short: EQS41519  TRS USD P E VWO_CI_20240223_S2</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="EQS41519"/>
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        <curCd>USD</curCd>
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              <counterpartyName>Citibank NA</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>Vanguard FTSE Emerging Markets ETF</issuerName>
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                  <cusip value="922042858"/>
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            </descRefInstrmnt>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: EQS41885  TRS USD R E ABGSCOT3_GS_20240422_L1TRS / Short: EQS41885  TRS USD P F   .00000 BULLET FIXED 0.0MMODITYTRS</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="EQS41885"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <notionalAmt>49411586.79000000</notionalAmt>
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            <unrealizedAppr>-253614.43000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>ANSYS Inc</name>
        <lei>549300VJV8H15Z5FJ571</lei>
        <title>ANSYS Inc</title>
        <cusip>03662Q105</cusip>
        <identifiers>
          <isin value="US03662Q1058"/>
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        <balance>4489.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1458386.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>CAD CURRENCY FUT JUN24</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Bloomberg Identifier" value="BBG00PDYNZF6"/>
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        <balance>-87.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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            <payOffProf>Short</payOffProf>
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      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41373  TRS USD R E TCNUS_CI_20240124_L1 / Short: EQS41373  TRS USD P V 12MSOFR  10 ROLL SOFRRATE + 35BPS</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="EQS41373"/>
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        <curCd>USD</curCd>
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              <counterpartyName>Citibank NA</counterpartyName>
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                <issuerName>Tricon Residential, Inc.</issuerName>
                <issueTitle>Tricon Residential, Inc.</issueTitle>
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      <invstOrSec>
        <name>EXOR NV</name>
        <lei>5493002ENHZ6NYET7405</lei>
        <title>EXOR NV</title>
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          <isin value="NL0012059018"/>
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      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41334  TRS USD R V 00MEOFR  10 ROLL SOFRRATE - 10BPS / Short: EQS41334  TRS USD P E CHKUS1_CI_20240117_S1</title>
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                <issuerName>Chesapeake Energy Corp.</issuerName>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: EQS40957  TRS USD R V 00MEOFR  10 ROLL SOFRRATE - 10BPS / Short: EQS40957  TRS USD P E VWO_CI_20231031_S1</title>
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              <counterpartyName>Morgan Stanley</counterpartyName>
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                <issuerName>Vanguard FTSE Emerging Markets ETF</issuerName>
                <issueTitle>Vanguard FTSE Emerging Markets ETF</issueTitle>
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                  <isin value="US9220428588"/>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>London Metal Exchange</name>
        <lei>213800NB8G5VRT1DXC91</lei>
        <title>LME LEAD FUTURE JUL24</title>
        <cusip>000000000</cusip>
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            <payOffProf>Long</payOffProf>
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                <indexName>LME Lead Futures</indexName>
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            <expDate>2024-07-15</expDate>
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      </invstOrSec>
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        <name>State Street Global Advisors</name>
        <lei>549300BZ5TGIFZUZDZ37</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
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        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41428  TRS USD R E HAYNUS_CI_20240207_L1 / Short: EQS41428  TRS USD P V 00MSOFR 10 ROLL SOFRRATE + 35BPS</title>
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          <other otherDesc="Internal Identifier" value="EQS41428"/>
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        <fairValLevel>2</fairValLevel>
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                <issuerName>Haynes International, Inc.</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bills</title>
        <cusip>912797FH5</cusip>
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          <isin value="US912797FH58"/>
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        <balance>13000000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-16</maturityDt>
          <couponKind>None</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>Eurex Deutschland</name>
        <lei>529900LN3S50JPU47S06</lei>
        <title>SX5E DIVIDEND FUT DEC25</title>
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          <other otherDesc="Bloomberg Identifier" value="BBG00BS2LJ23"/>
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        <balance>507.00000000</balance>
        <units>NC</units>
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        <pctVal>0.073970798789</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>Eurex Deutschland</counterpartyName>
              <counterpartyLei>529900LN3S50JPU47S06</counterpartyLei>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>Eurex Dow Jones EURO STOXX 50 Dividend Futures</indexName>
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            <expDate>2025-12-19</expDate>
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            <unrealizedAppr>292892.18000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chicago Board of Trade</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>US 2YR NOTE (CBT) JUN24</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Bloomberg Identifier" value="BBG01JJ9YYW0"/>
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        <balance>98.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-23537.74000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>Chicago Board of Trade</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <indexBasketInfo>
                <indexName>CBOT 2 Year U.S. Treasury Notes Futures</indexName>
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            <expDate>2024-06-28</expDate>
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      <invstOrSec>
        <name>Groupe Bruxelles Lambert NV</name>
        <lei>549300KV0ZEHT2KVU152</lei>
        <title>Groupe Bruxelles Lambert NV</title>
        <cusip>000000000</cusip>
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          <isin value="BE0003797140"/>
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        <balance>3393.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41789  TRS USD R E MODNUS_CI_20240410_L1 / Short: EQS41789  TRS USD P V 00MSOFR 10 ROLL SOFRRATE + 35BPS</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="EQS41789"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank NA</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Long: EQS41790  TRS USD R V 00MEOFR  10 ROLL SOFRRATE - 10BPS / Short: EQS41790  TRS USD P E SLBUS_CI_20240410_S1</title>
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                <issuerName>Schlumberger NV</issuerName>
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      <invstOrSec>
        <name>Societe Generale SA</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
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                <indexName>SGI VRR US Index - Series 2 (USD - Excess Return)</indexName>
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      <invstOrSec>
        <name>Eurex Deutschland</name>
        <lei>529900LN3S50JPU47S06</lei>
        <title>SX5E DIVIDEND FUT DEC24</title>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>S+P 500 INDEX</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Bloomberg Identifier" value="BBG01KK4KW19"/>
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        <name>Goldman Sachs &amp; Co. LLC</name>
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        <name>London Metal Exchange</name>
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        <name>State Street Global Advisors</name>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB0005405286"/>
        </identifiers>
        <balance>32828.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.79862600"/>
        <valUSD>285143.66000000</valUSD>
        <pctVal>0.072013886816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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>2024-05-17</ncom:dateSigned>
      <ncom:nameOfApplicant>CREDIT SUISSE OPPORTUNITY FUNDS</ncom:nameOfApplicant>
      <ncom:signature>Rose- Ann Bubloski</ncom:signature>
      <ncom:signerName>Rose- Ann Bubloski</ncom:signerName>
      <ncom:title>Director</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
