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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Amazon.com Inc</name>
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        <name>Ameren Corp</name>
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        <name>American International Group Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Analog Devices Inc</name>
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        <name>Angel Oak Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Elevance Health Inc</name>
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        <name>Apidos CLO</name>
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        <name>Apple Inc</name>
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        <name>Applied Materials Inc</name>
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        <name>Arista Networks Inc</name>
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        <name>Advanced Medical Solutions Group PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Bankers Healthcare Group Securitization Trust</name>
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        <name>Bio-Techne Corp</name>
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        <name>Weir Group PLC/The</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>CONTRA BLUEPRINT MEDIC</name>
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        <fairValLevel>3</fairValLevel>
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        <name>AstraZeneca PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BRAVO Residential Funding Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>BRAVO Residential Funding Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Brighthouse Financial Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Bristol-Myers Squibb Co</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Broadcom Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>BX Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Cboe Global Markets Inc</name>
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        <name>CCG Receivables Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CF Industries Holdings Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CHC Group LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
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        <name>CLIP Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Caesars Entertainment Inc</name>
        <lei>549300FA4CTCW903Y781</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>CAIXABANK SA</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Citigroup Inc</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
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        <balance>4165.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
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          <isin value="US172967PN53"/>
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        <balance>404000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>409276.24000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-11-19</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Clarus Capital Funding LLC</name>
        <lei>N/A</lei>
        <title>Clarus Capital Funding 2024-1 LLC</title>
        <cusip>18271JAB8</cusip>
        <identifiers>
          <isin value="US18271JAB89"/>
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        <balance>49121.89000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49185.42000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.71000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Clarus Capital Funding LLC</name>
        <lei>N/A</lei>
        <title>Clarus Capital Funding 2024-1 LLC</title>
        <cusip>18271JAC6</cusip>
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          <isin value="US18271JAC62"/>
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        <balance>140000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.79000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Clover CLO</name>
        <lei>N/A</lei>
        <title>Clover CLO 2021-3 LLC</title>
        <cusip>18915FAC6</cusip>
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          <isin value="US18915FAC68"/>
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        <balance>255517.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>255885.97000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-01-25</maturityDt>
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      <invstOrSec>
        <name>Coca-Cola Co/The</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>Coca-Cola Co/The</title>
        <cusip>191216100</cusip>
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          <isin value="US1912161007"/>
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        <balance>1882.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Colgate-Palmolive Co</name>
        <lei>YMEGZFW4SBUSS5BQXF88</lei>
        <title>Colgate-Palmolive Co</title>
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          <isin value="US1941621039"/>
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        <balance>5411.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>COLT Funding LLC</name>
        <lei>213800S6EGXVNRKXHN58</lei>
        <title>COLT 2025-5 Mortgage Loan Trust</title>
        <cusip>19689AAA3</cusip>
        <identifiers>
          <isin value="US19689AAA34"/>
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        <balance>78971.94000000</balance>
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        <curCd>USD</curCd>
        <valUSD>79246.20000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.53600000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>COLT Funding LLC</name>
        <lei>213800MH12ULY9IQHS64</lei>
        <title>COLT 2026-4 Mortgage Loan Trust</title>
        <cusip>19689EAD9</cusip>
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          <isin value="US19689EAD94"/>
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        <balance>225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>224324.75000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-06-25</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>COLT Funding LLC</name>
        <lei>213800QYCRRUE6YO2512</lei>
        <title>COLT 2026-3 Mortgage Loan Trust</title>
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          <isin value="US19689GAF90"/>
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        <balance>271887.30000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-05-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Comfort Systems USA Inc</name>
        <lei>5299009DT1ZA5HTU6R38</lei>
        <title>Comfort Systems USA Inc</title>
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        <curCd>USD</curCd>
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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>
        <name>COMMONSPIRIT HEALTH</name>
        <lei>4SXHN5XW08IBO0UG2V58</lei>
        <title>CommonSpirit Health</title>
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        <balance>337000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COMMONSPIRIT HEALTH</name>
        <lei>4SXHN5XW08IBO0UG2V58</lei>
        <title>CommonSpirit Health</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TruBridge Inc</name>
        <lei>5493005Q6CJC78TGL805</lei>
        <title>TruBridge Inc</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae - CAS</name>
        <lei>549300Z5THZ1JXIHVK60</lei>
        <title>Fannie Mae Connecticut Avenue Securities</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae - CAS</name>
        <lei>549300Z5THZ1JXIHVK60</lei>
        <title>Fannie Mae Connecticut Avenue Securities</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae - CAS</name>
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        <title>Fannie Mae Connecticut Avenue Securities</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Consolidated Edison Inc</name>
        <lei>54930033SBW53OO8T749</lei>
        <title>Consolidated Edison Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <name>CONSTELLATION SOFTWARE INC</name>
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        <fairValLevel>3</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Deckers Outdoor Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DEUTSCHE BANK NY</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DEUTSCHE BANK NY</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DEVON ENERGY CORPORATION</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dext ABS</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DigitalBridge Group Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Walt Disney Co/The</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>Dominion Energy Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Dryden Senior Loan Fund</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Ellington Financial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>EOG RESOURCES INC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>HSBC Bank USA NA</name>
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        <name>Deutsche Bank AG</name>
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        <name>Bank of America NA</name>
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        <name>Bank of America NA</name>
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        <balance>1.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Bank of America NA</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank USA NA</name>
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        <fairValLevel>2</fairValLevel>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
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        <title>PURCHASED USD / SOLD IDR</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26DIKBBN4TP"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>PURCHASED USD / SOLD IDR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26DIKBBN747"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="IDR" exchangeRt="17932.38000000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>PURCHASED TWD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26DJKBBHZRN"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="31.87626000"/>
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        <pctVal>-0.00264143466</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>Morgan Stanley Capital Services LLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Bank USA</name>
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        <title>PURCHASED KRW / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26DKKBB05QW"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1546.68800000"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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            <counterparties>
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            <amtCurSold>149790.56000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.41782400"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.41782400"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Citibank NA</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.41782400"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC Bank USA NA</name>
        <lei>1IE8VN30JCEQV1H4R804</lei>
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      <invstOrSec>
        <name>HSBC Bank USA NA</name>
        <lei>1IE8VN30JCEQV1H4R804</lei>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <cusip>000000000</cusip>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
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            <amtCurSold>2312000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26DPKBB1DLZ"/>
        </identifiers>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
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            <amtCurSold>4504000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26DPKBBV4BP"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.44452500"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>299225.04000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26DPKBBV8ND"/>
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        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>273000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED ZAR / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26DPKBBV8NQ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.39914772"/>
        <valUSD>1470.02000000</valUSD>
        <pctVal>0.000344256480</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
            </counterparties>
            <amtCurSold>162745.83000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2693000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
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            <unrealizedAppr>1470.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26DPKBBV8NS"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75390071"/>
        <valUSD>3917.23000000</valUSD>
        <pctVal>0.000917356098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
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            <amtCurSold>159101.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>214954.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-07-16</settlementDt>
            <unrealizedAppr>3917.23000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank USA NA</name>
        <lei>1IE8VN30JCEQV1H4R804</lei>
        <title>PURCHASED USD / SOLD NZD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26DPKBBXF1S"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.76018184"/>
        <valUSD>26331.03000000</valUSD>
        <pctVal>0.006166329511</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC Bank USA NA</counterpartyName>
              <counterpartyLei>1IE8VN30JCEQV1H4R804</counterpartyLei>
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            <amtCurSold>1121000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>663197.05000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-07-09</settlementDt>
            <unrealizedAppr>26331.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED USD / SOLD ZAR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26DQKBBV2FV"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.39914772"/>
        <valUSD>-2190.94000000</valUSD>
        <pctVal>-0.00051308505</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
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            <amtCurSold>2693000.00000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>162024.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-07-16</settlementDt>
            <unrealizedAppr>-2190.94000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED KRW / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26DQKBBXZLM"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1546.68800000"/>
        <valUSD>-34062.42000000</valUSD>
        <pctVal>-0.00797690427</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
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            <amtCurSold>768121.91000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1135361000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2026-07-16</settlementDt>
            <unrealizedAppr>-34062.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED GBP / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26DQKBBZRV7"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75390071"/>
        <valUSD>-2812.72000000</valUSD>
        <pctVal>-0.00065869653</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>157520.19000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>GBP</curPur>
            <settlementDt>2026-07-16</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26DQKBCCG46"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75390071"/>
        <valUSD>933.90000000</valUSD>
        <pctVal>0.000218705273</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>47700.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26DQKBCCG61"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.75390071"/>
        <valUSD>869.45000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>44300.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26DRKBB0M9H"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75390071"/>
        <valUSD>33102.35000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
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            <amtCurSold>1372597.17000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>PURCHASED KRW / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26DSKBB1B9P"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="KRW" exchangeRt="1546.68800000"/>
        <valUSD>-27935.39000000</valUSD>
        <pctVal>-0.00654204639</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Deutsche Bank AG</counterpartyName>
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            <amtCurSold>549795.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>807155000.00000000</amtCurPur>
            <curPur>KRW</curPur>
            <settlementDt>2026-07-16</settlementDt>
            <unrealizedAppr>-27935.39000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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        <assetCat>DFE</assetCat>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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      <invstOrSec>
        <name>Goldman Sachs Bank USA</name>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
        <name>UBS AG</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
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        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <name>State Street Bank &amp; Trust Co.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs Bank USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs Bank USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>State Street Bank &amp; Trust Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
        <name>Bank of America NA</name>
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        <name>Bank of America NA</name>
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        <name>Goldman Sachs Bank USA</name>
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        <name>Citibank NA</name>
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      <invstOrSec>
        <name>Goldman Sachs Bank USA</name>
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        <name>Goldman Sachs Bank USA</name>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citibank NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank USA NA</name>
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        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Bank of America NA</name>
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        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
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        <name>Morgan Stanley Capital Services LLC</name>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
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      <invstOrSec>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
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        <cusip>000000000</cusip>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank NA</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank NA</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank USA NA</name>
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        <title>PURCHASED HUF / SOLD USD</title>
        <cusip>000000000</cusip>
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        <invCountry>HU</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC Bank USA NA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED EUR / SOLD USD</title>
        <cusip>000000000</cusip>
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        <currencyConditional curCd="EUR" exchangeRt="0.87262189"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas SA</counterpartyName>
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            <amtCurSold>4800784.36000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Bank USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>4211815.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>PURCHASED USD / SOLD CHF</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>3759404.00000000</amtCurSold>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC Bank USA NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC Bank USA NA</name>
        <lei>1IE8VN30JCEQV1H4R804</lei>
        <title>PURCHASED USD / SOLD PEN</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC Bank USA NA</name>
        <lei>1IE8VN30JCEQV1H4R804</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED MYR / SOLD USD</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <invCountry>MY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>State Street Bank &amp; Trust Co.</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>State Street Bank &amp; Trust Co.</name>
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        <name>Goldman Sachs Bank USA</name>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Bank USA</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>State Street Bank &amp; Trust Co.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
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        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
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        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>PURCHASED USD / SOLD PHP</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Bank USA NA</name>
        <lei>1IE8VN30JCEQV1H4R804</lei>
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        <cusip>000000000</cusip>
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        <currencyConditional curCd="INR" exchangeRt="94.87430000"/>
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        <invCountry>IN</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
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        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED USD / SOLD HUF</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED CZK / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26FQKBBXM9K"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>173873.58000000</amtCurSold>
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            <unrealizedAppr>949.10000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED ZAR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FQKBBXM9M"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.39914772"/>
        <valUSD>4252.29000000</valUSD>
        <pctVal>0.000995822089</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED MXN / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FQKBBXM9N"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="MXN" exchangeRt="17.53785000"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED PLN / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FQKBBXTWG"/>
        </identifiers>
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        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.76192960"/>
        <valUSD>1241.26000000</valUSD>
        <pctVal>0.000290684343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
              <counterpartyLei>571474TGEMMWANRLN572</counterpartyLei>
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            <amtCurSold>276541.72000000</amtCurSold>
            <curSold>USD</curSold>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED CNH / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBB0N1C"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.77490287"/>
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        <pctVal>0.000064955864</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>199159.63000000</amtCurSold>
            <curSold>USD</curSold>
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            <curPur>CNY</curPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBB0N4Z"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75390071"/>
        <valUSD>-1020.07000000</valUSD>
        <pctVal>-0.00023888498</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>153483.52000000</amtCurSold>
            <curSold>GBP</curSold>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBBT9HQ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.41782400"/>
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        <pctVal>0.000072824476</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>75156.79000000</amtCurSold>
            <curSold>USD</curSold>
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            <settlementDt>2026-07-09</settlementDt>
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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>PURCHASED BRL / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBCBS3P"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.20218333"/>
        <valUSD>17309.87000000</valUSD>
        <pctVal>0.004053710098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
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            </counterparties>
            <amtCurSold>2362460.16000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>12380000.00000000</amtCurPur>
            <curPur>BRL</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>17309.87000000</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>PURCHASED USD / SOLD BRL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBCBTW7"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="BRL" exchangeRt="5.16230000"/>
        <valUSD>-17386.63000000</valUSD>
        <pctVal>-0.00407168613</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
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            <amtCurSold>12380000.00000000</amtCurSold>
            <curSold>BRL</curSold>
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            <curPur>USD</curPur>
            <settlementDt>2026-07-02</settlementDt>
            <unrealizedAppr>-17386.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED SEK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FTKBB1RFB"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.65891993"/>
        <valUSD>423.57000000</valUSD>
        <pctVal>0.000099193696</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>134477.64000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26FTKBB1RHH"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.41782400"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26FTKBB1RHP"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87262189"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FTKBB2FRG"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87262189"/>
        <valUSD>-3446.79000000</valUSD>
        <pctVal>-0.00080718615</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
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            <amtCurSold>1456120.43000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1665226.02000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-09-11</settlementDt>
            <unrealizedAppr>-3446.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>State Street Bank &amp; Trust Co.</name>
        <lei>571474TGEMMWANRLN572</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FTKBB2XB5"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87262189"/>
        <valUSD>-471.89000000</valUSD>
        <pctVal>-0.00011050951</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>State Street Bank &amp; Trust Co.</counterpartyName>
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            <amtCurSold>282044.33000000</amtCurSold>
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            <settlementDt>2026-09-11</settlementDt>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs Bank USA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC Bank USA NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Standard Chartered Bank</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC Bank USA NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley Capital Services LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Edison International</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Electronic Arts Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>EMCOR Group Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ENBRIDGE INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ENEL FINANCE INTL NV</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Equinix Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <title>Esperion Therapeutics Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Essential Utilities Inc</name>
        <lei>549300ILTEOF3E3QY357</lei>
        <title>Essential Utilities Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Expedia Group Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Expeditors International of Washington Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Extended Stay America Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Exxon Mobil Corp</name>
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          <isin value="US30231G1022"/>
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        <fairValLevel>1</fairValLevel>
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        <name>EXIDE TECHNOLOGIES</name>
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        <fairValLevel>3</fairValLevel>
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        <name>EXIDE TECHNOLOGIES</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Meta Platforms Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>META PLATFORMS INC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>META PLATFORMS INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ferguson Enterprises Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>F5 Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>FORD CREDIT CANADA CO/CA</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Ford Motor Co</name>
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        <name>FORD MOTOR CREDIT CO LLC</name>
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        <name>Fortinet Inc</name>
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        <name>Fox Corp</name>
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        <name>Fox Corp</name>
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        <name>Freddie Mac - STACR</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>GCAT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GFH Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Galaxy CLO Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>General Motors Co</name>
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        <title>General Motors Co</title>
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        <fairValLevel>1</fairValLevel>
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        <name>GENERAL MOTORS FINL CO</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>GENERAL MOTORS FINL CO</name>
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        <title>General Motors Financial Co Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>GM FINANCIAL CAD</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Gilead Sciences Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>GLENCORE FUNDING LLC</name>
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        <title>Glencore Funding LLC</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Global Business Travel Group I</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Globalstar Inc</name>
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        <name>GLOBAL PAYMENTS INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GLOBAL PAYMENTS INC</name>
        <lei>549300NOMHGVQBX6S778</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>GLOBAL PAYMENTS INC</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>Global Payments Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>Hartwick Park CLO, Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HASBRO INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Hawaii Hotel Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Hertz Vehicle Financing LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Illumina Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>Intel Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Danske Bank A/S</name>
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        <fairValLevel>2</fairValLevel>
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        <name>International Money Express Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>INTESA SANPAOLO SPA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>INTESA SANPAOLO SPA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Intuit Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Invesco CLO LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>IQVIA Holdings Inc</name>
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        <name>iShares Core MSCI EAFE ETF</name>
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        <fairValLevel>1</fairValLevel>
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        <name>iShares Core MSCI Emerging Markets ETF</name>
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        <name>iShares Core International Aggregate Bond ETF</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>Johnson &amp; Johnson</name>
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        <name>KBC GROUP NV</name>
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        <name>KNDR Trust 2021-KIND</name>
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        <name>Schneider Electric SE</name>
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        <name>SAP SE</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>Keysight Technologies Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>LV Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Lam Research Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ASM International NV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Leggett &amp; Platt Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Lendmark Funding Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Endesa SA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Liberty Broadband Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Eli Lilly &amp; Co</name>
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        <fairValLevel>1</fairValLevel>
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        <name>LiveRamp Holdings Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>LOBLAW COMPANIES LIMITED</name>
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        <name>Lundin Mining Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>SEKISUI HOUSE US</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MLTI Trust</name>
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        <name>M&amp;T Equipment Notes</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Madison Avenue Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>3</fairValLevel>
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        <name>Magnetite CLO Ltd</name>
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        <title>Magnetite XIX Ltd</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>Rational AG</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Microsoft Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Micron Technology Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley Residential Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Motorola Solutions Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Origin Energy Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Dai Nippon Printing Co Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Aristocrat Leisure Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MVW Owner Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NMEF Funding LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NCR Atleos Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Singapore Exchange Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NATIONAL BANK OF CANADA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Mitsubishi UFJ Financial Group Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ESC CB NATIONAL CINEME</name>
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        <fairValLevel>3</fairValLevel>
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        <name>National Storage Affiliates Trust</name>
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        <fairValLevel>1</fairValLevel>
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        <name>NATWEST GROUP PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Netflix Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Neurocrine Biosciences Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Dentsu Group Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Resona Holdings Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Hitachi Ltd</name>
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        <title>Hitachi Ltd</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Sumitomo Mitsui Trust Group Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Kubota Corp</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Kyocera Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>NIAGARA MOHAWK POWER</name>
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        <fairValLevel>2</fairValLevel>
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        <name>JFE Holdings Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Norfolk Southern Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Sumitomo Mitsui Financial Group Inc</name>
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        <title>Sumitomo Mitsui Financial Group Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Mitsui Fudosan Co Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NIDEC CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Nice Ltd</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Northern Trust Corp</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>QBE Insurance Group Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Onslow Bay Financial LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sony Group Corp</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ONEOK PARTNERS LP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Open Lending Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Organon &amp; Co</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Taiwan Semiconductor Manufacturing Co Ltd</name>
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        <invCountry>TW</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Toray Industries Inc</name>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>PG&amp;E Corp</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>TXNM Energy Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>PEAC Solutions Receivables LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PEAC Solutions Receivables LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PACIFICORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Palantir Technologies Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>OVINTIV INC</name>
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        <title>Ovintiv Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Payoneer Global Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>PCY Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PCY Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PenFed Auto Receivables Owner Trust</name>
        <lei>N/A</lei>
        <title>PenFed Auto Receivables Owner Trust</title>
        <cusip>70687FAC3</cusip>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>3</fairValLevel>
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        <name>Roku Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>Royal Bank of Canada</name>
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        <fairValLevel>1</fairValLevel>
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        <name>SG Capital Partners</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Santander Mortgage Asset Receivable Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Charles Schwab Corp/The</name>
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        <fairValLevel>1</fairValLevel>
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        <name>ServiceNow Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SHOPS Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sierra Receivables Funding Co LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Signal Peak CLO, LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Silicon Laboratories Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Simon Property Group Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>SkyWater Technology Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale SA</title>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Sothebys ArtFi Master Trust</name>
        <lei>9845002FA850DM72BA31</lei>
        <title>Sotheby's Artfi Master Trust</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Sothebys ArtFi Master Trust</name>
        <lei>9845002FA850DM72BA31</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>ESC SOUTHEASTERN GROCE</name>
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        <fairValLevel>3</fairValLevel>
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        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>Standard Chartered PLC</title>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Stantec Inc</name>
        <lei>549300MZ7NGUZDCP2T16</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>State Street Corp</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>Stellantis Financial Underwritten Enhanced Lease Trust</name>
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        <title>Stellantis Financial Underwritten Enhanced Lease Trust 2025-A</title>
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        <fairValLevel>2</fairValLevel>
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        <name>SUMITOMO MITSUI FINL GRP</name>
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        <title>Sumitomo Mitsui Financial Group Inc</title>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Suncor Energy Inc</name>
        <lei>894500XO86FKXQGPYV71</lei>
        <title>Suncor Energy Inc</title>
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        <assetCat>EC</assetCat>
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        <invCountry>CA</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>Synchrony Financial</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Sysco Corp</name>
        <lei>5RGWIFLMGH3YS7KWI652</lei>
        <title>Sysco Corp</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>T-Mobile US Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Talkspace Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Tapestry Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>TARGA RESOURCES CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Taylor Morrison Home Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>TELUS CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Tesla Inc</name>
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        <name>Tesla Auto Lease Trust</name>
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        <name>Thermo Fisher Scientific Inc</name>
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        <name>TORY Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Towd Point Mortgage Trust</name>
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        <name>Trinitas CLO Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <name>Two Harbors Investment Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Ulta Beauty Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>UNICREDIT SPA</name>
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        <invCountry>IT</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>UNITED MEXICAN STATES</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UNITED MEXICAN STATES</name>
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        <invCountry>MX</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>United States Treasury</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>United States Treasury</name>
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          <isin value="US912797UY17"/>
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        <fairValLevel>2</fairValLevel>
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        <name>United States Treasury</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>United Therapeutics Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>UnitedHealth Group Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Universal Health Services Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Veeco Instruments Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Veralto Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>VeriSign Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Verus Securitization Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Verus Securitization Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Vertiv Holdings Co</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Verus Securitization Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>VICI Properties Inc</name>
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        <name>Visa Inc</name>
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        <name>Voya CLO Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>WEA FINANCE LLC</name>
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        <name>WB Commercial Mortgage Trust</name>
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        <name>Walmart Inc</name>
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        <name>CONTRA WALGREENS BOOTS</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Japan Government Forty Year Bonds</name>
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        <name>Bundesrepublik Deutschland Bundesanleihe</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Yum! Brands Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Zoom Communications Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>LCH Ltd.</name>
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        <name>LCH Ltd.</name>
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        <name>LCH Ltd.</name>
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      </invstOrSec>
      <invstOrSec>
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        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS35T25   TRS USD R V 00MSOFR IS35T36/SOFRRATE/-30 BPS / Short: IS35T25   TRS USD P E IS35T25/US9078181081</title>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
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        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS35T69   TRS USD R V 00MSOFR IS35T70/SOFRRATE/-30 BPS / Short: IS35T69   TRS USD P E IS35T69/US9078181081</title>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS35VA7   TRS USD R V 00MSOFR IS35VB8/SOFRRATE/-30 BPS / Short: IS35VA7   TRS USD P E IS35VA7/US9078181081</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>-228.00000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS35YE2   TRS USD R V 00MSOFR IS35YF3/SOFRRATE/-30 BPS / Short: IS35YE2   TRS USD P E IS35YE2/US16119P1084</title>
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        <identifiers>
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        <balance>13453.72000000</balance>
        <units>OU</units>
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        <curCd>USD</curCd>
        <valUSD>6493.42000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS35ZO9   TRS USD R V 00MSOFR IS35ZP0/SOFRRATE/-30 BPS / Short: IS35ZO9   TRS USD P E IS35ZO9/US16119P1084</title>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="306.45000000">
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            <unrealizedAppr>4621.22000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS361Q6   TRS USD R V 00MSOFR IS361R7/SOFRRATE/-30 BPS / Short: IS361Q6   TRS USD P E IS361Q6/US16119P1084</title>
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        <payoffProfile>N/A</payoffProfile>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
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        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS362G3   TRS USD R V 00MSOFR IS362H4/SOFRRATE/-30 BPS / Short: IS362G3   TRS USD P E IS362G3/US16119P1084</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS362M9   TRS USD R V 00MSOFR IS362N0/SOFRRATE/-30 BPS / Short: IS362M9   TRS USD P E IS362M9/US16119P1084</title>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS363E8   TRS USD R V 00MSOFR IS363F9/SOFRRATE/-30 BPS / Short: IS363E8   TRS USD P E IS363E8/US16119P1084</title>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
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        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS36724   TRS USD R V 00MSOFR IS36735/SOFRRATE/-30 BPS / Short: IS36724   TRS USD P E IS36724/US9078181081</title>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
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        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS368E3   TRS USD R V 00MSOFR IS368F4/SOFRRATE/-30 BPS / Short: IS368E3   TRS USD P E IS368E3/US9078181081</title>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS368M1   TRS USD R V 00MSOFR IS368N2/SOFRRATE/-30 BPS / Short: IS368M1   TRS USD P E IS368M1/US16119P1084</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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            <notionalAmt>26762.35000000</notionalAmt>
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            <unrealizedAppr>13366.99000000</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: IS369K6   TRS USD R V 00MSOFR IS369L7/SOFRRATE/-30 BPS / Short: IS369K6   TRS USD P E IS369K6/US9078181081</title>
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        <curCd>USD</curCd>
        <valUSD>-9304.30000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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            <descRefInstrmnt>
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              </otherRefInst>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="1732.02000000">
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            <unrealizedAppr>-9304.30000000</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: IS369Q2   TRS USD R V 00MSOFR IS369R3/SOFRRATE/-30 BPS / Short: IS369Q2   TRS USD P E IS369Q2/US16119P1084</title>
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        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>4510.47000000</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: IS36A25   TRS USD R V 00MSOFR IS36A36/SOFRRATE/-30 BPS / Short: IS36A25   TRS USD P E IS36A25/US16119P1084</title>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS36A47   TRS USD R V 00MSOFR IS36A58/SOFRRATE/-30 BPS / Short: IS36A47   TRS USD P E IS36A47/US9078181081</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS36AU3   TRS USD R V 00MSOFR IS36AV4/SOFRRATE/-30 BPS / Short: IS36AU3   TRS USD P E IS36AU3/US16119P1084</title>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS36BM2   TRS USD R V 00MSOFR IS36BN3/SOFRRATE/-30 BPS / Short: IS36BM2   TRS USD P E IS36BM2/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS36BM2"/>
        </identifiers>
        <balance>539.20000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>271.01000000</valUSD>
        <pctVal>0.000063466448</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="16.23000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="686"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>539.20000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>271.01000000</unrealizedAppr>
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        </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: IS36C85   TRS USD R V 00MSOFR IS36C96/SOFRRATE/-30 BPS / Short: IS36C85   TRS USD P E IS36C85/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS36C85"/>
        </identifiers>
        <balance>8998.31000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>4427.86000000</valUSD>
        <pctVal>0.001036937931</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="264.69000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="683"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>8998.31000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4427.86000000</unrealizedAppr>
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        </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: IS36DK4   TRS USD R V 00MSOFR IS36DL5/SOFRRATE/-30 BPS / Short: IS36DK4   TRS USD P E IS36DK4/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS36DK4"/>
        </identifiers>
        <balance>2120.48000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1045.10000000</valUSD>
        <pctVal>0.000244746634</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="62.30000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="680"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2120.48000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1045.10000000</unrealizedAppr>
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        </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: IS36F20   TRS USD R V 00MSOFR IS36F31/SOFRRATE/-30 BPS / Short: IS36F20   TRS USD P E IS36F20/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS36F20"/>
        </identifiers>
        <balance>3358.58000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1607.85000000</valUSD>
        <pctVal>0.000376534184</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="98.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="678"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>3358.58000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1607.85000000</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: IS36GI3   TRS USD R V 00MSOFR IS36GJ4/SOFRRATE/-30 BPS / Short: IS36GI3   TRS USD P E IS36GI3/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS36GI3"/>
        </identifiers>
        <balance>18877.80000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>9180.96000000</valUSD>
        <pctVal>0.002150042158</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="542.28000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="674"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>18877.80000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>9180.96000000</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: IS36GK5   TRS USD R V 00MSOFR IS36GL6/SOFRRATE/-30 BPS / Short: IS36GK5   TRS USD P E IS36GK5/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS36GK5"/>
        </identifiers>
        <balance>13193.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>6461.23000000</valUSD>
        <pctVal>0.001513122472</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="378.73000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="674"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>13193.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6461.23000000</unrealizedAppr>
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        </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: IS36IY3   TRS USD R V 00MSOFR IS36IZ4/SOFRRATE/-30 BPS / Short: IS36IY3   TRS USD P E IS36IY3/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS36IY3"/>
        </identifiers>
        <balance>262.45000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>127.70000000</valUSD>
        <pctVal>0.000029905411</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="7.46000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="672"/>
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            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>262.45000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>127.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS36OU1   TRS USD R V 00MSOFR IS36OV2/SOFRRATE/-30 BPS / Short: IS36OU1   TRS USD P E IS36OU1/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS36OU1"/>
        </identifiers>
        <balance>2079.17000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>999.34000000</valUSD>
        <pctVal>0.000234030333</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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                  <cusip value="16119P108"/>
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              </otherRefInst>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="57.85000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="653"/>
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            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>2079.17000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>999.34000000</unrealizedAppr>
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        </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: IS36OM3   TRS USD R V 00MSOFR IS36ON4/SOFRRATE/-30 BPS / Short: IS36OM3   TRS USD P E IS36OM3/US9078181081</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS36OM3"/>
        </identifiers>
        <balance>188851.03000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-43355.00000000</valUSD>
        <pctVal>-0.01015308614</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>Union Pacific Corp.</issuerName>
                <issueTitle>Union Pacific Corp.</issueTitle>
                <identifiers>
                  <cusip value="907818108"/>
                  <isin value="US9078181081"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="5249.97000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="653"/>
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            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
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        <lei>FOR8UP27PHTHYVLBNG30</lei>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS36YO5   TRS USD R V 00MSOFR IS36YP6/SOFRRATE/-30 BPS / Short: IS36YO5   TRS USD P E IS36YO5/US16119P1084</title>
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        <valUSD>7479.72000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BS36ZA8   IRS NOK R V 06MNIBOR IS36ZB9 CCPVANILLA / Short: BS36ZA8   IRS NOK P F  4.04220 IS36ZA8 CCPVANILLA</title>
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        <balance>3211000.00000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="9.89850000"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS37006   TRS USD R V 00MSOFR IS37017/SOFRRATE/-30 BPS / Short: IS37006   TRS USD P E IS37006/US16119P1084</title>
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        <valUSD>1810.61000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BS371A3   IRS NOK R V 06MNIBOR IS371B4 CCPVANILLA / Short: BS371A3   IRS NOK P F  4.08900 IS371A3 CCPVANILLA</title>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BS372G6   IRS NOK R V 06MNIBOR IS372H7 CCPVANILLA / Short: BS372G6   IRS NOK P F  4.09700 IS372G6 CCPVANILLA</title>
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      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS375W3   TRS USD R V 00MSOFR IS375X4/SOFRRATE/-30 BPS / Short: IS375W3   TRS USD P E IS375W3/US16119P1084</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS37E26   TRS USD R V 00MSOFR IS37E37/SOFRRATE/-30 BPS / Short: IS37E26   TRS USD P E IS37E26/US16119P1084</title>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
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        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS37H50   TRS USD R V 00MSOFR IS37H61/SOFRRATE/-30 BPS / Short: IS37H50   TRS USD P E IS37H50/US9078181081</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS37KZ1   TRS USD R V 00MSOFR IS37L03/SOFRRATE/-30 BPS / Short: IS37KZ1   TRS USD P E IS37KZ1/US9078181081</title>
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        <balance>47231.02000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-8210.69000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>-8210.69000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS37OH1   TRS USD R V 00MSOFR IS37OI2/SOFRRATE/-30 BPS / Short: IS37OH1   TRS USD P E IS37OH1/US9078181081</title>
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        <curCd>USD</curCd>
        <valUSD>-9317.50000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>-9317.50000000</unrealizedAppr>
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      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS37Q19   TRS USD R V 00MSOFR IS37Q20/SOFRRATE/-30 BPS / Short: IS37Q19   TRS USD P E IS37Q19/US16119P1084</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS37TN2   TRS USD R V 00MFEDL IS37TO3/FEDL01/-35 BPS / Short: IS37TN2   TRS USD P E IS37TN2/US4943681035</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS37TV0   TRS USD R V 00MFEDL IS37TW1/FEDL01/-35 BPS / Short: IS37TV0   TRS USD P E IS37TV0/US4943681035</title>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS37YL5   TRS USD R V 00MFEDL IS37YM6/FEDL01/-35 BPS / Short: IS37YL5   TRS USD P E IS37YL5/US4943681035</title>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Morgan Stanley</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS380N2   TRS USD R V 00MFEDL IS380O3/FEDL01/-35 BPS / Short: IS380N2   TRS USD P E IS380N2/US4943681035</title>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS38430   TRS USD R V 00MSOFR IS38441/SOFRRATE/-30 BPS / Short: IS38430   TRS USD P E IS38430/US9078181081</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              </otherRefInst>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>-7682.99000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS384X0   TRS USD R V 00MFEDL IS384Y1/FEDL01/-35 BPS / Short: IS384X0   TRS USD P E IS384X0/US0921131092</title>
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        <identifiers>
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        <curCd>USD</curCd>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Morgan Stanley</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>Black Hills Corp.</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="1218.45000000">
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            <notionalAmt>58855.20000000</notionalAmt>
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            <unrealizedAppr>-2496.75000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS384R4   TRS USD R V 00MFEDL IS384S5/FEDL01/-35 BPS / Short: IS384R4   TRS USD P E IS384R4/US4943681035</title>
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        <identifiers>
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        <balance>136964.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-5755.08000000</valUSD>
        <pctVal>-0.00134775280</pctVal>
        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Morgan Stanley</counterpartyName>
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            <descRefInstrmnt>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>-5755.08000000</unrealizedAppr>
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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: IS384P2   TRS USD R V 00MSOFR IS384Q3/SOFRRATE/-30 BPS / Short: IS384P2   TRS USD P E IS384P2/US16119P1084</title>
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        <identifiers>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="21.36000000">
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS384T6   TRS USD R V 00MFEDL IS384U7/FEDL01/-35 BPS / Short: IS384T6   TRS USD P E IS384T6/US0921131092</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS385V5   TRS USD R V 00MSOFR IS385W6/SOFRRATE/-30 BPS / Short: IS385V5   TRS USD P E IS385V5/US16119P1084</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS385X7   TRS USD R V 00MFEDL IS385Y8/FEDL01/-35 BPS / Short: IS385X7   TRS USD P E IS385X7/US0921131092</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS386L2   TRS USD R V 00MFEDL IS386M3/FEDL01/-35 BPS / Short: IS386L2   TRS USD P E IS386L2/US4943681035</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS386L2"/>
        </identifiers>
        <balance>92716.50000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-4614.27000000</valUSD>
        <pctVal>-0.00108059233</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>Kimberly-Clark Corp.</issuerName>
                <issueTitle>Kimberly-Clark Corp.</issueTitle>
                <identifiers>
                  <cusip value="494368103"/>
                  <isin value="US4943681035"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="1901.31000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="334"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>92716.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4614.27000000</unrealizedAppr>
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        </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: IS386N4   TRS USD R V 00MSOFR IS386O5/SOFRRATE/-30 BPS / Short: IS386N4   TRS USD P E IS386N4/US9078181081</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS386N4"/>
        </identifiers>
        <balance>36106.39000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-7473.46000000</valUSD>
        <pctVal>-0.00175017144</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>Union Pacific Corp.</issuerName>
                <issueTitle>Union Pacific Corp.</issueTitle>
                <identifiers>
                  <cusip value="907818108"/>
                  <isin value="US9078181081"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="756.15000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="602"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>36106.39000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-7473.46000000</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: IS386P6   TRS USD R V 00MFEDL IS386Q7/FEDL01/-35 BPS / Short: IS386P6   TRS USD P E IS386P6/US0921131092</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS386P6"/>
        </identifiers>
        <balance>2032.61000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-83.30000000</valUSD>
        <pctVal>-0.00001950760</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>Black Hills Corp.</issuerName>
                <issueTitle>Black Hills Corp.</issueTitle>
                <identifiers>
                  <cusip value="092113109"/>
                  <isin value="US0921131092"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="41.69000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="334"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2032.61000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-83.30000000</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: IS38AF4   TRS USD R V 00MFEDL IS38AG5/FEDL01/-35 BPS / Short: IS38AF4   TRS USD P E IS38AF4/US4943681035</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38AF4"/>
        </identifiers>
        <balance>65126.63000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2699.33000000</valUSD>
        <pctVal>-0.00063214231</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>Kimberly-Clark Corp.</issuerName>
                <issueTitle>Kimberly-Clark Corp.</issueTitle>
                <identifiers>
                  <cusip value="494368103"/>
                  <isin value="US4943681035"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="1329.14000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="333"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>65126.63000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2699.33000000</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: IS38AT8   TRS USD R V 00MFEDL IS38AU9/FEDL01/-35 BPS / Short: IS38AT8   TRS USD P E IS38AT8/US0921131092</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38AT8"/>
        </identifiers>
        <balance>41153.74000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1307.18000000</valUSD>
        <pctVal>-0.00030612181</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>Black Hills Corp.</issuerName>
                <issueTitle>Black Hills Corp.</issueTitle>
                <identifiers>
                  <cusip value="092113109"/>
                  <isin value="US0921131092"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="839.88000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="333"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>41153.74000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1307.18000000</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: IS38C14   TRS USD R V 00MFEDL IS38C25/FEDL01/-35 BPS / Short: IS38C14   TRS USD P E IS38C14/US4943681035</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38C14"/>
        </identifiers>
        <balance>35754.33000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-958.06000000</valUSD>
        <pctVal>-0.00022436318</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>Kimberly-Clark Corp.</issuerName>
                <issueTitle>Kimberly-Clark Corp.</issueTitle>
                <identifiers>
                  <cusip value="494368103"/>
                  <isin value="US4943681035"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="719.18000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="329"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>35754.33000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-958.06000000</unrealizedAppr>
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        </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: IS38CN6   TRS USD R V 00MSOFR IS38CO7/SOFRRATE/-30 BPS / Short: IS38CN6   TRS USD P E IS38CN6/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38CN6"/>
        </identifiers>
        <balance>805.31000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>253.00000000</valUSD>
        <pctVal>0.000059248778</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="16.53000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="597"/>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>805.31000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>253.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS38ER4   TRS USD R V 00MFEDL IS38ES5/FEDL01/-35 BPS / Short: IS38ER4   TRS USD P E IS38ER4/US0921131092</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38ER4"/>
        </identifiers>
        <balance>1581.18000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-24.12000000</valUSD>
        <pctVal>-0.00000564853</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Black Hills Corp.</issuerName>
                <issueTitle>Black Hills Corp.</issueTitle>
                <identifiers>
                  <cusip value="092113109"/>
                  <isin value="US0921131092"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="31.50000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="328"/>
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            <unrealizedAppr>-24.12000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS38ET6   TRS USD R V 00MSOFR IS38EU7/SOFRRATE/-30 BPS / Short: IS38ET6   TRS USD P E IS38ET6/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38ET6"/>
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        <balance>14714.26000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>4632.43000000</valUSD>
        <pctVal>0.001084845135</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="299.50000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="596"/>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <unrealizedAppr>4632.43000000</unrealizedAppr>
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        <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: IS38FJ3   TRS USD R V 00MFEDL IS38FK4/FEDL01/-35 BPS / Short: IS38FJ3   TRS USD P E IS38FJ3/US0921131092</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="IS38FJ3"/>
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        <balance>23934.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-78.00000000</valUSD>
        <pctVal>-0.00001826642</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
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            <descRefInstrmnt>
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                <issuerName>Black Hills Corp.</issuerName>
                <issueTitle>Black Hills Corp.</issueTitle>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="465.01000000">
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>23934.59000000</notionalAmt>
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            <unrealizedAppr>-78.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS38FN7   TRS USD R V 00MSOFR IS38FO8/SOFRRATE/-30 BPS / Short: IS38FN7   TRS USD P E IS38FN7/US16119P1084</title>
        <cusip>000000000</cusip>
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        <balance>1400.14000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>432.45000000</valUSD>
        <pctVal>0.000101273258</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="27.78000000">
              <rtResetTenors>
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            <terminationDt>2027-07-15</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>1400.14000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>432.45000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BS38JV3   IRS NZD R V 03MNZDBB IS38JW4 CCPVANILLA / Short: BS38JV3   IRS NZD P F  4.04130 IS38JV3 CCPVANILLA</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="IS38JV3"/>
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        <balance>781000.00000000</balance>
        <units>OU</units>
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        <currencyConditional curCd="NZD" exchangeRt="1.76071800"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="New Zealand Bank Bills 3 Months" floatingRtSpread="0.00000000" pmntAmt="1536.75000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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            <fixedPmntDesc amount="-2328.39000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="4.04100000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>781000.00000000</notionalAmt>
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            <unrealizedAppr>-3073.46000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS38HJ7   TRS USD R V 00MSOFR IS38HK8/SOFRRATE/-30 BPS / Short: IS38HJ7   TRS USD P E IS38HJ7/US9078181081</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38HJ7"/>
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        <balance>20661.88000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-3138.71000000</valUSD>
        <pctVal>-0.00073503847</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <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>Union Pacific Corp.</issuerName>
                <issueTitle>Union Pacific Corp.</issueTitle>
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                  <cusip value="907818108"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="407.41000000">
              <rtResetTenors>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>20661.88000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3138.71000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS38H97   TRS USD R V 00MFEDL IS38HA8/FEDL01/-35 BPS / Short: IS38H97   TRS USD P E IS38H97/US4943681035</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>24956.27000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>191.56000000</valUSD>
        <pctVal>0.000044860458</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>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Kimberly-Clark Corp.</issuerName>
                <issueTitle>Kimberly-Clark Corp.</issueTitle>
                <identifiers>
                  <cusip value="494368103"/>
                  <isin value="US4943681035"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="482.39000000">
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>24956.27000000</notionalAmt>
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            <unrealizedAppr>191.56000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS38KJ8   TRS CAD R E IS38KJ8/CA51925D1069 / Short: IS38KJ8   TRS CAD P V 00MCORRA IS38KK9/CAONREPO/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38KJ8"/>
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        <balance>152926.74000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>-936.39000000</valUSD>
        <pctVal>-0.00021928839</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Laurentian Bank of Canada</issuerName>
                <issueTitle>Laurentian Bank of Canada</issueTitle>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-2384.87000000">
              <rtResetTenors>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS38K54   TRS USD R V 00MFEDL IS38K65/FEDL01/-35 BPS / Short: IS38K54   TRS USD P E IS38K54/US4943681035</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>50572.11000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <pctVal>-0.00006247350</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Morgan Stanley</counterpartyName>
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              <otherRefInst>
                <issuerName>Kimberly-Clark Corp.</issuerName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS38K76   TRS USD R V 00MSOFR IS38K87/SOFRRATE/-30 BPS / Short: IS38K76   TRS USD P E IS38K76/US9078181081</title>
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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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                <issueTitle>Union Pacific Corp.</issueTitle>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="717.36000000">
              <rtResetTenors>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS38KN2   TRS USD R V 00MSOFR IS38KO3/SOFRRATE/-30 BPS / Short: IS38KN2   TRS USD P E IS38KN2/US16119P1084</title>
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          <other otherDesc="Internal Identifier" value="IS38KN2"/>
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        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
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                <issueTitle>Charter Communications, Inc.</issueTitle>
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                  <isin value="US16119P1084"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="246.47000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="589"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>12434.93000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3722.17000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SS38KZ4   IRS NZD R F  3.97950 IS38KZ4 CCPVANILLA / Short: SS38KZ4   IRS NZD P V 03MNZDBB IS38L06 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38KZ4"/>
        </identifiers>
        <balance>530000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.76071800"/>
        <valUSD>576.30000000</valUSD>
        <pctVal>0.000134960755</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="1498.29000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="3.98000000"/>
            <floatingPmntDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="New Zealand Bank Bills 3 Months" floatingRtSpread="0.00000000" pmntAmt="-1004.24000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2035-12-05</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>530000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>576.30000000</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: IS38LH3   TRS CAD R E IS38LH3/CA51925D1069 / Short: IS38LH3   TRS CAD P V 00MCORRA IS38LI4/CAONREPO/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38LH3"/>
        </identifiers>
        <balance>212154.70000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>-1351.81000000</valUSD>
        <pctVal>-0.00031657348</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Laurentian Bank of Canada</issuerName>
                <issueTitle>Laurentian Bank of Canada</issueTitle>
                <identifiers>
                  <isin value="CA51925D1069"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-3276.39000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="320"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>212154.70000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-1351.81000000</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: IS38M92   TRS CAD R E IS38M92/CA51925D1069 / Short: IS38M92   TRS CAD P V 00MCORRA IS38MA3/CAONREPO/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38M92"/>
        </identifiers>
        <balance>5861.63000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>-36.19000000</valUSD>
        <pctVal>-0.00000847515</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Laurentian Bank of Canada</issuerName>
                <issueTitle>Laurentian Bank of Canada</issueTitle>
                <identifiers>
                  <isin value="CA51925D1069"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-90.57000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="319"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>5861.63000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-36.19000000</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: IS38ML4   TRS CAD R E IS38ML4/CA51925D1069 / Short: IS38ML4   TRS CAD P V 00MCORRA IS38MM5/CAONREPO/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38ML4"/>
        </identifiers>
        <balance>45081.89000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>-259.43000000</valUSD>
        <pctVal>-0.00006075458</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Laurentian Bank of Canada</issuerName>
                <issueTitle>Laurentian Bank of Canada</issueTitle>
                <identifiers>
                  <isin value="CA51925D1069"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-686.50000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="316"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>45081.89000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-259.43000000</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: IS38N55   TRS CAD R E IS38N55/CA51925D1069 / Short: IS38N55   TRS CAD P V 00MCORRA IS38N66/CAONREPO/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38N55"/>
        </identifiers>
        <balance>23520.35000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>-137.30000000</valUSD>
        <pctVal>-0.00003215358</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Laurentian Bank of Canada</issuerName>
                <issueTitle>Laurentian Bank of Canada</issueTitle>
                <identifiers>
                  <isin value="CA51925D1069"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-358.15000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="316"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>23520.35000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-137.30000000</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: IS38O30   TRS CAD R E IS38O30/CA51925D1069 / Short: IS38O30   TRS CAD P V 00MCORRA IS38O41/CAONREPO/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38O30"/>
        </identifiers>
        <balance>18628.65000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>-87.83000000</valUSD>
        <pctVal>-0.00002056845</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Laurentian Bank of Canada</issuerName>
                <issueTitle>Laurentian Bank of Canada</issueTitle>
                <identifiers>
                  <isin value="CA51925D1069"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-282.38000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="315"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>18628.65000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-87.83000000</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: IS38NZ5   TRS USD R V 00MSOFR IS38O07/SOFRRATE/-30 BPS / Short: IS38NZ5   TRS USD P E IS38NZ5/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38NZ5"/>
        </identifiers>
        <balance>23703.24000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>7657.15000000</valUSD>
        <pctVal>0.001793188873</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="450.27000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="583"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>23703.24000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7657.15000000</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: IS38P15   TRS CAD R E IS38P15/CA51925D1069 / Short: IS38P15   TRS CAD P V 00MCORRA IS38P26/CAONREPO/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38P15"/>
        </identifiers>
        <balance>2547.02000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>-11.61000000</valUSD>
        <pctVal>-0.00000271888</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Laurentian Bank of Canada</issuerName>
                <issueTitle>Laurentian Bank of Canada</issueTitle>
                <identifiers>
                  <isin value="CA51925D1069"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-38.38000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="313"/>
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            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>2547.02000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-11.61000000</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: IS38P59   TRS USD R V 00MSOFR IS38P60/SOFRRATE/-30 BPS / Short: IS38P59   TRS USD P E IS38P59/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38P59"/>
        </identifiers>
        <balance>16386.97000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>5319.82000000</valUSD>
        <pctVal>0.001245821491</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>
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                <issuerName>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="309.65000000">
              <rtResetTenors>
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              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>16386.97000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5319.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BS38PH1   IRS NZD R V 03MNZDBB IS38PI2 CCPVANILLA / Short: BS38PH1   IRS NZD P F  4.19430 IS38PH1 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38PH1"/>
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        <balance>827000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.76071800"/>
        <valUSD>-8837.54000000</valUSD>
        <pctVal>-0.00206961838</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="New Zealand Bank Bills 3 Months" floatingRtSpread="0.00000000" pmntAmt="1153.72000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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            <fixedPmntDesc amount="-1800.68000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="4.19400000"/>
            <terminationDt>2035-12-12</terminationDt>
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            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>827000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>-8837.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS38QX4   TRS USD R V 00MSOFR IS38QY5/SOFRRATE/-30 BPS / Short: IS38QX4   TRS USD P E IS38QX4/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38QX4"/>
        </identifiers>
        <balance>14998.66000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>5183.87000000</valUSD>
        <pctVal>0.001213984054</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="282.12000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="581"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>14998.66000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5183.87000000</unrealizedAppr>
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        </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: IS38R31   TRS USD R V 00MSOFR IS38R42/SOFRRATE/-30 BPS / Short: IS38R31   TRS USD P E IS38R31/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38R31"/>
        </identifiers>
        <balance>12604.05000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>4450.79000000</valUSD>
        <pctVal>0.001042307791</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="237.13000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="581"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>12604.05000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4450.79000000</unrealizedAppr>
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        </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: IS38RZ3   TRS USD R V 00MSOFR IS38S05/SOFRRATE/-30 BPS / Short: IS38RZ3   TRS USD P E IS38RZ3/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38RZ3"/>
        </identifiers>
        <balance>633.77000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>219.01000000</valUSD>
        <pctVal>0.000051288833</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="11.87000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="580"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>633.77000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>219.01000000</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: IS38T79   TRS CAD R E IS38T79/CA51925D1069 / Short: IS38T79   TRS CAD P V 00MCORRA IS38T80/CAONREPO/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38T79"/>
        </identifiers>
        <balance>22500.30000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>-162.91000000</valUSD>
        <pctVal>-0.00003815106</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Laurentian Bank of Canada</issuerName>
                <issueTitle>Laurentian Bank of Canada</issueTitle>
                <identifiers>
                  <isin value="CA51925D1069"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-330.98000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="309"/>
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            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>22500.30000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-162.91000000</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: IS38TV3   TRS CAD R E IS38TV3/CA51925D1069 / Short: IS38TV3   TRS CAD P V 00MCORRA IS38TW4/CAONREPO/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38TV3"/>
        </identifiers>
        <balance>21938.92000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>-156.37000000</valUSD>
        <pctVal>-0.00003661949</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Laurentian Bank of Canada</issuerName>
                <issueTitle>Laurentian Bank of Canada</issueTitle>
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                  <isin value="CA51925D1069"/>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-321.12000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="308"/>
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            <terminationDt>2026-10-20</terminationDt>
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            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>21938.92000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-156.37000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS38TX5   TRS USD R V 00MSOFR IS38TY6/SOFRRATE/-30 BPS / Short: IS38TX5   TRS USD P E IS38TX5/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38TX5"/>
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        <balance>15723.89000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>5345.89000000</valUSD>
        <pctVal>0.001251926691</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>
              <otherRefInst>
                <issuerName>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="287.75000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="576"/>
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            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>15723.89000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5345.89000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS38U98   TRS USD R V 00MFEDL IS38UA9/FEDL01/-35 BPS / Short: IS38U98   TRS USD P E IS38U98/US0921131092</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38U98"/>
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        <balance>61052.01000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-941.43000000</valUSD>
        <pctVal>-0.00022046868</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Black Hills Corp.</issuerName>
                <issueTitle>Black Hills Corp.</issueTitle>
                <identifiers>
                  <cusip value="092113109"/>
                  <isin value="US0921131092"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="1097.76000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="308"/>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>61052.01000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-941.43000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS38UF4   TRS USD R V 00MFEDL IS38UG5/FEDL01/-35 BPS / Short: IS38UF4   TRS USD P E IS38UF4/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38UF4"/>
        </identifiers>
        <balance>107796.34000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>3154.80000000</valUSD>
        <pctVal>0.000738806508</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>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="030420103"/>
                  <isin value="US0304201033"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="1938.26000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="308"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>107796.34000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3154.80000000</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: IS38VL7   TRS CAD R E IS38VL7/CA51925D1069 / Short: IS38VL7   TRS CAD P V 00MCORRA IS38VM8/CAONREPO/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38VL7"/>
        </identifiers>
        <balance>6354.42000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>-44.36000000</valUSD>
        <pctVal>-0.00001038844</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</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>Laurentian Bank of Canada</issuerName>
                <issueTitle>Laurentian Bank of Canada</issueTitle>
                <identifiers>
                  <isin value="CA51925D1069"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-91.28000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="210"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>6354.42000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-44.36000000</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: IS38UZ4   TRS USD R V 00MFEDL IS38V06/FEDL01/-35 BPS / Short: IS38UZ4   TRS USD P E IS38UZ4/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38UZ4"/>
        </identifiers>
        <balance>69147.04000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>2357.18000000</valUSD>
        <pctVal>0.000552015952</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>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="030420103"/>
                  <isin value="US0304201033"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="1237.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="307"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>69147.04000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2357.18000000</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: IS38VD9   TRS USD R V 00MFEDL IS38VE0/FEDL01/-35 BPS / Short: IS38VD9   TRS USD P E IS38VD9/US0921131092</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38VD9"/>
        </identifiers>
        <balance>6821.56000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-124.41000000</valUSD>
        <pctVal>-0.00002913494</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>Black Hills Corp.</issuerName>
                <issueTitle>Black Hills Corp.</issueTitle>
                <identifiers>
                  <cusip value="092113109"/>
                  <isin value="US0921131092"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="122.03000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="307"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>6821.56000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-124.41000000</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: IS38VF1   TRS USD R V 00MSOFR IS38VG2/SOFRRATE/-30 BPS / Short: IS38VF1   TRS USD P E IS38VF1/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38VF1"/>
        </identifiers>
        <balance>14341.66000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>4932.69000000</valUSD>
        <pctVal>0.001155161492</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="261.31000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="575"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>14341.66000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4932.69000000</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: IS38WF8   TRS CAD R E IS38WF8/CA51925D1069 / Short: IS38WF8   TRS CAD P V 00MCORRA IS38WG9/CAONREPO/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38WF8"/>
        </identifiers>
        <balance>439.53000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>-2.77000000</valUSD>
        <pctVal>-0.00000064869</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</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>Laurentian Bank of Canada</issuerName>
                <issueTitle>Laurentian Bank of Canada</issueTitle>
                <identifiers>
                  <isin value="CA51925D1069"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-6.28000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="209"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>439.53000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-2.77000000</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: IS38W92   TRS USD R V 00MFEDL IS38WA3/FEDL01/-35 BPS / Short: IS38W92   TRS USD P E IS38W92/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38W92"/>
        </identifiers>
        <balance>1194.02000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>31.05000000</valUSD>
        <pctVal>0.000007271441</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>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="030420103"/>
                  <isin value="US0304201033"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="21.25000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="306"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1194.02000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>31.05000000</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: IS38W36   TRS USD R V 00MSOFR IS38W47/SOFRRATE/-30 BPS / Short: IS38W36   TRS USD P E IS38W36/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38W36"/>
        </identifiers>
        <balance>1471.81000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>503.03000000</valUSD>
        <pctVal>0.000117802028</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="26.69000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="574"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1471.81000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>503.03000000</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: IS38XH7   TRS CAD R E IS38XH7/CA51925D1069 / Short: IS38XH7   TRS CAD P V 00MCORRA IS38XI8/CAONREPO/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38XH7"/>
        </identifiers>
        <balance>879.23000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>-5.69000000</valUSD>
        <pctVal>-0.00000133251</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</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>Laurentian Bank of Canada</issuerName>
                <issueTitle>Laurentian Bank of Canada</issueTitle>
                <identifiers>
                  <isin value="CA51925D1069"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-12.50000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="208"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-07-15</terminationDt>
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            <pmntCurCd>CAD</pmntCurCd>
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            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>879.23000000</notionalAmt>
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            <unrealizedAppr>-5.69000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS38XJ9   TRS USD R V 00MSOFR IS38XK0/SOFRRATE/-30 BPS / Short: IS38XJ9   TRS USD P E IS38XJ9/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS38XJ9"/>
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        <balance>210.75000000</balance>
        <units>OU</units>
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        <curCd>USD</curCd>
        <valUSD>72.33000000</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>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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            <descRefInstrmnt>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="3.79000000">
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            <terminationDt>2027-07-15</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>210.75000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>72.33000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BS38XX3   IRS NZD R V 03MNZDBB IS38XY4 CCPVANILLA / Short: BS38XX3   IRS NZD P F  4.12500 IS38XX3 CCPVANILLA</title>
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          <other otherDesc="Internal Identifier" value="IS38XX3"/>
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        <balance>242000.00000000</balance>
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        <pctVal>-0.00040723816</pctVal>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="New Zealand Bank Bills 3 Months" floatingRtSpread="0.00000000" pmntAmt="144.00000000">
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            <fixedPmntDesc amount="-218.20000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="4.12500000"/>
            <terminationDt>2035-12-23</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>242000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>-2068.31000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS394J9   TRS USD R V 00MSOFR IS394K0/SOFRRATE/-30 BPS / Short: IS394J9   TRS USD P E IS394J9/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS394J9"/>
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        <balance>1267.77000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>435.34000000</valUSD>
        <pctVal>0.000101950052</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>
              <otherRefInst>
                <issuerName>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="20.83000000">
              <rtResetTenors>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>1267.77000000</notionalAmt>
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            <unrealizedAppr>435.34000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS398B9   TRS USD R V 00MSOFR IS398C0/SOFRRATE/-30 BPS / Short: IS398B9   TRS USD P E IS398B9/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS398B9"/>
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        <balance>210.62000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>71.81000000</valUSD>
        <pctVal>0.000016816817</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>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="3.40000000">
              <rtResetTenors>
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            <terminationDt>2027-07-15</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>210.62000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>71.81000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS39994   TRS USD R V 00MSOFR IS399A5/SOFRRATE/-30 BPS / Short: IS39994   TRS USD P E IS39994/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39994"/>
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        <balance>1682.11000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>571.45000000</valUSD>
        <pctVal>0.000133824958</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="27.02000000">
              <rtResetTenors>
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            <terminationDt>2027-07-15</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>1682.11000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>571.45000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS39AB3   TRS USD R V 00MSOFR IS39AC4/SOFRRATE/-30 BPS / Short: IS39AB3   TRS USD P E IS39AB3/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39AB3"/>
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        <balance>9248.22000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>3136.61000000</valUSD>
        <pctVal>0.000734546685</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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                  <isin value="US16119P1084"/>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="145.63000000">
              <rtResetTenors>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>9248.22000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3136.61000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS39BL0   TRS USD R V 00MSOFR IS39BM1/SOFRRATE/-30 BPS / Short: IS39BL0   TRS USD P E IS39BL0/US16119P1084</title>
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        <identifiers>
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        <balance>5599.92000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1847.98000000</valUSD>
        <pctVal>0.000432769003</pctVal>
        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="87.73000000">
              <rtResetTenors>
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            <unrealizedAppr>1847.98000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS39CL7   TRS USD R V 00MSOFR IS39CM8/SOFRRATE/-30 BPS / Short: IS39CL7   TRS USD P E IS39CL7/US16119P1084</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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              <otherRefInst>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="62.06000000">
              <rtResetTenors>
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            <unrealizedAppr>1209.23000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>Long: IS39DX6   TRS USD R V 00MSOFR IS39DY7/SOFRRATE/-30 BPS / Short: IS39DX6   TRS USD P E IS39DX6/US16119P1084</title>
        <cusip>000000000</cusip>
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        <balance>400.83000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>122.61000000</valUSD>
        <pctVal>0.000028713410</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 International</counterpartyName>
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            <descRefInstrmnt>
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              </otherRefInst>
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            <terminationDt>2027-07-15</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>400.83000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>122.61000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS39EV1   TRS USD R V 00MOBFR IS39EW2/OBFR01/-35 BPS / Short: IS39EV1   TRS USD P E IS39EV1/US1011371077</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39EV1"/>
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        <balance>1425.52000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>764.22000000</valUSD>
        <pctVal>0.000178968780</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>
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            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Boston Scientific Corp.</issuerName>
                <issueTitle>Boston Scientific Corp.</issueTitle>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="21.58000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="208"/>
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            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1425.52000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>764.22000000</unrealizedAppr>
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        </derivativeInfo>
        <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: IS39EX3   TRS USD R V 00MOBFR IS39EY4/OBFR01/-35 BPS / Short: IS39EX3   TRS USD P E IS39EX3/US1011371077</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>279964.23000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>151380.32000000</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>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Boston Scientific Corp.</issuerName>
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                  <cusip value="101137107"/>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="4236.25000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="208"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>279964.23000000</notionalAmt>
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            <unrealizedAppr>151380.32000000</unrealizedAppr>
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        </derivativeInfo>
        <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: IS39G71   TRS USD R V 00MOBFR IS39G82/OBFR01/-35 BPS / Short: IS39G71   TRS USD P E IS39G71/US1011371077</title>
        <cusip>000000000</cusip>
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        <balance>35196.43000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>18769.02000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <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>
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                <issuerName>Boston Scientific Corp.</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="516.55000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="204"/>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>35196.43000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>18769.02000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS39KA2   TRS USD R V 00MSOFR IS39KB3/SOFRRATE/-30 BPS / Short: IS39KA2   TRS USD P E IS39KA2/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39KA2"/>
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        <balance>384.61000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>105.87000000</valUSD>
        <pctVal>0.000024793154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <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>
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                <issuerName>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="5.68000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="538"/>
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            <terminationDt>2027-07-15</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>384.61000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>105.87000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS39KQ8   TRS EUR R V 00MESTR IS39KR9/ESTR3MA/-35 BPS / Short: IS39KQ8   TRS EUR P E IS39KQ8/DE0005810055</title>
        <cusip>000000000</cusip>
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        <balance>35115.72000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>-5145.29000000</valUSD>
        <pctVal>-0.00120494920</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>DE</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>
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                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="239.03000000">
              <rtResetTenors>
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            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>35115.72000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-5145.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS39KU2   TRS EUR R V 00MESTR IS39KV3/ESTR3MA/-35 BPS / Short: IS39KU2   TRS EUR P E IS39KU2/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>35927.92000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>-4756.28000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</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>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="244.58000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="198"/>
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            <notionalAmt>35927.92000000</notionalAmt>
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            <unrealizedAppr>-4756.28000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS39KY6   TRS EUR R V 00MESTR IS39KZ7/ESTR3MA/-35 BPS / Short: IS39KY6   TRS EUR P E IS39KY6/DE0005810055</title>
        <cusip>000000000</cusip>
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        <balance>17676.69000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
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                <issueTitle>Deutsche Boerse AG</issueTitle>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="120.33000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="198"/>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS39LY3   TRS USD R V 00MSOFR IS39LZ4/SOFRRATE/-30 BPS / Short: IS39LY3   TRS USD P E IS39LY3/US16119P1084</title>
        <cusip>000000000</cusip>
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        <balance>191.06000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>51.61000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="2.76000000">
              <rtResetTenors>
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            <notionalAmt>191.06000000</notionalAmt>
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        <securityLending>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SS39MW8   IRS NZD R F  4.19570 IS39MW8 CCPVANILLA / Short: SS39MW8   IRS NZD P V 03MNZDBB IS39MX9 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1165000.00000000</balance>
        <units>OU</units>
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        <currencyConditional curCd="NZD" exchangeRt="1.76071800"/>
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        <fairValLevel>2</fairValLevel>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS39M84   TRS EUR R V 00MESTR IS39M95/ESTR3MA/-35 BPS / Short: IS39M84   TRS EUR P E IS39M84/DE0005810055</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS39MK6   TRS USD R V 00MOBFR IS39ML7/OBFR01/-35 BPS / Short: IS39MK6   TRS USD P E IS39MK6/US46222L1089</title>
        <cusip>000000000</cusip>
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        <balance>177735.66000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-28477.59000000</valUSD>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>IonQ, Inc.</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="2512.69000000">
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            <notionalAmt>177735.66000000</notionalAmt>
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            <unrealizedAppr>-28477.59000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS39MQ2   TRS USD R V 00MSOFR IS39MR3/SOFRRATE/-30 BPS / Short: IS39MQ2   TRS USD P E IS39MQ2/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39MQ2"/>
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        <balance>193.95000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>54.53000000</valUSD>
        <pctVal>0.000012770102</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="2.79000000">
              <rtResetTenors>
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            <terminationDt>2027-07-15</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>193.95000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>54.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SS39O88   IRS NZD R F  4.22800 IS39O88 CCPVANILLA / Short: SS39O88   IRS NZD P V 03MNZDBB IS39O99 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39O88"/>
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        <balance>1125000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.76071800"/>
        <valUSD>21677.49000000</valUSD>
        <pctVal>0.005076540732</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="19470.29000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="4.22800000"/>
            <floatingPmntDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="New Zealand Bank Bills 3 Months" floatingRtSpread="0.00000000" pmntAmt="-4647.94000000">
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            <terminationDt>2036-02-02</terminationDt>
            <upfrontPmnt>2586.55000000</upfrontPmnt>
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            <unrealizedAppr>20110.32000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS39N47   TRS EUR R V 00MESTR IS39N58/ESTR3MA/-35 BPS / Short: IS39N47   TRS EUR P E IS39N47/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>2069.76000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>-346.27000000</valUSD>
        <pctVal>-0.00008109120</pctVal>
        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</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>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
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                  <isin value="DE0005810055"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="13.90000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="196"/>
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            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>2069.76000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-346.27000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS39NM5   TRS USD R V 00MOBFR IS39NN6/OBFR01/-35 BPS / Short: IS39NM5   TRS USD P E IS39NM5/US46222L1089</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39NM5"/>
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        <balance>20580.50000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-4162.72000000</valUSD>
        <pctVal>-0.00097484614</pctVal>
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        <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>
              <otherRefInst>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS39OK0   TRS EUR R V 00MESTR IS39OL1/ESTR3MA/-35 BPS / Short: IS39OK0   TRS EUR P E IS39OK0/DE0005810055</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39OK0"/>
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        <balance>13723.24000000</balance>
        <units>OU</units>
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        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="91.59000000">
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS39OO4   TRS EUR R V 00MESTR IS39OP5/ESTR3MA/-35 BPS / Short: IS39OO4   TRS EUR P E IS39OO4/DE0005810055</title>
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        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
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        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS39PQ3   TRS USD R V 00MSOFR IS39PR4/SOFRRATE/-30 BPS / Short: IS39PQ3   TRS USD P E IS39PQ3/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39PQ3"/>
        </identifiers>
        <balance>12555.59000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>3063.05000000</valUSD>
        <pctVal>0.000717320044</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="177.74000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="532"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>12555.59000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3063.05000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SS39QG0   IRS NZD R F  4.20600 IS39QG0 CCPVANILLA / Short: SS39QG0   IRS NZD P V 03MNZDBB IS39QH1 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39QG0"/>
        </identifiers>
        <balance>493000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.76071800"/>
        <valUSD>8968.81000000</valUSD>
        <pctVal>0.002100359833</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="8477.53000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="4.20600000"/>
            <floatingPmntDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="New Zealand Bank Bills 3 Months" floatingRtSpread="0.00000000" pmntAmt="-2036.83000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2036-02-03</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>-478.69000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>493000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>9260.21000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SS39QC6   IRS NZD R F  4.25470 IS39QC6 CCPVANILLA / Short: SS39QC6   IRS NZD P V 03MNZDBB IS39QD7 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39QC6"/>
        </identifiers>
        <balance>239000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.76071800"/>
        <valUSD>4913.64000000</valUSD>
        <pctVal>0.001150700270</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="4162.48000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="4.25500000"/>
            <floatingPmntDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="New Zealand Bank Bills 3 Months" floatingRtSpread="0.00000000" pmntAmt="-987.42000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2036-02-02</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>239000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>4913.64000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS39Q48   TRS EUR R V 00MESTR IS39Q59/ESTR3MA/-35 BPS / Short: IS39Q48   TRS EUR P E IS39Q48/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39Q48"/>
        </identifiers>
        <balance>12007.97000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>-1734.27000000</valUSD>
        <pctVal>-0.00040613983</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="78.56000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="194"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>12007.97000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-1734.27000000</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: IS39RA1   TRS USD R V 00MSOFR IS39RB2/SOFRRATE/-30 BPS / Short: IS39RA1   TRS USD P E IS39RA1/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39RA1"/>
        </identifiers>
        <balance>5096.12000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1328.20000000</valUSD>
        <pctVal>0.000311044378</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="71.75000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="531"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>5096.12000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1328.20000000</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: IS39RG7   TRS USD R V 00MFEDL IS39RH8/FEDL01/-35 BPS / Short: IS39RG7   TRS USD P E IS39RG7/US4943681035</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39RG7"/>
        </identifiers>
        <balance>49622.70000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-4683.89000000</valUSD>
        <pctVal>-0.00109689629</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>Kimberly-Clark Corp.</issuerName>
                <issueTitle>Kimberly-Clark Corp.</issueTitle>
                <identifiers>
                  <cusip value="494368103"/>
                  <isin value="US4943681035"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="688.18000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="263"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>49622.70000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4683.89000000</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: IS39SG4   TRS CAD R E IS39SG4/CA51925D1069 / Short: IS39SG4   TRS CAD P V 00MCORRA IS39SH5/CAONREPO/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39SG4"/>
        </identifiers>
        <balance>119.87000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>-0.70000000</valUSD>
        <pctVal>-0.00000016392</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</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>Laurentian Bank of Canada</issuerName>
                <issueTitle>Laurentian Bank of Canada</issueTitle>
                <identifiers>
                  <isin value="CA51925D1069"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-1.30000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="165"/>
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            </floatingPmntDesc>
            <terminationDt>2026-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>119.87000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-0.70000000</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: IS39SC0   TRS USD R V 00MSOFR IS39SD1/SOFRRATE/-30 BPS / Short: IS39SC0   TRS USD P E IS39SC0/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39SC0"/>
        </identifiers>
        <balance>15003.49000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>4971.51000000</valUSD>
        <pctVal>0.001164252550</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="207.14000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="530"/>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>15003.49000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4971.51000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS39SQ4   TRS EUR R V 00MESTR IS39SR5/ESTR3MA/-35 BPS / Short: IS39SQ4   TRS EUR P E IS39SQ4/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39SQ4"/>
        </identifiers>
        <balance>1924.94000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>-240.88000000</valUSD>
        <pctVal>-0.00005641045</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="12.43000000">
              <rtResetTenors>
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            <notionalAmt>1924.94000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-240.88000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS39T83   TRS USD R V 00MSOFR IS39T94/SOFRRATE/-30 BPS / Short: IS39T83   TRS USD P E IS39T83/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39T83"/>
        </identifiers>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>6820.76000000</valUSD>
        <pctVal>0.001597318968</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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            <descRefInstrmnt>
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                <issueTitle>Charter Communications, Inc.</issueTitle>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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            </floatingRecDesc>
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            <terminationDt>2027-07-15</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>19634.75000000</notionalAmt>
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            <unrealizedAppr>6820.76000000</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: IS39UE6   TRS USD R V 00MFEDL IS39UF7/FEDL01/-35 BPS / Short: IS39UE6   TRS USD P E IS39UE6/US05964H1059</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39UE6"/>
        </identifiers>
        <balance>91733.10000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-11668.25000000</valUSD>
        <pctVal>-0.00273252790</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Banco Santander SA</issuerName>
                <issueTitle>Banco Santander SA</issueTitle>
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                  <cusip value="05964H105"/>
                  <isin value="US05964H1059"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="1230.25000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="258"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>91733.10000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-11668.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS39W40   TRS USD R V 00MFEDL IS39W51/FEDL01/-35 BPS / Short: IS39W40   TRS USD P E IS39W40/US05964H1059</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39W40"/>
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        <balance>184410.62000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-18822.03000000</valUSD>
        <pctVal>-0.00440783513</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Banco Santander SA</issuerName>
                <issueTitle>Banco Santander SA</issueTitle>
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                  <cusip value="05964H105"/>
                  <isin value="US05964H1059"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="2456.35000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="257"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>184410.62000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-18822.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS39VM1   TRS USD R V 00MOBFR IS39VN2/OBFR01/-35 BPS / Short: IS39VM1   TRS USD P E IS39VM1/US1011371077</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39VM1"/>
        </identifiers>
        <balance>36334.19000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>16886.30000000</valUSD>
        <pctVal>0.003954516402</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>
              <otherRefInst>
                <issuerName>Boston Scientific Corp.</issuerName>
                <issueTitle>Boston Scientific Corp.</issueTitle>
                <identifiers>
                  <cusip value="101137107"/>
                  <isin value="US1011371077"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="483.67000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="188"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>36334.19000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>16886.30000000</unrealizedAppr>
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        </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: IS39WA6   TRS USD R V 00MSOFR IS39WB7/SOFRRATE/-30 BPS / Short: IS39WA6   TRS USD P E IS39WA6/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39WA6"/>
        </identifiers>
        <balance>1584.86000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>610.82000000</valUSD>
        <pctVal>0.000143044817</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="21.43000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="525"/>
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            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1584.86000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>610.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS39WM8   TRS EUR R V 00MESTR IS39WN9/ESTR3MA/-35 BPS / Short: IS39WM8   TRS EUR P E IS39WM8/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39WM8"/>
        </identifiers>
        <balance>9510.73000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>-1337.19000000</valUSD>
        <pctVal>-0.00031314970</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="59.31000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="187"/>
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            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>9510.73000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-1337.19000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS39X81   TRS USD R V 00MSOFR IS39X92/SOFRRATE/-30 BPS / Short: IS39X81   TRS USD P E IS39X81/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39X81"/>
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        <balance>60369.07000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>22639.87000000</valUSD>
        <pctVal>0.005301915591</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>
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            <descRefInstrmnt>
              <otherRefInst>
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                <issueTitle>Charter Communications, Inc.</issueTitle>
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                  <isin value="US16119P1084"/>
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              </otherRefInst>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="809.71000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="524"/>
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            <unrealizedAppr>22639.87000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS39XA3   TRS USD R V 00MFEDL IS39XB4/FEDL01/-35 BPS / Short: IS39XA3   TRS USD P E IS39XA3/US05964H1059</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="IS39XA3"/>
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        <balance>140429.37000000</balance>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <pctVal>-0.00387275074</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Banco Santander SA</issuerName>
                <issueTitle>Banco Santander SA</issueTitle>
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                  <cusip value="05964H105"/>
                  <isin value="US05964H1059"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="1857.68000000">
              <rtResetTenors>
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            <notionalAmt>140429.37000000</notionalAmt>
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            <unrealizedAppr>-16537.15000000</unrealizedAppr>
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        <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: IS39XE7   TRS USD R V 00MOBFR IS39XF8/OBFR01/-35 BPS / Short: IS39XE7   TRS USD P E IS39XE7/US46222L1089</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS39XE7"/>
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        <balance>2142.73000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1397.38000000</valUSD>
        <pctVal>-0.00032724528</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS3A005   TRS USD R V 00MFEDL IS3A016/FEDL01/-35 BPS / Short: IS3A005   TRS USD P E IS3A005/US05964H1059</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Morgan Stanley</counterpartyName>
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            <descRefInstrmnt>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS3A083   TRS USD R V 00MSOFR IS3A094/SOFRRATE/-30 BPS / Short: IS3A083   TRS USD P E IS3A083/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3A083"/>
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        <balance>7897.40000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>3023.93000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Charter Communications, Inc.</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="103.88000000">
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            <terminationDt>2027-07-15</terminationDt>
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            <unrealizedAppr>3023.93000000</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: IS3A0C7   TRS USD R V 00MSOFR IS3A0D8/SOFRRATE/-30 BPS / Short: IS3A0C7   TRS USD P E IS3A0C7/US16119P1084</title>
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        <identifiers>
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        <balance>4107.08000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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            <descRefInstrmnt>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="54.01000000">
              <rtResetTenors>
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            <notionalAmt>4107.08000000</notionalAmt>
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            <unrealizedAppr>1601.31000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3A146   TRS EUR R V 00MESTR IS3A157/ESTR3MA/-35 BPS / Short: IS3A146   TRS EUR P E IS3A146/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3A146"/>
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        <balance>5584.84000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>-670.02000000</valUSD>
        <pctVal>-0.00015690856</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="34.34000000">
              <rtResetTenors>
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            <terminationDt>2026-08-12</terminationDt>
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            <notionalAmt>5584.84000000</notionalAmt>
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            <unrealizedAppr>-670.02000000</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: IS3A221   TRS USD R V 00MSOFR IS3A232/SOFRRATE/-30 BPS / Short: IS3A221   TRS USD P E IS3A221/US16119P1084</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3A221"/>
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        <balance>37846.91000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>15587.67000000</valUSD>
        <pctVal>0.003650396871</pctVal>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="494.36000000">
              <rtResetTenors>
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            <unrealizedAppr>15587.67000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3A2C1   TRS USD R V 00MOBFR IS3A2D2/OBFR01/-35 BPS / Short: IS3A2C1   TRS USD P E IS3A2C1/US46222L1089</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3A362   TRS USD R V 00MOBFR IS3A373/OBFR01/-35 BPS / Short: IS3A362   TRS USD P E IS3A362/US46222L1089</title>
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        <fairValLevel>2</fairValLevel>
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            <descRefInstrmnt>
              <otherRefInst>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3A3I4   TRS USD R V 00MOBFR IS3A3J5/OBFR01/-35 BPS / Short: IS3A3I4   TRS USD P E IS3A3I4/US1011371077</title>
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        <fairValLevel>2</fairValLevel>
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                <issuerName>Boston Scientific Corp.</issuerName>
                <issueTitle>Boston Scientific Corp.</issueTitle>
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      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS3A3Q2   TRS USD R V 00MSOFR IS3A3R3/SOFRRATE/-30 BPS / Short: IS3A3Q2   TRS USD P E IS3A3Q2/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3A3Q2"/>
        </identifiers>
        <balance>1964.05000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>851.79000000</valUSD>
        <pctVal>0.000199476352</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="25.42000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="519"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1964.05000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>851.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3A4C5   TRS EUR R V 00MESTR IS3A4D6/ESTR3MA/-35 BPS / Short: IS3A4C5   TRS EUR P E IS3A4C5/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3A4C5"/>
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        <balance>5145.44000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>-902.90000000</valUSD>
        <pctVal>-0.00021144554</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="31.17000000">
              <rtResetTenors>
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              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>5145.44000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-902.90000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3A4E7   TRS EUR R V 00MESTR IS3A4F8/ESTR3MA/-35 BPS / Short: IS3A4E7   TRS EUR P E IS3A4E7/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3A4E7"/>
        </identifiers>
        <balance>14818.87000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>-2600.57000000</valUSD>
        <pctVal>-0.00060901421</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="89.82000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="181"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>14818.87000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-2600.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3A522   TRS USD R V 00MOBFR IS3A533/OBFR01/-35 BPS / Short: IS3A522   TRS USD P E IS3A522/US46222L1089</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3A522"/>
        </identifiers>
        <balance>8226.54000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-4717.93000000</valUSD>
        <pctVal>-0.00110486794</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>
              <otherRefInst>
                <issuerName>IonQ, Inc.</issuerName>
                <issueTitle>IonQ, Inc.</issueTitle>
                <identifiers>
                  <cusip value="46222L108"/>
                  <isin value="US46222L1089"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="104.23000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="181"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>8226.54000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4717.93000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3A5C2   TRS USD R V 00MOBFR IS3A5D3/OBFR01/-35 BPS / Short: IS3A5C2   TRS USD P E IS3A5C2/US1011371077</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3A5C2"/>
        </identifiers>
        <balance>30480.31000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>13239.61000000</valUSD>
        <pctVal>0.003100516685</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>
              <otherRefInst>
                <issuerName>Boston Scientific Corp.</issuerName>
                <issueTitle>Boston Scientific Corp.</issueTitle>
                <identifiers>
                  <cusip value="101137107"/>
                  <isin value="US1011371077"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="386.14000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="181"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>30480.31000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>13239.61000000</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: IS3A5K0   TRS USD R V 00MSOFR IS3A5L1/SOFRRATE/-30 BPS / Short: IS3A5K0   TRS USD P E IS3A5K0/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3A5K0"/>
        </identifiers>
        <balance>1958.61000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>846.14000000</valUSD>
        <pctVal>0.000198153207</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>
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                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="25.21000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="518"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1958.61000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>846.14000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3A607   TRS GBP R E IS3A607/GB00BP9LHF23 / Short: IS3A607   TRS GBP P V 00MSONIA IS3A618/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3A607"/>
        </identifiers>
        <balance>101102.55000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</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>
              <otherRefInst>
                <issuerName>Schroders PLC</issuerName>
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                <identifiers>
                  <isin value="GB00BP9LHF23"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
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              <rtResetTenors>
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            <unrealizedAppr>-2215.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3A5Y4   TRS GBP R E IS3A5Y4/GB00BP9LHF23 / Short: IS3A5Y4   TRS GBP P V 00MSONIA IS3A5Z5/SONIO/N/+30 BPS</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3A5Y4"/>
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        <balance>101210.57000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <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>
              <otherRefInst>
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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="0.30000000" pmntAmt="-1508.40000000">
              <rtResetTenors>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3A6C9   TRS USD R V 00MOBFR IS3A6D0/OBFR01/-35 BPS / Short: IS3A6C9   TRS USD P E IS3A6C9/US60510V1089</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3A6C9"/>
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        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>IonQ, Inc.</issuerName>
                <issueTitle>IonQ, Inc.</issueTitle>
                <identifiers>
                  <cusip value="46222L108"/>
                  <isin value="US46222L1089"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="139.82000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="180"/>
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            <terminationDt>2026-08-12</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>11118.17000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-7383.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SS3A7Y8   IRS NZD R F  4.11570 IS3A7Y8 CCPVANILLA / Short: SS3A7Y8   IRS NZD P V 03MNZDBB IS3A7Z9 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3A7Y8"/>
        </identifiers>
        <balance>295000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.76071800"/>
        <valUSD>3928.47000000</valUSD>
        <pctVal>0.000919988336</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="4494.30000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="4.11600000"/>
            <floatingPmntDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="New Zealand Bank Bills 3 Months" floatingRtSpread="0.00000000" pmntAmt="-944.16000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2036-02-17</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>295000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>3928.47000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3A7M6   TRS GBP R E IS3A7M6/GB00BP9LHF23 / Short: IS3A7M6   TRS GBP P V 00MSONIA IS3A7N7/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3A7M6"/>
        </identifiers>
        <balance>158160.28000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>-2008.01000000</valUSD>
        <pctVal>-0.00047024561</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Schroders PLC</issuerName>
                <issueTitle>Schroders PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BP9LHF23"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-2339.67000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="176"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>158160.28000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-2008.01000000</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: IS3A9K8   TRS USD R V 00MFEDL IS3A9L9/FEDL01/-35 BPS / Short: IS3A9K8   TRS USD P E IS3A9K8/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3A9K8"/>
        </identifiers>
        <balance>33819.53000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>676.92000000</valUSD>
        <pctVal>0.000158524439</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>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="030420103"/>
                  <isin value="US0304201033"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="410.29000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="245"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>33819.53000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>676.92000000</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: IS3AD28   TRS USD R V 00MFEDL IS3AD39/FEDL01/-35 BPS / Short: IS3AD28   TRS USD P E IS3AD28/US05964H1059</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AD28"/>
        </identifiers>
        <balance>23240.24000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2120.33000000</valUSD>
        <pctVal>-0.00049654925</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>Banco Santander SA</issuerName>
                <issueTitle>Banco Santander SA</issueTitle>
                <identifiers>
                  <cusip value="05964H105"/>
                  <isin value="US05964H1059"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="279.83000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="243"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>23240.24000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2120.33000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3ADI4   TRS GBP R E IS3ADI4/GB00BP9LHF23 / Short: IS3ADI4   TRS GBP P V 00MSONIA IS3ADJ5/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3ADI4"/>
        </identifiers>
        <balance>38531.45000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>-586.27000000</valUSD>
        <pctVal>-0.00013729557</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Schroders PLC</issuerName>
                <issueTitle>Schroders PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BP9LHF23"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-544.43000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="173"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>38531.45000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-586.27000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SS3AEO7   IRS NZD R F  4.01570 IS3AEO7 CCPVANILLA / Short: SS3AEO7   IRS NZD P V 03MNZDBB IS3AEP8 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AEO7"/>
        </identifiers>
        <balance>218000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.76071800"/>
        <valUSD>1816.36000000</valUSD>
        <pctVal>0.000425364076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="3071.23000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="4.01600000"/>
            <floatingPmntDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="New Zealand Bank Bills 3 Months" floatingRtSpread="0.00000000" pmntAmt="-578.98000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2036-02-24</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>218000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>1816.36000000</unrealizedAppr>
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        </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: IS3AFS8   TRS GBP R E IS3AFS8/2570549D/EAMOYJ3 / Short: IS3AFS8   TRS GBP P V 00MSONIA IS3AFT9/SONIO/N/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AFS8"/>
        </identifiers>
        <balance>0.01000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>0.01000000</valUSD>
        <pctVal>0.000000002341</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>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>EAMOYJ3 Index</indexName>
                <indexIdentifier>EAMOYJ3 Index</indexIdentifier>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.40000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="507"/>
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            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.01000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>0.01000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>0.00000000</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: IS3AGK7   TRS USD R V 00MFEDL IS3AGL8/FEDL01/-35 BPS / Short: IS3AGK7   TRS USD P E IS3AGK7/US05964H1059</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AGK7"/>
        </identifiers>
        <balance>28391.43000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2122.70000000</valUSD>
        <pctVal>-0.00049710427</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Banco Santander SA</issuerName>
                <issueTitle>Banco Santander SA</issueTitle>
                <identifiers>
                  <cusip value="05964H105"/>
                  <isin value="US05964H1059"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="328.87000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="238"/>
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            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>-2122.70000000</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: IS3AGW9   TRS USD R V 00MSOFR IS3AGX0/SOFRRATE/-30 BPS / Short: IS3AGW9   TRS USD P E IS3AGW9/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AGW9"/>
        </identifiers>
        <balance>227.56000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>88.01000000</valUSD>
        <pctVal>0.000020610612</pctVal>
        <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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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS3AHQ0   TRS USD R V 00MSOFR IS3AHR1/SOFRRATE/-30 BPS / Short: IS3AHQ0   TRS USD P E IS3AHQ0/US16119P1084</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AHQ0"/>
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        <curCd>USD</curCd>
        <valUSD>5425.74000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SS3AK49   IRS NZD R F  3.96770 IS3AK49 CCPVANILLA / Short: SS3AK49   IRS NZD P V 03MNZDBB IS3AK50 CCPVANILLA</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="IS3AK49"/>
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        <balance>366000.00000000</balance>
        <units>OU</units>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="4774.82000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="3.96800000"/>
            <floatingPmntDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="New Zealand Bank Bills 3 Months" floatingRtSpread="0.00000000" pmntAmt="-770.60000000">
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            <unrealizedAppr>2108.35000000</unrealizedAppr>
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        <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: IS3AJO2   TRS USD R V 00MOBFR IS3AJP3/OBFR01/-35 BPS / Short: IS3AJO2   TRS USD P E IS3AJO2/US46222L1089</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AJO2"/>
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        <balance>7082.48000000</balance>
        <units>OU</units>
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        <curCd>USD</curCd>
        <valUSD>-4021.40000000</valUSD>
        <pctVal>-0.00094175113</pctVal>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>IonQ, Inc.</issuerName>
                <issueTitle>IonQ, Inc.</issueTitle>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="80.72000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="167"/>
              </rtResetTenors>
            </floatingRecDesc>
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            <terminationDt>2026-08-12</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>7082.48000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4021.40000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS3AJQ4   TRS USD R V 00MSOFR IS3AJR5/SOFRRATE/-30 BPS / Short: IS3AJQ4   TRS USD P E IS3AJQ4/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AJQ4"/>
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        <balance>8621.50000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>3317.03000000</valUSD>
        <pctVal>0.000776798324</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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                  <isin value="US16119P1084"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="99.51000000">
              <rtResetTenors>
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            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>8621.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3317.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS3AKY9   TRS USD R V 00MSOFR IS3AKZ0/SOFRRATE/-30 BPS / Short: IS3AKY9   TRS USD P E IS3AKY9/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AKY9"/>
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        <balance>9597.26000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>3734.27000000</valUSD>
        <pctVal>0.000874509630</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="109.83000000">
              <rtResetTenors>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>9597.26000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3734.27000000</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: IS3AL80   TRS USD R V 00MFEDL IS3AL91/FEDL01/-35 BPS / Short: IS3AL80   TRS USD P E IS3AL80/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AL80"/>
        </identifiers>
        <balance>6592.51000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>219.65000000</valUSD>
        <pctVal>0.000051438712</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="030420103"/>
                  <isin value="US0304201033"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="74.56000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="235"/>
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            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <unrealizedAppr>219.65000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3ALK2   TRS GBP R E IS3ALK2/GB00BP9LHF23 / Short: IS3ALK2   TRS GBP P V 00MSONIA IS3ALL3/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3ALK2"/>
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        <balance>37898.70000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
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        <pctVal>-0.00012448566</pctVal>
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        <assetCat>DE</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Schroders PLC</issuerName>
                <issueTitle>Schroders PLC</issueTitle>
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                  <isin value="GB00BP9LHF23"/>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-502.08000000">
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3AM87   TRS USD R V 00MOBFR IS3AM98/OBFR01/-35 BPS / Short: IS3AM87   TRS USD P E IS3AM87/US46222L1089</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>7415.26000000</balance>
        <units>OU</units>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>IonQ, Inc.</issuerName>
                <issueTitle>IonQ, Inc.</issueTitle>
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                  <isin value="US46222L1089"/>
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              </otherRefInst>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="81.82000000">
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            <unrealizedAppr>-3101.66000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS3AMM1   TRS USD R V 00MFEDL IS3AMN2/FEDL01/-35 BPS / Short: IS3AMM1   TRS USD P E IS3AMM1/US0304201033</title>
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          <other otherDesc="Internal Identifier" value="IS3AMM1"/>
        </identifiers>
        <balance>57083.33000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>2449.65000000</valUSD>
        <pctVal>0.000573671029</pctVal>
        <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>Morgan Stanley</counterpartyName>
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            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>57083.33000000</notionalAmt>
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            <unrealizedAppr>2449.65000000</unrealizedAppr>
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        </derivativeInfo>
        <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: IS3AMS7   TRS USD R V 00MOBFR IS3AMT8/OBFR01/-35 BPS / Short: IS3AMS7   TRS USD P E IS3AMS7/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AMS7"/>
        </identifiers>
        <balance>26722.24000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>5378.88000000</valUSD>
        <pctVal>0.001259652451</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="294.85000000">
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            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>26722.24000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5378.88000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3AOA3   TRS USD R V 00MOBFR IS3AOB4/OBFR01/-35 BPS / Short: IS3AOA3   TRS USD P E IS3AOA3/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AOA3"/>
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        <balance>496.74000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>124.22000000</valUSD>
        <pctVal>0.000029090447</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="5.44000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="162"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>496.74000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>124.22000000</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: IS3AQ41   TRS USD R V 00MFEDL IS3AQ52/FEDL01/-35 BPS / Short: IS3AQ41   TRS USD P E IS3AQ41/US05964H1059</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AQ41"/>
        </identifiers>
        <balance>23441.46000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-5284.15000000</valUSD>
        <pctVal>-0.00123746811</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>Banco Santander SA</issuerName>
                <issueTitle>Banco Santander SA</issueTitle>
                <identifiers>
                  <cusip value="05964H105"/>
                  <isin value="US05964H1059"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="254.39000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="228"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>23441.46000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5284.15000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3AQA7   TRS USD R V 00MOBFR IS3AQB8/OBFR01/-35 BPS / Short: IS3AQA7   TRS USD P E IS3AQA7/US46222L1089</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AQA7"/>
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        <balance>7942.81000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-3315.37000000</valUSD>
        <pctVal>-0.00077640957</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>
              <otherRefInst>
                <issuerName>IonQ, Inc.</issuerName>
                <issueTitle>IonQ, Inc.</issueTitle>
                <identifiers>
                  <cusip value="46222L108"/>
                  <isin value="US46222L1089"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="86.20000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="159"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>7942.81000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3315.37000000</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: IS3AQG3   TRS USD R V 00MFEDL IS3AQH4/FEDL01/-35 BPS / Short: IS3AQG3   TRS USD P E IS3AQG3/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AQG3"/>
        </identifiers>
        <balance>55009.15000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1789.91000000</valUSD>
        <pctVal>0.000419169886</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="030420103"/>
                  <isin value="US0304201033"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="596.98000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="228"/>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>55009.15000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1789.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3AQM9   TRS USD R V 00MOBFR IS3AQN0/OBFR01/-35 BPS / Short: IS3AQM9   TRS USD P E IS3AQM9/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AQM9"/>
        </identifiers>
        <balance>5221.55000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1215.16000000</valUSD>
        <pctVal>0.000284572117</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="56.68000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="159"/>
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            <terminationDt>2026-08-12</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
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            <unrealizedAppr>1215.16000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SS3ASE5   IRS NZD R F  4.06520 IS3ASE5 CCPVANILLA / Short: SS3ASE5   IRS NZD P V 03MNZDBB IS3ASF6 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3ASE5"/>
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        <balance>322000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.76071800"/>
        <valUSD>3296.02000000</valUSD>
        <pctVal>0.000771878099</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="4055.03000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="4.06500000"/>
            <floatingPmntDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="New Zealand Bank Bills 3 Months" floatingRtSpread="0.00000000" pmntAmt="-518.19000000">
              <rtResetTenors>
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            <terminationDt>2036-03-09</terminationDt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3ARA4   TRS EUR R V 00MESTR IS3ARB5/ESTR3MA/-35 BPS / Short: IS3ARA4   TRS EUR P E IS3ARA4/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3ARA4"/>
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        <balance>957.13000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
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        <pctVal>0.000002016331</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</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>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="4.91000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="159"/>
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            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>957.13000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>8.61000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3AR60   TRS GBP R E IS3AR60/GB00BYQ0JC66 / Short: IS3AR60   TRS GBP P V 00MSONIA IS3AR71/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AR60"/>
        </identifiers>
        <balance>100280.23000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>-2125.78000000</valUSD>
        <pctVal>-0.00049782556</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-1295.32000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="159"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>100280.23000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-2125.78000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3ARC6   TRS GBP R E IS3ARC6/GB00BYQ0JC66 / Short: IS3ARC6   TRS GBP P V 00MSONIA IS3ARD7/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3ARC6"/>
        </identifiers>
        <balance>107837.95000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>-2175.30000000</valUSD>
        <pctVal>-0.00050942240</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-1392.97000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="159"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>107837.95000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-2175.30000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3ARE8   TRS GBP R E IS3ARE8/GB00BYQ0JC66 / Short: IS3ARE8   TRS GBP P V 00MSONIA IS3ARF9/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3ARE8"/>
        </identifiers>
        <balance>107605.79000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>-2170.67000000</valUSD>
        <pctVal>-0.00050833812</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-1389.97000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="159"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>107605.79000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-2170.67000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3ARK4   TRS GBP R E IS3ARK4/GB00BYQ0JC66 / Short: IS3ARK4   TRS GBP P V 00MSONIA IS3ARL5/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3ARK4"/>
        </identifiers>
        <balance>85834.42000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>-1731.44000000</valUSD>
        <pctVal>-0.00040547709</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-1108.73000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="159"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>85834.42000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-1731.44000000</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: IS3ARS2   TRS USD R V 00MFEDL IS3ART3/FEDL01/-35 BPS / Short: IS3ARS2   TRS USD P E IS3ARS2/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3ARS2"/>
        </identifiers>
        <balance>15333.42000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>629.87000000</valUSD>
        <pctVal>0.000147506040</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>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="030420103"/>
                  <isin value="US0304201033"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="164.99000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="228"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>15333.42000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>629.87000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3ASK1   TRS EUR R V 00MESTR IS3ASL2/ESTR3MA/-35 BPS / Short: IS3ASK1   TRS EUR P E IS3ASK1/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3ASK1"/>
        </identifiers>
        <balance>966.83000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>19.59000000</valUSD>
        <pctVal>0.000004587682</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="4.84000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="159"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>966.83000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>19.59000000</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: IS3ASS9   TRS USD R V 00MFEDL IS3AST0/FEDL01/-35 BPS / Short: IS3ASS9   TRS USD P E IS3ASS9/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3ASS9"/>
        </identifiers>
        <balance>22140.92000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>798.03000000</valUSD>
        <pctVal>0.000186886572</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>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="030420103"/>
                  <isin value="US0304201033"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="236.23000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="228"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>22140.92000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>798.03000000</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: IS3ASW3   TRS USD R V 00MFEDL IS3ASX4/FEDL01/-35 BPS / Short: IS3ASW3   TRS USD P E IS3ASW3/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3ASW3"/>
        </identifiers>
        <balance>18036.61000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>728.91000000</valUSD>
        <pctVal>0.000170699712</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>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="030420103"/>
                  <isin value="US0304201033"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="192.44000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="228"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>18036.61000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>728.91000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3ASY5   TRS USD R V 00MOBFR IS3ASZ6/OBFR01/-35 BPS / Short: IS3ASY5   TRS USD P E IS3ASY5/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3ASY5"/>
        </identifiers>
        <balance>21193.48000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>5167.16000000</valUSD>
        <pctVal>0.001210070825</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            </floatingRecDesc>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <unrealizedAppr>5167.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3AT08   TRS USD R V 00MOBFR IS3AT19/OBFR01/-35 BPS / Short: IS3AT08   TRS USD P E IS3AT08/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AT08"/>
        </identifiers>
        <balance>16478.50000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>3992.53000000</valUSD>
        <pctVal>0.000934990221</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>
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                <issuerName>Brink's Co.</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="175.69000000">
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            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
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            <unrealizedAppr>3992.53000000</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: IS3AT42   TRS USD R V 00MFEDL IS3AT53/FEDL01/-35 BPS / Short: IS3AT42   TRS USD P E IS3AT42/US05964H1059</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AT42"/>
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        <balance>78.18000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-17.58000000</valUSD>
        <pctVal>-0.00000411697</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Banco Santander SA</issuerName>
                <issueTitle>Banco Santander SA</issueTitle>
                <identifiers>
                  <cusip value="05964H105"/>
                  <isin value="US05964H1059"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="0.84000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="228"/>
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            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>78.18000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-17.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS3AT86   TRS USD R V 00MFEDL IS3AT97/FEDL01/-35 BPS / Short: IS3AT86   TRS USD P E IS3AT86/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AT86"/>
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        <balance>12027.28000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>444.99000000</valUSD>
        <pctVal>0.000104209936</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="030420103"/>
                  <isin value="US0304201033"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="128.33000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="228"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>12027.28000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>444.99000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3AUE9   TRS EUR R V 00MESTR IS3AUF0/ESTR3MA/-35 BPS / Short: IS3AUE9   TRS EUR P E IS3AUE9/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AUE9"/>
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        <balance>18656.54000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>423.60000000</valUSD>
        <pctVal>0.000099200721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</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>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="92.58000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="156"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>18656.54000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>423.60000000</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: IS3AUM7   TRS USD R V 00MFEDL IS3AUN8/FEDL01/-35 BPS / Short: IS3AUM7   TRS USD P E IS3AUM7/US05964H1059</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AUM7"/>
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        <balance>15044.20000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-3926.21000000</valUSD>
        <pctVal>-0.00091945907</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Banco Santander SA</issuerName>
                <issueTitle>Banco Santander SA</issueTitle>
                <identifiers>
                  <cusip value="05964H105"/>
                  <isin value="US05964H1059"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="156.39000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="225"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>15044.20000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3926.21000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS3AUS3   TRS USD R V 00MFEDL IS3AUT4/FEDL01/-35 BPS / Short: IS3AUS3   TRS USD P E IS3AUS3/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AUS3"/>
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        <balance>16511.99000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>894.04000000</valUSD>
        <pctVal>0.000209370664</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="030420103"/>
                  <isin value="US0304201033"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="171.65000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="225"/>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>16511.99000000</notionalAmt>
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            <unrealizedAppr>894.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3AUW7   TRS USD R V 00MOBFR IS3AUX8/OBFR01/-35 BPS / Short: IS3AUW7   TRS USD P E IS3AUW7/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AUW7"/>
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        <balance>17224.23000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>3985.47000000</valUSD>
        <pctVal>0.000933336875</pctVal>
        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
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                  <isin value="US1096961040"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="178.82000000">
              <rtResetTenors>
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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: IS3AV02   TRS USD R V 00MSOFR IS3AV13/SOFRRATE/-30 BPS / Short: IS3AV02   TRS USD P E IS3AV02/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AV02"/>
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        <balance>697.01000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>277.73000000</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">
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              <counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName>
              <counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="7.35000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="493"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <unrealizedAppr>277.73000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3AV80   TRS USD R V 00MOBFR IS3AV91/OBFR01/-35 BPS / Short: IS3AV80   TRS USD P E IS3AV80/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AV80"/>
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        <balance>21655.33000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>4493.99000000</valUSD>
        <pctVal>0.001052424578</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="224.82000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="156"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>21655.33000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4493.99000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3AW87   TRS EUR R V 00MESTR IS3AW98/ESTR3MA/-35 BPS / Short: IS3AW87   TRS EUR P E IS3AW87/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AW87"/>
        </identifiers>
        <balance>2188.57000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>58.58000000</valUSD>
        <pctVal>0.000013718551</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="10.76000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="155"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>2188.57000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>58.58000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3AW21   TRS GBP R E IS3AW21/GB00BYQ0JC66 / Short: IS3AW21   TRS GBP P V 00MSONIA IS3AW32/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AW21"/>
        </identifiers>
        <balance>21406.52000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>-393.93000000</valUSD>
        <pctVal>-0.00009225245</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-264.69000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="155"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>21406.52000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-393.93000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3AW09   TRS GBP R E IS3AW09/GB00BYQ0JC66 / Short: IS3AW09   TRS GBP P V 00MSONIA IS3AW10/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AW09"/>
        </identifiers>
        <balance>87005.05000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>-1601.15000000</valUSD>
        <pctVal>-0.00037496514</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-1075.84000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="155"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>87005.05000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-1601.15000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3AW43   TRS GBP R E IS3AW43/GB00BP9LHF23 / Short: IS3AW43   TRS GBP P V 00MSONIA IS3AW54/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AW43"/>
        </identifiers>
        <balance>19515.60000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>-228.50000000</valUSD>
        <pctVal>-0.00005351124</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Schroders PLC</issuerName>
                <issueTitle>Schroders PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BP9LHF23"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-241.30000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="155"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>19515.60000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-228.50000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SS3AZ44   IRS NZD R F  4.19970 IS3AZ44 CCPVANILLA / Short: SS3AZ44   IRS NZD P V 03MNZDBB IS3AZ55 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AZ44"/>
        </identifiers>
        <balance>734000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.76071800"/>
        <valUSD>12210.83000000</valUSD>
        <pctVal>0.002859591948</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="9164.43000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="4.20000000"/>
            <floatingPmntDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="New Zealand Bank Bills 3 Months" floatingRtSpread="0.00000000" pmntAmt="-862.29000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2036-03-13</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>734000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>12210.83000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3AXS4   TRS EUR R V 00MESTR IS3AXT5/ESTR3MA/-35 BPS / Short: IS3AXS4   TRS EUR P E IS3AXS4/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AXS4"/>
        </identifiers>
        <balance>477.07000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>2.14000000</valUSD>
        <pctVal>0.000000501155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="2.32000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="154"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>477.07000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>2.14000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3AXW8   TRS GBP R E IS3AXW8/GB00BYQ0JC66 / Short: IS3AXW8   TRS GBP P V 00MSONIA IS3AXX9/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AXW8"/>
        </identifiers>
        <balance>47774.81000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>-872.12000000</valUSD>
        <pctVal>-0.00020423733</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-585.46000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="154"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>47774.81000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-872.12000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3AZM2   TRS GBP R E IS3AZM2/GB00BYQ0JC66 / Short: IS3AZM2   TRS GBP P V 00MSONIA IS3AZN3/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3AZM2"/>
        </identifiers>
        <balance>4494.32000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>-76.73000000</valUSD>
        <pctVal>-0.00001796900</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-54.57000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="153"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>4494.32000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-76.73000000</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: IS3B0A8   TRS USD R V 00MSOFR IS3B0B9/SOFRRATE/-30 BPS / Short: IS3B0A8   TRS USD P E IS3B0A8/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3B0A8"/>
        </identifiers>
        <balance>898.05000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>338.38000000</valUSD>
        <pctVal>0.000079243484</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="9.17000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="490"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>898.05000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>338.38000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3B161   TRS GBP R E IS3B161/GB00BP9LHF23 / Short: IS3B161   TRS GBP P V 00MSONIA IS3B172/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3B161"/>
        </identifiers>
        <balance>4195.50000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>88.39000000</valUSD>
        <pctVal>0.000020699602</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Schroders PLC</issuerName>
                <issueTitle>Schroders PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BP9LHF23"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-49.56000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="152"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>4195.50000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>88.39000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3B183   TRS GBP R E IS3B183/GB00BYQ0JC66 / Short: IS3B183   TRS GBP P V 00MSONIA IS3B194/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3B183"/>
        </identifiers>
        <balance>1352.16000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>-22.40000000</valUSD>
        <pctVal>-0.00000524574</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-15.97000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="152"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>1352.16000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-22.40000000</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: IS3B1I3   TRS USD R V 00MSOFR IS3B1J4/SOFRRATE/-30 BPS / Short: IS3B1I3   TRS USD P E IS3B1I3/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3B1I3"/>
        </identifiers>
        <balance>906.79000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>347.17000000</valUSD>
        <pctVal>0.000081301970</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="9.22000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="489"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>906.79000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>347.17000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3B2E6   TRS EUR R V 00MESTR IS3B2F7/ESTR3MA/-35 BPS / Short: IS3B2E6   TRS EUR P E IS3B2E6/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3B2E6"/>
        </identifiers>
        <balance>239.89000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>2.49000000</valUSD>
        <pctVal>0.000000583120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="1.11000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="149"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>239.89000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>2.49000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3B2K2   TRS GBP R E IS3B2K2/GB00BYQ0JC66 / Short: IS3B2K2   TRS GBP P V 00MSONIA IS3B2L3/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3B2K2"/>
        </identifiers>
        <balance>399.21000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>-6.51000000</valUSD>
        <pctVal>-0.00000152454</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-4.67000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="149"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>399.21000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-6.51000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3B2I0   TRS GBP R E IS3B2I0/GB00BYQ0JC66 / Short: IS3B2I0   TRS GBP P V 00MSONIA IS3B2J1/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3B2I0"/>
        </identifiers>
        <balance>19356.65000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>-321.08000000</valUSD>
        <pctVal>-0.00007519208</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-226.52000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="149"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>19356.65000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-321.08000000</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: IS3B7Y1   TRS USD R V 00MSOFR IS3B7Z2/SOFRRATE/-30 BPS / Short: IS3B7Y1   TRS USD P E IS3B7Y1/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3B7Y1"/>
        </identifiers>
        <balance>14830.28000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>5306.16000000</valUSD>
        <pctVal>0.001242622525</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="146.16000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="486"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>14830.28000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5306.16000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3B8K4   TRS GBP R E IS3B8K4/GB00BYQ0JC66 / Short: IS3B8K4   TRS GBP P V 00MSONIA IS3B8L5/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3B8K4"/>
        </identifiers>
        <balance>16882.92000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>-293.26000000</valUSD>
        <pctVal>-0.00006867706</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-195.71000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="148"/>
              </rtResetTenors>
            </floatingPmntDesc>
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            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>16882.92000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-293.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3B8Y8   TRS USD R V 00MOBFR IS3B8Z9/OBFR01/-35 BPS / Short: IS3B8Y8   TRS USD P E IS3B8Y8/US74460D1090</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3B8Y8"/>
        </identifiers>
        <balance>135876.91000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-12414.41000000</valUSD>
        <pctVal>-0.00290726730</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>
              <otherRefInst>
                <issuerName>Public Storage</issuerName>
                <issueTitle>Public Storage</issueTitle>
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                  <cusip value="74460D109"/>
                  <isin value="US74460D1090"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="1314.38000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="148"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>135876.91000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-12414.41000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3B901   TRS USD R V 00MOBFR IS3B912/OBFR01/-35 BPS / Short: IS3B901   TRS USD P E IS3B901/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3B901"/>
        </identifiers>
        <balance>14133.60000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1703.13000000</valUSD>
        <pctVal>0.000398847321</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="136.70000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="148"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>14133.60000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1703.13000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3B923   TRS USD R V 00MOBFR IS3B934/OBFR01/-35 BPS / Short: IS3B923   TRS USD P E IS3B923/US74460D1090</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3B923"/>
        </identifiers>
        <balance>670961.61000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-63891.93000000</valUSD>
        <pctVal>-0.01496252495</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>
              <otherRefInst>
                <issuerName>Public Storage</issuerName>
                <issueTitle>Public Storage</issueTitle>
                <identifiers>
                  <cusip value="74460D109"/>
                  <isin value="US74460D1090"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="6490.45000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="148"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>670961.61000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-63891.93000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3B945   TRS USD R V 00MOBFR IS3B956/OBFR01/-35 BPS / Short: IS3B945   TRS USD P E IS3B945/US74460D1090</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3B945"/>
        </identifiers>
        <balance>2006.52000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-202.24000000</valUSD>
        <pctVal>-0.00004736155</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>
              <otherRefInst>
                <issuerName>Public Storage</issuerName>
                <issueTitle>Public Storage</issueTitle>
                <identifiers>
                  <cusip value="74460D109"/>
                  <isin value="US74460D1090"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="19.41000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="148"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2006.52000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-202.24000000</unrealizedAppr>
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        </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: IS3B9E5   TRS USD R V 00MSOFR IS3B9F6/SOFRRATE/-30 BPS / Short: IS3B9E5   TRS USD P E IS3B9E5/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3B9E5"/>
        </identifiers>
        <balance>2632.38000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>951.55000000</valUSD>
        <pctVal>0.000222838637</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="25.69000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="485"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2632.38000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>951.55000000</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: IS3BBA5   TRS USD R V 00MSOFR IS3BBB6/SOFRRATE/-30 BPS / Short: IS3BBA5   TRS USD P E IS3BBA5/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BBA5"/>
        </identifiers>
        <balance>21833.43000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>8250.72000000</valUSD>
        <pctVal>0.001932194001</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="211.66000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="484"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>21833.43000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>8250.72000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BBE9   TRS USD R V 00MOBFR IS3BBF0/OBFR01/-35 BPS / Short: IS3BBE9   TRS USD P E IS3BBE9/US74460D1090</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BBE9"/>
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        <balance>15309.94000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1413.90000000</valUSD>
        <pctVal>-0.00033111402</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Public Storage</issuerName>
                <issueTitle>Public Storage</issueTitle>
                <identifiers>
                  <cusip value="74460D109"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="146.59000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="147"/>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
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            <notionalAmt>15309.94000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1413.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS3BBU5   TRS USD R V 00MSOFR IS3BBV6/SOFRRATE/-30 BPS / Short: IS3BBU5   TRS USD P E IS3BBU5/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BBU5"/>
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        <balance>3860.03000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <pctVal>0.000313154384</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>
              <otherRefInst>
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                <issueTitle>Charter Communications, Inc.</issueTitle>
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                  <cusip value="16119P108"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="36.96000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="483"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BBY9   TRS USD R V 00MOBFR IS3BBZ0/OBFR01/-35 BPS / Short: IS3BBY9   TRS USD P E IS3BBY9/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BBY9"/>
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        <balance>13020.05000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1237.77000000</valUSD>
        <pctVal>0.000289867038</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
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                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="123.46000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="146"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>13020.05000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1237.77000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BC02   TRS USD R V 00MOBFR IS3BC13/OBFR01/-35 BPS / Short: IS3BC02   TRS USD P E IS3BC02/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BC02"/>
        </identifiers>
        <balance>11856.24000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>913.32000000</valUSD>
        <pctVal>0.000213885748</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="112.41000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="146"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>11856.24000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>913.32000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BDA9   TRS GBP R E IS3BDA9/GB00BYQ0JC66 / Short: IS3BDA9   TRS GBP P V 00MSONIA IS3BDB0/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BDA9"/>
        </identifiers>
        <balance>31517.40000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>234.80000000</valUSD>
        <pctVal>0.000054986613</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-347.97000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="145"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>31517.40000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>234.80000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BDC1   TRS GBP R E IS3BDC1/GB00BYQ0JC66 / Short: IS3BDC1   TRS GBP P V 00MSONIA IS3BDD2/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BDC1"/>
        </identifiers>
        <balance>21302.72000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>158.69000000</valUSD>
        <pctVal>0.000037162801</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-235.19000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="145"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>21302.72000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>158.69000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BE62   TRS USD R V 00MOBFR IS3BE73/OBFR01/-35 BPS / Short: IS3BE62   TRS USD P E IS3BE62/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BE62"/>
        </identifiers>
        <balance>297.35000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>16.67000000</valUSD>
        <pctVal>0.000003903862</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="2.79000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="145"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>297.35000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>16.67000000</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: IS3BE84   TRS USD R V 00MSOFR IS3BE95/SOFRRATE/-30 BPS / Short: IS3BE84   TRS USD P E IS3BE84/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BE84"/>
        </identifiers>
        <balance>5232.90000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1727.29000000</valUSD>
        <pctVal>0.000404505228</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
                <identifiers>
                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="49.64000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="482"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>5232.90000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1727.29000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BGI8   TRS GBP R E IS3BGI8/GB00BP9LHF23 / Short: IS3BGI8   TRS GBP P V 00MSONIA IS3BGJ9/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BGI8"/>
        </identifiers>
        <balance>36542.34000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>695.77000000</valUSD>
        <pctVal>0.000162938824</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Schroders PLC</issuerName>
                <issueTitle>Schroders PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BP9LHF23"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-399.40000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="141"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>36542.34000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>695.77000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BGK0   TRS GBP R E IS3BGK0/GB00BP9LHF23 / Short: IS3BGK0   TRS GBP P V 00MSONIA IS3BGL1/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BGK0"/>
        </identifiers>
        <balance>24065.16000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>463.90000000</valUSD>
        <pctVal>0.000108638373</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Schroders PLC</issuerName>
                <issueTitle>Schroders PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BP9LHF23"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-263.02000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="141"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>24065.16000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>463.90000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BGM2   TRS GBP R E IS3BGM2/GB00BYQ0JC66 / Short: IS3BGM2   TRS GBP P V 00MSONIA IS3BGN3/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BGM2"/>
        </identifiers>
        <balance>51918.33000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>449.88000000</valUSD>
        <pctVal>0.000105355100</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-567.46000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="141"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>51918.33000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>449.88000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BGO4   TRS GBP R E IS3BGO4/GB00BYQ0JC66 / Short: IS3BGO4   TRS GBP P V 00MSONIA IS3BGP5/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BGO4"/>
        </identifiers>
        <balance>21880.32000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>189.62000000</valUSD>
        <pctVal>0.000044406139</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-239.15000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="141"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>21880.32000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>189.62000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BGQ6   TRS GBP R E IS3BGQ6/GB00BYQ0JC66 / Short: IS3BGQ6   TRS GBP P V 00MSONIA IS3BGR7/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BGQ6"/>
        </identifiers>
        <balance>38360.12000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>332.45000000</valUSD>
        <pctVal>0.000077854768</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-419.28000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="141"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>38360.12000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>332.45000000</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: IS3BHU7   TRS USD R V 00MFEDL IS3BHV8/FEDL01/-35 BPS / Short: IS3BHU7   TRS USD P E IS3BHU7/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BHU7"/>
        </identifiers>
        <balance>23276.45000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>988.46000000</valUSD>
        <pctVal>0.000231482401</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>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="030420103"/>
                  <isin value="US0304201033"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="212.19000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="210"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>23276.45000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>988.46000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BI04   TRS USD R V 00MOBFR IS3BI15/OBFR01/-35 BPS / Short: IS3BI04   TRS USD P E IS3BI04/US46222L1089</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BI04"/>
        </identifiers>
        <balance>10154.45000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-7009.28000000</valUSD>
        <pctVal>-0.00164146750</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>
              <otherRefInst>
                <issuerName>IonQ, Inc.</issuerName>
                <issueTitle>IonQ, Inc.</issueTitle>
                <identifiers>
                  <cusip value="46222L108"/>
                  <isin value="US46222L1089"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="92.51000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="141"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10154.45000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-7009.28000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BIC6   TRS USD R V 00MOBFR IS3BID7/OBFR01/-35 BPS / Short: IS3BIC6   TRS USD P E IS3BIC6/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BIC6"/>
        </identifiers>
        <balance>193.14000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>5.92000000</valUSD>
        <pctVal>0.000001386374</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="1.76000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="141"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>193.14000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5.92000000</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: IS3BJO5   TRS CAD R E IS3BJO5/CA51925D1069 / Short: IS3BJO5   TRS CAD P V 00MCORRA IS3BJP6/CAONREPO/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BJO5"/>
        </identifiers>
        <balance>1043.12000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>-4.95000000</valUSD>
        <pctVal>-0.00000115921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Laurentian Bank of Canada</issuerName>
                <issueTitle>Laurentian Bank of Canada</issueTitle>
                <identifiers>
                  <isin value="CA51925D1069"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-7.69000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="210"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>1043.12000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-4.95000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BIO8   TRS EUR R V 00MESTR IS3BIP9/ESTR3MA/-35 BPS / Short: IS3BIO8   TRS EUR P E IS3BIO8/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BIO8"/>
        </identifiers>
        <balance>1209.67000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>24.65000000</valUSD>
        <pctVal>0.000005772657</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="5.20000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="141"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>1209.67000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>24.65000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BIM6   TRS GBP R E IS3BIM6/GB00BP9LHF23 / Short: IS3BIM6   TRS GBP P V 00MSONIA IS3BIN7/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BIM6"/>
        </identifiers>
        <balance>47910.85000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>987.69000000</valUSD>
        <pctVal>0.000231302079</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Schroders PLC</issuerName>
                <issueTitle>Schroders PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BP9LHF23"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-518.37000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="141"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>47910.85000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>987.69000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BJE5   TRS USD R V 00MOBFR IS3BJF6/OBFR01/-35 BPS / Short: IS3BJE5   TRS USD P E IS3BJE5/US46222L1089</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BJE5"/>
        </identifiers>
        <balance>43306.82000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-26605.80000000</valUSD>
        <pctVal>-0.00623067649</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>
              <otherRefInst>
                <issuerName>IonQ, Inc.</issuerName>
                <issueTitle>IonQ, Inc.</issueTitle>
                <identifiers>
                  <cusip value="46222L108"/>
                  <isin value="US46222L1089"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="390.58000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="141"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>43306.82000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-26605.80000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BMO6   TRS CAD R E IS3BMO6/CA09950M3003 / Short: IS3BMO6   TRS CAD P V 00MCORRA IS3BMP7/CAONREPO/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BMO6"/>
        </identifiers>
        <balance>294158.09000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>1040.40000000</valUSD>
        <pctVal>0.000243645965</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Boralex, Inc.</issuerName>
                <issueTitle>Boralex, Inc.</issueTitle>
                <identifiers>
                  <isin value="CA09950M3003"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.35000000" pmntAmt="-2054.10000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="139"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>294158.09000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>1040.40000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BMS0   TRS CAD R E IS3BMS0/CA09950M3003 / Short: IS3BMS0   TRS CAD P V 00MCORRA IS3BMT1/CAONREPO/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BMS0"/>
        </identifiers>
        <balance>9540.86000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>33.76000000</valUSD>
        <pctVal>0.000007906082</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Boralex, Inc.</issuerName>
                <issueTitle>Boralex, Inc.</issueTitle>
                <identifiers>
                  <isin value="CA09950M3003"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.35000000" pmntAmt="-66.64000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="139"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>9540.86000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>33.76000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BMQ8   TRS CAD R E IS3BMQ8/CA09950M3003 / Short: IS3BMQ8   TRS CAD P V 00MCORRA IS3BMR9/CAONREPO/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BMQ8"/>
        </identifiers>
        <balance>747385.82000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>2054.70000000</valUSD>
        <pctVal>0.000481179704</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Boralex, Inc.</issuerName>
                <issueTitle>Boralex, Inc.</issueTitle>
                <identifiers>
                  <isin value="CA09950M3003"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.35000000" pmntAmt="-5220.84000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="139"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>747385.82000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>2054.70000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BNE3   TRS EUR R V 00MESTR IS3BNF4/ESTR3MA/-35 BPS / Short: IS3BNE3   TRS EUR P E IS3BNE3/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BNE3"/>
        </identifiers>
        <balance>944.06000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>-7.57000000</valUSD>
        <pctVal>-0.00000177277</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="3.85000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="138"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>944.06000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-7.57000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BNK9   TRS EUR R V 00MESTR IS3BNL0/ESTR3MA/-35 BPS / Short: IS3BNK9   TRS EUR P E IS3BNK9/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BNK9"/>
        </identifiers>
        <balance>8314.51000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>-6.22000000</valUSD>
        <pctVal>-0.00000145663</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="33.98000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="138"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>8314.51000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-6.22000000</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: IS3BQ22   TRS CAD R E IS3BQ22/CA51925D1069 / Short: IS3BQ22   TRS CAD P V 00MCORRA IS3BQ33/CAONREPO/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BQ22"/>
        </identifiers>
        <balance>1526.61000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>-8.07000000</valUSD>
        <pctVal>-0.00000188987</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Laurentian Bank of Canada</issuerName>
                <issueTitle>Laurentian Bank of Canada</issueTitle>
                <identifiers>
                  <isin value="CA51925D1069"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-10.57000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="204"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>1526.61000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-8.07000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BO62   TRS EUR R V 00MESTR IS3BO73/ESTR3MA/-35 BPS / Short: IS3BO62   TRS EUR P E IS3BO62/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BO62"/>
        </identifiers>
        <balance>3823.94000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>23.47000000</valUSD>
        <pctVal>0.000005496319</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="15.46000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="135"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>3823.94000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>23.47000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BPS1   TRS USD R V 00MOBFR IS3BPT2/OBFR01/-35 BPS / Short: IS3BPS1   TRS USD P E IS3BPS1/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BPS1"/>
        </identifiers>
        <balance>12605.48000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>806.65000000</valUSD>
        <pctVal>0.000188905246</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="106.91000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="135"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>12605.48000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>806.65000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BPU3   TRS USD R V 00MOBFR IS3BPV4/OBFR01/-35 BPS / Short: IS3BPU3   TRS USD P E IS3BPU3/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BPU3"/>
        </identifiers>
        <balance>80134.84000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>5128.08000000</valUSD>
        <pctVal>0.001200918879</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>
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            <descRefInstrmnt>
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                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
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                  <cusip value="109696104"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="679.73000000">
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            </floatingRecDesc>
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            <terminationDt>2026-08-12</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>80134.84000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5128.08000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BRE1   TRS USD R V 00MOBFR IS3BRF2/OBFR01/-35 BPS / Short: IS3BRE1   TRS USD P E IS3BRE1/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BRE1"/>
        </identifiers>
        <balance>40957.62000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>3221.83000000</valUSD>
        <pctVal>0.000754503922</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="343.68000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="134"/>
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            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>40957.62000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3221.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BRQ3   TRS EUR R V 00MESTR IS3BRR4/ESTR3MA/-35 BPS / Short: IS3BRQ3   TRS EUR P E IS3BRQ3/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BRQ3"/>
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        <balance>248.70000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>12.42000000</valUSD>
        <pctVal>0.000002908576</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="0.98000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="134"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>248.70000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>12.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BRO1   TRS GBP R E IS3BRO1/GB00BP9LHF23 / Short: IS3BRO1   TRS GBP P V 00MSONIA IS3BRP2/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BRO1"/>
        </identifiers>
        <balance>47031.54000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>702.52000000</valUSD>
        <pctVal>0.000164519572</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Schroders PLC</issuerName>
                <issueTitle>Schroders PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BP9LHF23"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-467.35000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="134"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>47031.54000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>702.52000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BTS9   TRS CAD R E IS3BTS9/CA09950M3003 / Short: IS3BTS9   TRS CAD P V 00MCORRA IS3BTT0/CAONREPO/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BTS9"/>
        </identifiers>
        <balance>79960.08000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>249.71000000</valUSD>
        <pctVal>0.000058478310</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Boralex, Inc.</issuerName>
                <issueTitle>Boralex, Inc.</issueTitle>
                <identifiers>
                  <isin value="CA09950M3003"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.35000000" pmntAmt="-517.81000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="132"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>79960.08000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>249.71000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BTU1   TRS CAD R E IS3BTU1/CA09950M3003 / Short: IS3BTU1   TRS CAD P V 00MCORRA IS3BTV2/CAONREPO/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BTU1"/>
        </identifiers>
        <balance>7536.41000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>25.09000000</valUSD>
        <pctVal>0.000005875699</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Boralex, Inc.</issuerName>
                <issueTitle>Boralex, Inc.</issueTitle>
                <identifiers>
                  <isin value="CA09950M3003"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.35000000" pmntAmt="-48.80000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="132"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>7536.41000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>25.09000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BT01   TRS EUR R V 00MESTR IS3BT12/ESTR3MA/-35 BPS / Short: IS3BT01   TRS EUR P E IS3BT01/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BT01"/>
        </identifiers>
        <balance>1000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>56.04000000</valUSD>
        <pctVal>0.000013123721</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="3.64000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="132"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>1000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>56.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BVQ1   TRS CAD R E IS3BVQ1/CA09950M3003 / Short: IS3BVQ1   TRS CAD P V 00MCORRA IS3BVR2/CAONREPO/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BVQ1"/>
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        <balance>48775.44000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>194.97000000</valUSD>
        <pctVal>0.000045659029</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</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>
              <otherRefInst>
                <issuerName>Boralex, Inc.</issuerName>
                <issueTitle>Boralex, Inc.</issueTitle>
                <identifiers>
                  <isin value="CA09950M3003"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.35000000" pmntAmt="-298.36000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="128"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
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            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>48775.44000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>194.97000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BUU8   TRS EUR R V 00MESTR IS3BUV9/ESTR3MA/-35 BPS / Short: IS3BUU8   TRS EUR P E IS3BUU8/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BUU8"/>
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        <balance>3020.02000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
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        <pctVal>0.000044584120</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</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>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="10.87000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="128"/>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>3020.02000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>190.38000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BUW0   TRS EUR R V 00MESTR IS3BUX1/ESTR3MA/-35 BPS / Short: IS3BUW0   TRS EUR P E IS3BUW0/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BUW0"/>
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        <balance>2019.39000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>133.88000000</valUSD>
        <pctVal>0.000031352673</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="7.28000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="128"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>2019.39000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>133.88000000</unrealizedAppr>
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        </derivativeInfo>
        <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: IS3BWC4   TRS CAD R E IS3BWC4/CA09950M3003 / Short: IS3BWC4   TRS CAD P V 00MCORRA IS3BWD5/CAONREPO/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BWC4"/>
        </identifiers>
        <balance>1902.94000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>6.48000000</valUSD>
        <pctVal>0.000001517518</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Boralex, Inc.</issuerName>
                <issueTitle>Boralex, Inc.</issueTitle>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.35000000" pmntAmt="-11.64000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="127"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>1902.94000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>6.48000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <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: IS3BWW4   TRS EUR R V 00MESTR IS3BWX5/ESTR3MA/-35 BPS / Short: IS3BWW4   TRS EUR P E IS3BWW4/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BWW4"/>
        </identifiers>
        <balance>770.28000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>65.22000000</valUSD>
        <pctVal>0.000015273538</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="2.81000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="126"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>770.28000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>65.22000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BWY6   TRS GBP R E IS3BWY6/GB00BP9LHF23 / Short: IS3BWY6   TRS GBP P V 00MSONIA IS3BWZ7/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BWY6"/>
        </identifiers>
        <balance>5872.29000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>71.56000000</valUSD>
        <pctVal>0.000016758271</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Schroders PLC</issuerName>
                <issueTitle>Schroders PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BP9LHF23"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-53.81000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="126"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>5872.29000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>71.56000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BYK6   TRS CAD R E IS3BYK6/CA09950M3003 / Short: IS3BYK6   TRS CAD P V 00MCORRA IS3BYL7/CAONREPO/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BYK6"/>
        </identifiers>
        <balance>1282.14000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>3.49000000</valUSD>
        <pctVal>0.000000817305</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Boralex, Inc.</issuerName>
                <issueTitle>Boralex, Inc.</issueTitle>
                <identifiers>
                  <isin value="CA09950M3003"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.35000000" pmntAmt="-7.65000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="125"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>1282.14000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>3.49000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SS3C1O2   IRS NZD R F  4.33220 IS3C1O2 CCPVANILLA / Short: SS3C1O2   IRS NZD P V 03MNZDBB IS3C1P3 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3C1O2"/>
        </identifiers>
        <balance>425000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.76071800"/>
        <valUSD>7738.84000000</valUSD>
        <pctVal>0.001812319437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="3923.84000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="4.33200000"/>
            <floatingPmntDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="New Zealand Bank Bills 3 Months" floatingRtSpread="0.00000000" pmntAmt="-2329.58000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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            <terminationDt>2036-04-14</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>425000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>7738.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BZK3   TRS EUR R V 00MESTR IS3BZL4/ESTR3MA/-35 BPS / Short: IS3BZK3   TRS EUR P E IS3BZK3/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3BZK3"/>
        </identifiers>
        <balance>5331.47000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>385.75000000</valUSD>
        <pctVal>0.000090336823</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</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>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="18.49000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="124"/>
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            <terminationDt>2026-08-12</terminationDt>
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            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>5331.47000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>385.75000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3BZI1   TRS EUR R V 00MESTR IS3BZJ2/ESTR3MA/-35 BPS / Short: IS3BZI1   TRS EUR P E IS3BZI1/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>253.88000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</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>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="0.88000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="124"/>
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            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>253.88000000</notionalAmt>
            <curCd>EUR</curCd>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3C1W0   TRS EUR R V 00MESTR IS3C1X1/ESTR3MA/-35 BPS / Short: IS3C1W0   TRS EUR P E IS3C1W0/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>4051.27000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</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>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="13.88000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="121"/>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>4051.27000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>281.32000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3C465   TRS CAD R V 00MCORRA IS3C476/CAONREPO/-35 BPS / Short: IS3C465   TRS CAD P E IS3C465/CA36168Q1046</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3C465"/>
        </identifiers>
        <balance>109363.93000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>3565.45000000</valUSD>
        <pctVal>0.000834974535</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GFL Environmental, Inc.</issuerName>
                <issueTitle>GFL Environmental, Inc.</issueTitle>
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                  <isin value="CA36168Q1046"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="-0.35000000" pmntAmt="450.61000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="120"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>109363.93000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>3565.45000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3C409   TRS CAD R V 00MCORRA IS3C410/CAONREPO/-35 BPS / Short: IS3C409   TRS CAD P E IS3C409/CA36168Q1046</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3C409"/>
        </identifiers>
        <balance>102532.61000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>2001.04000000</valUSD>
        <pctVal>0.000468613343</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GFL Environmental, Inc.</issuerName>
                <issueTitle>GFL Environmental, Inc.</issueTitle>
                <identifiers>
                  <isin value="CA36168Q1046"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="-0.35000000" pmntAmt="422.51000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="120"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>102532.61000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>2001.04000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3C3W4   TRS GBP R E IS3C3W4/GB00BYQ0JC66 / Short: IS3C3W4   TRS GBP P V 00MSONIA IS3C3X5/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3C3W4"/>
        </identifiers>
        <balance>827.30000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>2.89000000</valUSD>
        <pctVal>0.000000676794</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-7.03000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="120"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>827.30000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>2.89000000</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: IS3C443   TRS USD R V 00MFEDL IS3C454/FEDL01/-35 BPS / Short: IS3C443   TRS USD P E IS3C443/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3C443"/>
        </identifiers>
        <balance>69865.65000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>2072.06000000</valUSD>
        <pctVal>0.000485245154</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>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="030420103"/>
                  <isin value="US0304201033"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="496.43000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="189"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>69865.65000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2072.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3C584   TRS CAD R V 00MCORRA IS3C595/CAONREPO/-35 BPS / Short: IS3C584   TRS CAD P E IS3C584/CA36168Q1046</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3C584"/>
        </identifiers>
        <balance>343363.18000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>904.76000000</valUSD>
        <pctVal>0.000211881126</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GFL Environmental, Inc.</issuerName>
                <issueTitle>GFL Environmental, Inc.</issueTitle>
                <identifiers>
                  <isin value="CA36168Q1046"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="-0.35000000" pmntAmt="1396.43000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="119"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>343363.18000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>904.76000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3C5A6   TRS USD R V 00MOBFR IS3C5B7/OBFR01/-35 BPS / Short: IS3C5A6   TRS USD P E IS3C5A6/US88023U1016</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3C5A6"/>
        </identifiers>
        <balance>114073.51000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>7386.89000000</valUSD>
        <pctVal>0.001729898063</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>
              <otherRefInst>
                <issuerName>Somnigroup International, Inc.</issuerName>
                <issueTitle>Somnigroup International, Inc.</issueTitle>
                <identifiers>
                  <cusip value="88023U101"/>
                  <isin value="US88023U1016"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="799.78000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="119"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>114073.51000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>7386.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3C5G2   TRS USD R V 00MOBFR IS3C5H3/OBFR01/-35 BPS / Short: IS3C5G2   TRS USD P E IS3C5G2/US88023U1016</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3C5G2"/>
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        <balance>1984.15000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>116.46000000</valUSD>
        <pctVal>0.000027273172</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>JPMorgan Chase Bank NA</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Somnigroup International, Inc.</issuerName>
                <issueTitle>Somnigroup International, Inc.</issueTitle>
                <identifiers>
                  <cusip value="88023U101"/>
                  <isin value="US88023U1016"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="13.91000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="119"/>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1984.15000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>116.46000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS3C5I4   TRS USD R V 00MFEDL IS3C5J5/FEDL01/-35 BPS / Short: IS3C5I4   TRS USD P E IS3C5I4/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3C5I4"/>
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        <balance>664.96000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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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">
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              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="030420103"/>
                  <isin value="US0304201033"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="4.66000000">
              <rtResetTenors>
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            <notionalAmt>664.96000000</notionalAmt>
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        <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: IS3C863   TRS CAD R E IS3C863/CA8139211038 / Short: IS3C863   TRS CAD P V 00MCORRA IS3C874/CAONREPO/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3C863"/>
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        <balance>708449.73000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
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        <pctVal>-0.00278098076</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</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>
              <otherRefInst>
                <issuerName>Secure Waste Infrastructure Corp.</issuerName>
                <issueTitle>Secure Waste Infrastructure Corp.</issueTitle>
                <identifiers>
                  <isin value="CA8139211038"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.35000000" pmntAmt="-3873.76000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="118"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>708449.73000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-11875.15000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3C7K0   TRS EUR R V 00MESTR IS3C7L1/ESTR3MA/-35 BPS / Short: IS3C7K0   TRS EUR P E IS3C7K0/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3C7K0"/>
        </identifiers>
        <balance>257.12000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>21.93000000</valUSD>
        <pctVal>0.000005135674</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="0.84000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="118"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>257.12000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>21.93000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3C7M2   TRS GBP R E IS3C7M2/GB00BYQ0JC66 / Short: IS3C7M2   TRS GBP P V 00MSONIA IS3C7N3/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3C7M2"/>
        </identifiers>
        <balance>29970.69000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>63.97000000</valUSD>
        <pctVal>0.000014980807</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BYQ0JC66"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-248.18000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="118"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>29970.69000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>63.97000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3C8Q3   TRS USD R V 00MOBFR IS3C8R4/OBFR01/-35 BPS / Short: IS3C8Q3   TRS USD P E IS3C8Q3/US1011371077</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3C8Q3"/>
        </identifiers>
        <balance>13930.73000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>4808.42000000</valUSD>
        <pctVal>0.001126059335</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>
              <otherRefInst>
                <issuerName>Boston Scientific Corp.</issuerName>
                <issueTitle>Boston Scientific Corp.</issueTitle>
                <identifiers>
                  <cusip value="101137107"/>
                  <isin value="US1011371077"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="96.57000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="118"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>13930.73000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4808.42000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3C8S5   TRS USD R V 00MOBFR IS3C8T6/OBFR01/-35 BPS / Short: IS3C8S5   TRS USD P E IS3C8S5/US88023U1016</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3C8S5"/>
        </identifiers>
        <balance>644.17000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>21.44000000</valUSD>
        <pctVal>0.000005020924</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>
              <otherRefInst>
                <issuerName>Somnigroup International, Inc.</issuerName>
                <issueTitle>Somnigroup International, Inc.</issueTitle>
                <identifiers>
                  <cusip value="88023U101"/>
                  <isin value="US88023U1016"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="4.47000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="118"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.01000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>644.17000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>21.43000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CAC3   TRS USD R V 00MOBFR IS3CAD4/OBFR01/-35 BPS / Short: IS3CAC3   TRS USD P E IS3CAC3/US88023U1016</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CAC3"/>
        </identifiers>
        <balance>37315.88000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1428.73000000</valUSD>
        <pctVal>0.000334586985</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>
              <otherRefInst>
                <issuerName>Somnigroup International, Inc.</issuerName>
                <issueTitle>Somnigroup International, Inc.</issueTitle>
                <identifiers>
                  <cusip value="88023U101"/>
                  <isin value="US88023U1016"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="255.25000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="117"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>37315.88000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1428.73000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CAU1   TRS GBP R E IS3CAU1/GB00BP9LHF23 / Short: IS3CAU1   TRS GBP P V 00MSONIA IS3CAV2/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CAU1"/>
        </identifiers>
        <balance>25203.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>234.46000000</valUSD>
        <pctVal>0.000054906990</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Schroders PLC</issuerName>
                <issueTitle>Schroders PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BP9LHF23"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-197.57000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="114"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>25203.00000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>234.46000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CBC0   TRS USD R V 00MOBFR IS3CBD1/OBFR01/-35 BPS / Short: IS3CBC0   TRS USD P E IS3CBC0/US88023U1016</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CBC0"/>
        </identifiers>
        <balance>50945.07000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>4552.72000000</valUSD>
        <pctVal>0.001066178257</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>
              <otherRefInst>
                <issuerName>Somnigroup International, Inc.</issuerName>
                <issueTitle>Somnigroup International, Inc.</issueTitle>
                <identifiers>
                  <cusip value="88023U101"/>
                  <isin value="US88023U1016"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="334.05000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="114"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>50945.07000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4552.72000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CBO2   TRS GBP R E IS3CBO2/GB00BP9LHF23 / Short: IS3CBO2   TRS GBP P V 00MSONIA IS3CBP3/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CBO2"/>
        </identifiers>
        <balance>2020.18000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>19.07000000</valUSD>
        <pctVal>0.000004465905</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Schroders PLC</issuerName>
                <issueTitle>Schroders PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BP9LHF23"/>
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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="0.30000000" pmntAmt="-15.61000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="113"/>
              </rtResetTenors>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
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            <curCd>GBP</curCd>
            <unrealizedAppr>19.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CC83   TRS USD R V 00MOBFR IS3CC94/OBFR01/-35 BPS / Short: IS3CC83   TRS USD P E IS3CC83/US88023U1016</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CC83"/>
        </identifiers>
        <balance>13422.30000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1043.50000000</valUSD>
        <pctVal>0.000244371938</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>
              <otherRefInst>
                <issuerName>Somnigroup International, Inc.</issuerName>
                <issueTitle>Somnigroup International, Inc.</issueTitle>
                <identifiers>
                  <cusip value="88023U101"/>
                  <isin value="US88023U1016"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="86.80000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="113"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>13422.30000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1043.50000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CCU5   TRS EUR R V 00MESTR IS3CCV6/ESTR3MA/-35 BPS / Short: IS3CCU5   TRS EUR P E IS3CCU5/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CCU5"/>
        </identifiers>
        <balance>3451.86000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>410.60000000</valUSD>
        <pctVal>0.000096156318</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="10.46000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="112"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>3451.86000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>410.60000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CCW7   TRS GBP R E IS3CCW7/GB00BP9LHF23 / Short: IS3CCW7   TRS GBP P V 00MSONIA IS3CCX8/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CCW7"/>
        </identifiers>
        <balance>5649.55000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>54.23000000</valUSD>
        <pctVal>0.000012699846</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Schroders PLC</issuerName>
                <issueTitle>Schroders PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BP9LHF23"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-43.04000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="112"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>5649.55000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>54.23000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CD80   TRS USD R V 00MOBFR IS3CD91/OBFR01/-35 BPS / Short: IS3CD80   TRS USD P E IS3CD80/US88023U1016</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CD80"/>
        </identifiers>
        <balance>55664.61000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>3412.72000000</valUSD>
        <pctVal>0.000799207476</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>
              <otherRefInst>
                <issuerName>Somnigroup International, Inc.</issuerName>
                <issueTitle>Somnigroup International, Inc.</issueTitle>
                <identifiers>
                  <cusip value="88023U101"/>
                  <isin value="US88023U1016"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="354.51000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="112"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>55664.61000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>3412.72000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CDC4   TRS GBP R E IS3CDC4/GB00BP9LHF23 / Short: IS3CDC4   TRS GBP P V 00MSONIA IS3CDD5/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CDC4"/>
        </identifiers>
        <balance>12445.21000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>121.33000000</valUSD>
        <pctVal>0.000028413653</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Schroders PLC</issuerName>
                <issueTitle>Schroders PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BP9LHF23"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-93.43000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="111"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>12445.21000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>121.33000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CDM4   TRS USD R V 00MOBFR IS3CDN5/OBFR01/-35 BPS / Short: IS3CDM4   TRS USD P E IS3CDM4/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CDM4"/>
        </identifiers>
        <balance>100973.88000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>16566.75000000</valUSD>
        <pctVal>0.003879682618</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="633.87000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="111"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>100973.88000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>16566.75000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CDU2   TRS GBP R E IS3CDU2/GB00BP9LHF23 / Short: IS3CDU2   TRS GBP P V 00MSONIA IS3CDV3/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CDU2"/>
        </identifiers>
        <balance>15160.01000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>154.61000000</valUSD>
        <pctVal>0.000036207326</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>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Schroders PLC</issuerName>
                <issueTitle>Schroders PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BP9LHF23"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-108.79000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="110"/>
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            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>15160.01000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>154.61000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CFI4   TRS CAD R E IS3CFI4/CA8139211038 / Short: IS3CFI4   TRS CAD P V 00MCORRA IS3CFJ5/CAONREPO/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CFI4"/>
        </identifiers>
        <balance>29273.30000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>-878.31000000</valUSD>
        <pctVal>-0.00020568693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Secure Waste Infrastructure Corp.</issuerName>
                <issueTitle>Secure Waste Infrastructure Corp.</issueTitle>
                <identifiers>
                  <isin value="CA8139211038"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.35000000" pmntAmt="-134.57000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="105"/>
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            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>29273.30000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-878.31000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CFO0   TRS CAD R V 00MCORRA IS3CFP1/CAONREPO/-35 BPS / Short: IS3CFO0   TRS CAD P E IS3CFO0/CA36168Q1046</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CFO0"/>
        </identifiers>
        <balance>24078.65000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>710.05000000</valUSD>
        <pctVal>0.000166282985</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GFL Environmental, Inc.</issuerName>
                <issueTitle>GFL Environmental, Inc.</issueTitle>
                <identifiers>
                  <isin value="CA36168Q1046"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="-0.35000000" pmntAmt="81.06000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="105"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>24078.65000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>710.05000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CGN6   TRS USD R V 00MOBFR IS3CGO7/OBFR01/-35 BPS / Short: IS3CGN6   TRS USD P E IS3CGN6/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CGN6"/>
        </identifiers>
        <balance>10359.82000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1251.87000000</valUSD>
        <pctVal>0.000293169045</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="57.58000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="104"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10359.82000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1251.87000000</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: IS3CGV4   TRS USD R V 00MFEDL IS3CGW5/FEDL01/-35 BPS / Short: IS3CGV4   TRS USD P E IS3CGV4/US05964H1059</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CGV4"/>
        </identifiers>
        <balance>17089.24000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2135.87000000</valUSD>
        <pctVal>-0.00050018849</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>Banco Santander SA</issuerName>
                <issueTitle>Banco Santander SA</issueTitle>
                <identifiers>
                  <cusip value="05964H105"/>
                  <isin value="US05964H1059"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="94.89000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="173"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>17089.24000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2135.87000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CHB1   TRS CAD R E IS3CHB1/CA09950M3003 / Short: IS3CHB1   TRS CAD P V 12MCORRA IS3CHB1/CAONREPO/+35BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CHB1"/>
        </identifiers>
        <balance>147.04000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>65.49000000</valUSD>
        <pctVal>0.000015336768</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Boralex, Inc.</issuerName>
                <issueTitle>Boralex, Inc.</issueTitle>
                <identifiers>
                  <isin value="CA09950M3003"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.35000000" pmntAmt="-0.61000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>147.04000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>65.49000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CH33   TRS USD R V 00MOBFR IS3CH44/OBFR01/-35BPS / Short: IS3CH33   TRS USD P E IS3CH33/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CH33"/>
        </identifiers>
        <balance>8961.15000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1070.70000000</valUSD>
        <pctVal>0.000250741767</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="46.71000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="103"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>8961.15000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1070.70000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Intercontinental Exchange, Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Long: SS3CIF2   CDS USD R F  5.00000 IS3CIF2 CCPCDX / Short: SS3CIF2   CDS USD P V 03MEVENT IS3CIG3 CCPCDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CIF2"/>
        </identifiers>
        <balance>8405100.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>690507.30000000</valUSD>
        <pctVal>0.161706379949</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CDX.NA.HY.S46</indexName>
                <indexIdentifier>2I65BRAE1</indexIdentifier>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="10506.38000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">sell protection</otherPmntDesc>
            <terminationDt>2031-06-20</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>8405100.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>106714.48000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CI30   TRS CAD R E IS3CI30/CA09950M3003 / Short: IS3CI30   TRS CAD P V 00MCORRA IS3CI41/CAONREPO/+35BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CI30"/>
        </identifiers>
        <balance>12682.90000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>20.54000000</valUSD>
        <pctVal>0.000004810157</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Boralex, Inc.</issuerName>
                <issueTitle>Boralex, Inc.</issueTitle>
                <identifiers>
                  <isin value="CA09950M3003"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.35000000" pmntAmt="-51.87000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
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            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>12682.90000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>20.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CHX3   TRS USD R V 00MOBFR IS3CHY4/OBFR01/-35BPS / Short: IS3CHX3   TRS USD P E IS3CHX3/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CHX3"/>
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        <balance>11316.18000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-564.83000000</valUSD>
        <pctVal>-0.00013227465</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="58.69000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="100"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>-564.83000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CIZ2   TRS CAD R E IS3CIZ2/CA09950M3003 / Short: IS3CIZ2   TRS CAD P V 00MCORRA IS3CJ04/CAONREPO/35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CIZ2"/>
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        <balance>21604.54000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
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        <pctVal>0.000003786769</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</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>
              <otherRefInst>
                <issuerName>Boralex, Inc.</issuerName>
                <issueTitle>Boralex, Inc.</issueTitle>
                <identifiers>
                  <isin value="CA09950M3003"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.35000000" pmntAmt="-89.56000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
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            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>21604.54000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>16.17000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CIP2   TRS USD R V 00MOBFR IS3CIQ3/OBFR01/-35BPS / Short: IS3CIP2   TRS USD P E IS3CIP2/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CIP2"/>
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        <balance>5967.90000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>612.92000000</valUSD>
        <pctVal>0.000143536606</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="30.95000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="99"/>
              </rtResetTenors>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: IS3CIV8   TRS USD R V 00MFEDL IS3CIW9/FEDL01/-35 BPS / Short: IS3CIV8   TRS USD P E IS3CIV8/US05964H1059</title>
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          <other otherDesc="Internal Identifier" value="IS3CIV8"/>
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        <valUSD>-2889.84000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Banco Santander SA</issuerName>
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                  <cusip value="05964H105"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="93.18000000">
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            <unrealizedAppr>-2889.84000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: IS3CJ15   TRS USD R V 00MFEDL IS3CJ26/FEDL01/-35BPS / Short: IS3CJ15   TRS USD P E IS3CJ15/US4943681035</title>
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        <identifiers>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Kimberly-Clark Corp.</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <notionalAmt>775.02000000</notionalAmt>
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            <unrealizedAppr>-99.12000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CJJ3   TRS USD R V 00MOBFR IS3CJK4/OBFR01/-35 BPS / Short: IS3CJJ3   TRS USD P E IS3CJJ3/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>6249.58000000</balance>
        <units>OU</units>
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        <curCd>USD</curCd>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>895.50000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>Long: IS3CJN7   TRS USD R V 00MFEDL IS3CJO8/FEDL01/-35 BPS / Short: IS3CJN7   TRS USD P E IS3CJN7/US4943681035</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CJN7"/>
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        <balance>52386.26000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-5524.92000000</valUSD>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Morgan Stanley &amp; Co. LLC</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Kimberly-Clark Corp.</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="266.92000000">
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            <notionalAmt>52386.26000000</notionalAmt>
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            <unrealizedAppr>-5524.92000000</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: IS3CJR1   TRS USD R V 00MSOFR IS3CJS2/SOFRRATE/-30BPS / Short: IS3CJR1   TRS USD P E IS3CJR1/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CJR1"/>
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        <balance>18514.25000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1828.74000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <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>
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                <issueTitle>Charter Communications, Inc.</issueTitle>
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                  <isin value="US16119P1084"/>
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              </otherRefInst>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="95.27000000">
              <rtResetTenors>
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            <unrealizedAppr>1828.74000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CLZ3   TRS USD R V 00MOBFR IS3CM05/OBFR01/-35 / Short: IS3CLZ3   TRS USD P E IS3CLZ3/US1096961040</title>
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        <identifiers>
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        <balance>13122.98000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="0.00000000" pmntAmt="65.67000000">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CLX1   TRS USD R V 00MOBFR IS3CLY2/OBFR01/-35 BPS / Short: IS3CLX1   TRS USD P E IS3CLX1/US1096961040</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: BS3COL0   IRS SEK R V 03MSTIBO IS3COM1 CCPVANILLA / Short: BS3COL0   IRS SEK P F  2.91770 IS3COL0 CCPVANILLA</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CNV3   TRS USD R V 00MOBFR IS3CNW4/OBFR01/-35 BPS / Short: IS3CNV3   TRS USD P E IS3CNV3/US1096961040</title>
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        <fairValLevel>2</fairValLevel>
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                <issuerName>Brink's Co.</issuerName>
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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="49.25000000">
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>10611.06000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1400.29000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs &amp; Co. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>Long: IS3CNX5   TRS USD R V 00MSOFR IS3CNY6/SOFRRATE/-30 BPS / Short: IS3CNX5   TRS USD P E IS3CNX5/US16119P1084</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CNX5"/>
        </identifiers>
        <balance>10206.72000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1153.03000000</valUSD>
        <pctVal>0.000270022210</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>Charter Communications, Inc.</issuerName>
                <issueTitle>Charter Communications, Inc.</issueTitle>
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                  <cusip value="16119P108"/>
                  <isin value="US16119P1084"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Secured Overnight Financing Rate" floatingRtSpread="-0.30000000" pmntAmt="47.75000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="430"/>
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            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2027-07-15</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>10206.72000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1153.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CP51   TRS EUR R V 00MESTR IS3CP62/ESTR3MA/-35 BPS / Short: IS3CP51   TRS EUR P E IS3CP51/DE0005810055</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CP51"/>
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        <balance>4177.79000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>147.79000000</valUSD>
        <pctVal>0.000034610185</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Deutsche Boerse AG</issuerName>
                <issueTitle>Deutsche Boerse AG</issueTitle>
                <identifiers>
                  <isin value="DE0005810055"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="-0.35000000" pmntAmt="9.33000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="92"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>4177.79000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>147.79000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CPR3   TRS USD R V 00MOBFR IS3CPS4/OBFR01/-35 BPS / Short: IS3CPR3   TRS USD P E IS3CPR3/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CPR3"/>
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        <balance>3997.85000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>425.42000000</valUSD>
        <pctVal>0.000099626938</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="18.19000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="92"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>3997.85000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>425.42000000</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: IS3CR11   TRS USD R V 00MFEDL IS3CR22/FEDL01/-35 BPS / Short: IS3CR11   TRS USD P E IS3CR11/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CR11"/>
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        <balance>12876.07000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-356.14000000</valUSD>
        <pctVal>-0.00008340260</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="030420103"/>
                  <isin value="US0304201033"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="57.37000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="160"/>
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            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>12876.07000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-356.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CR33   TRS USD R V 00MOBFR IS3CR44/OBFR01/-35 BPS / Short: IS3CR33   TRS USD P E IS3CR33/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CR33"/>
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        <balance>10647.07000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1245.55000000</valUSD>
        <pctVal>0.000291688996</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="47.48000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="91"/>
              </rtResetTenors>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10647.07000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1245.55000000</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: IS3CSH4   TRS USD R V 00MFEDL IS3CSI5/FEDL01/-35 BPS / Short: IS3CSH4   TRS USD P E IS3CSH4/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CSH4"/>
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        <balance>380.85000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-12.23000000</valUSD>
        <pctVal>-0.00000286408</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="030420103"/>
                  <isin value="US0304201033"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="1.66000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="159"/>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>380.85000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-12.23000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS3CSX0   TRS USD R V 00MFEDL IS3CSY1/FEDL01/-35 BPS / Short: IS3CSX0   TRS USD P E IS3CSX0/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CSX0"/>
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        <balance>3662.36000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-137.81000000</valUSD>
        <pctVal>-0.00003227302</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="030420103"/>
                  <isin value="US0304201033"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="15.65000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="158"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <unrealizedAppr>-137.81000000</unrealizedAppr>
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        <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: IS3CU56   TRS USD R V 00MOBFR IS3CU67/OBFR01/-35 BPS / Short: IS3CU56   TRS USD P E IS3CU56/US1011371077</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CU56"/>
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        <balance>11298.22000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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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">
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              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Boston Scientific Corp.</issuerName>
                <issueTitle>Boston Scientific Corp.</issueTitle>
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                  <cusip value="101137107"/>
                  <isin value="US1011371077"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="45.29000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="86"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS3CU78   TRS USD R V 00MFEDL IS3CU89/FEDL01/-35 BPS / Short: IS3CU78   TRS USD P E IS3CU78/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CU78"/>
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        <balance>65315.22000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2845.05000000</valUSD>
        <pctVal>-0.00066626773</pctVal>
        <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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        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS3CUD4   TRS USD R V 00MFEDL IS3CUE5/FEDL01/-35 BPS / Short: IS3CUD4   TRS USD P E IS3CUD4/US0304201033</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CUN4   TRS USD R V 00MOBFR IS3CUO5/OBFR01/-35 BPS / Short: IS3CUN4   TRS USD P E IS3CUN4/US1096961040</title>
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        <fairValLevel>2</fairValLevel>
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            <descRefInstrmnt>
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                <issuerName>Brink's Co.</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America NA</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>Long: IS3CVV9   TRS CAD R E IS3CVV9/CA45676A1057 / Short: IS3CVV9   TRS CAD P V 00MCORRA IS3CVW0/CAONREPO/+55 BPS</title>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Information Services Corp.</issuerName>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.55000000" pmntAmt="-421.17000000">
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS3CVX1   TRS CAD R E IS3CVX1/CA45676A1057 / Short: IS3CVX1   TRS CAD P V 00MCORRA IS3CVY2/CAONREPO/+40 BPS</title>
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        <balance>31716.80000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-98.82000000">
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CVP3   TRS USD R V 00MOBFR IS3CVQ4/OBFR01/-35 BPS / Short: IS3CVP3   TRS USD P E IS3CVP3/US1096961040</title>
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        <fairValLevel>2</fairValLevel>
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                <issuerName>Brink's Co.</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CWZ0   TRS USD R V 00MOBFR IS3CX02/OBFR01/-35 BPS / Short: IS3CWZ0   TRS USD P E IS3CWZ0/US1096961040</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CXR9   TRS USD R V 00MOBFR IS3CXS0/OBFR01/-35 BPS / Short: IS3CXR9   TRS USD P E IS3CXR9/US1096961040</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CYJ8   TRS USD R V 00MOBFR IS3CYK9/OBFR01/-35 BPS / Short: IS3CYJ8   TRS USD P E IS3CYJ8/US1096961040</title>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CYL0   TRS USD R V 00MOBFR IS3CYM1/OBFR01/-35 BPS / Short: IS3CYL0   TRS USD P E IS3CYL0/US1096961040</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CYL0"/>
        </identifiers>
        <balance>732.76000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>73.66000000</valUSD>
        <pctVal>0.000017250059</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="2.33000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="78"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>732.76000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>73.66000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CYN2   TRS USD R V 00MOBFR IS3CYO3/OBFR01/-35 BPS / Short: IS3CYN2   TRS USD P E IS3CYN2/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CYN2"/>
        </identifiers>
        <balance>66890.52000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>6724.07000000</valUSD>
        <pctVal>0.001574675630</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="212.66000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="78"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>66890.52000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6724.07000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: SS3CZ73   IRS NZD R F  4.24370 IS3CZ73 CCPVANILLA / Short: SS3CZ73   IRS NZD P V 03MNZDBB IS3CZ84 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CZ73"/>
        </identifiers>
        <balance>403000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.76071800"/>
        <valUSD>5064.20000000</valUSD>
        <pctVal>0.001185959148</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>LCH Ltd.</counterpartyName>
              <counterpartyLei>F226TOH6YD6XJB17KS62</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="1525.32000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="4.24400000"/>
            <floatingPmntDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="New Zealand Bank Bills 3 Months" floatingRtSpread="0.00000000" pmntAmt="-956.43000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2036-05-29</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>403000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>5064.20000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CYV0   TRS USD R V 00MOBFR IS3CYW1/OBFR01/-35 BPS / Short: IS3CYV0   TRS USD P E IS3CYV0/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CYV0"/>
        </identifiers>
        <balance>10339.37000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1206.71000000</valUSD>
        <pctVal>0.000282593255</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="32.87000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="77"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10339.37000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1206.71000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3CZP1   TRS USD R V 00MOBFR IS3CZQ2/OBFR01/-35 BPS / Short: IS3CZP1   TRS USD P E IS3CZP1/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3CZP1"/>
        </identifiers>
        <balance>10260.83000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1221.47000000</valUSD>
        <pctVal>0.000286049824</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="31.68000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="76"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10260.83000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1221.47000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America NA</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>Long: IS3D491   TRS CAD R E IS3D491/CA45676A1057 / Short: IS3D491   TRS CAD P V 00MCORRA IS3D4A2/CAONREPO/+55 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3D491"/>
        </identifiers>
        <balance>62746.16000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>78.44000000</valUSD>
        <pctVal>0.000018369463</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Bank of America NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Information Services Corp.</issuerName>
                <issueTitle>Information Services Corp.</issueTitle>
                <identifiers>
                  <isin value="CA45676A1057"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.55000000" pmntAmt="-126.50000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="349"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2027-05-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>62746.16000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>78.44000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3D4F7   TRS CAD R E IS3D4F7/CA09950M3003 / Short: IS3D4F7   TRS CAD P V 00MCORRA IS3D4G8/CAONREPO/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3D4F7"/>
        </identifiers>
        <balance>48809.56000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>86.89000000</valUSD>
        <pctVal>0.000020348325</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Boralex, Inc.</issuerName>
                <issueTitle>Boralex, Inc.</issueTitle>
                <identifiers>
                  <isin value="CA09950M3003"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.35000000" pmntAmt="-91.45000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="68"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>48809.56000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>86.89000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3D6D9   TRS CAD R E IS3D6D9/CA09950M3003 / Short: IS3D6D9   TRS CAD P V 00MCORRA IS3D6E0/CAONREPO/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3D6D9"/>
        </identifiers>
        <balance>95804.09000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>296.82000000</valUSD>
        <pctVal>0.000069510760</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</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>
              <otherRefInst>
                <issuerName>Boralex, Inc.</issuerName>
                <issueTitle>Boralex, Inc.</issueTitle>
                <identifiers>
                  <isin value="CA09950M3003"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.35000000" pmntAmt="-158.79000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="65"/>
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            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>95804.09000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>296.82000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3D6J5   TRS CAD R E IS3D6J5/CA09950M3003 / Short: IS3D6J5   TRS CAD P V 00MCORRA IS3D6K6/CAONREPO/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3D6J5"/>
        </identifiers>
        <balance>158231.75000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>269.36000000</valUSD>
        <pctVal>0.000063080043</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Boralex, Inc.</issuerName>
                <issueTitle>Boralex, Inc.</issueTitle>
                <identifiers>
                  <isin value="CA09950M3003"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.35000000" pmntAmt="-262.27000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="65"/>
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            <terminationDt>2026-08-12</terminationDt>
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            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>158231.75000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>269.36000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America NA</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>Long: IS3D6T5   TRS CAD R E IS3D6T5/CA45676A1057 / Short: IS3D6T5   TRS CAD P V 00MCORRA IS3D6U6/CAONREPO/+55 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3D6T5"/>
        </identifiers>
        <balance>50780.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>90.80000000</valUSD>
        <pctVal>0.000021263988</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Bank of America NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Information Services Corp.</issuerName>
                <issueTitle>Information Services Corp.</issueTitle>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.55000000" pmntAmt="-90.56000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="346"/>
              </rtResetTenors>
            </floatingPmntDesc>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>50780.00000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>90.80000000</unrealizedAppr>
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        </derivativeInfo>
        <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: IS3D5P4   TRS GBP R E IS3D5P4/GB00BYQ0JC66 / Short: IS3D5P4   TRS GBP P V 00MSONIA IS3D5Q5/SONIO/N/+30 BPS</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="IS3D5P4"/>
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        <balance>33082.69000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>20.68000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</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>
              <otherRefInst>
                <issuerName>Beazley PLC</issuerName>
                <issueTitle>Beazley PLC</issueTitle>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.30000000" pmntAmt="-80.35000000">
              <rtResetTenors>
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            <terminationDt>2026-08-12</terminationDt>
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            <notionalAmt>33082.69000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>20.68000000</unrealizedAppr>
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        </derivativeInfo>
        <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: IS3D6P1   TRS USD R V 00MOBFR IS3D6Q2/OBFR01/-35 BPS / Short: IS3D6P1   TRS USD P E IS3D6P1/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3D6P1"/>
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        <balance>10030.11000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>696.55000000</valUSD>
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        <assetCat>DE</assetCat>
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        <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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="20.95000000">
              <rtResetTenors>
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            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>10030.11000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>696.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America NA</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>Long: IS3D7R0   TRS CAD R E IS3D7R0/CA45676A1057 / Short: IS3D7R0   TRS CAD P V 00MCORRA IS3D7S1/CAONREPO/+55 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3D7R0"/>
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        <balance>26323.58000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>70.63000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Bank of America NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Information Services Corp.</issuerName>
                <issueTitle>Information Services Corp.</issueTitle>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.55000000" pmntAmt="-44.92000000">
              <rtResetTenors>
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            <terminationDt>2027-05-20</terminationDt>
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            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>26323.58000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>70.63000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3D899   TRS USD R V 00MOBFR IS3D8A0/OBFR01/-35 BPS / Short: IS3D899   TRS USD P E IS3D899/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3D899"/>
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        <balance>411.50000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>34.33000000</valUSD>
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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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="0.79000000">
              <rtResetTenors>
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            <terminationDt>2026-08-12</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
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            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>411.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>34.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS3D9Z2   TRS BRL R E IS3D9Z2/BRBMEFIBV3X9 / Short: IS3D9Z2   TRS BRL P F   .00000 IS3DA04/BZQ6</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>2451087.08000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="BRL" exchangeRt="5.16230000"/>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>BMF Ibovespa Index Futures</indexName>
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            <swapFlag>Y</swapFlag>
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            <rcptCurCd>BRL</rcptCurCd>
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            <curCd>BRL</curCd>
            <unrealizedAppr>2192.22000000</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: IS3DAF9   TRS USD R E IS3DAF9 COMMODITYTRS / Short: IS3DAF9   TRS USD P F   .09000 IS3DAG0 COMMODITYTRS</title>
        <cusip>000000000</cusip>
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        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-194668.89000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Citibank NA</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Bloomberg Commodity Index 3 Month Forward</indexName>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America NA</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>Long: IS3DA93   TRS CAD R E IS3DA93/CA45676A1057 / Short: IS3DA93   TRS CAD P V 00MCORRA IS3DAA4/CAONREPO/+55 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>38332.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
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        <fairValLevel>2</fairValLevel>
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            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.55000000" pmntAmt="-44.79000000">
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS3DA37   TRS KRW R F   .00000 IS3DA48/KMU6 / Short: IS3DA37   TRS KRW P E IS3DA37/KR4A01690002</title>
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        <fairValLevel>2</fairValLevel>
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              <indexBasketInfo>
                <indexName>KFE KOSPI 200 Index Futures</indexName>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DAB5   TRS USD R V 00MOBFR IS3DAC6/OBFR01/-25 BPS / Short: IS3DAB5   TRS USD P E IS3DAB5/US35137L1052</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DAB5"/>
        </identifiers>
        <balance>102969.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>4739.83000000</valUSD>
        <pctVal>0.001109996593</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>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Fox Corp.</issuerName>
                <issueTitle>Fox Corp.</issueTitle>
                <identifiers>
                  <cusip value="35137L105"/>
                  <isin value="US35137L1052"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.25000000" pmntAmt="144.59000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1163"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2029-08-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>102969.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4739.83000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DG39   TRS CAD R E IS3DG39/CA45676A1057 / Short: IS3DG39   TRS CAD P V 00MCORRA IS3DG40/CAONREPO/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DG39"/>
        </identifiers>
        <balance>23294.25000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>61.86000000</valUSD>
        <pctVal>0.000014486677</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Information Services Corp.</issuerName>
                <issueTitle>Information Services Corp.</issueTitle>
                <identifiers>
                  <isin value="CA45676A1057"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.35000000" pmntAmt="-26.97000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1163"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2029-08-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>23294.25000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>61.86000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DG51   TRS CAD R E IS3DG51/CA51925D1069 / Short: IS3DG51   TRS CAD P V 00MCORRA IS3DG62/CAONREPO/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DG51"/>
        </identifiers>
        <balance>37243.05000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>-154.11000000</valUSD>
        <pctVal>-0.00003609023</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Laurentian Bank of Canada</issuerName>
                <issueTitle>Laurentian Bank of Canada</issueTitle>
                <identifiers>
                  <isin value="CA51925D1069"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.35000000" pmntAmt="-43.13000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1163"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2029-08-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>37243.05000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-154.11000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DFZ4   TRS EUR R E IS3DFZ4/NL0015000LU4 / Short: IS3DFZ4   TRS EUR P V 00MESTR IS3DG06/ESTR3MA/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DFZ4"/>
        </identifiers>
        <balance>918831.70000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>47.18000000</valUSD>
        <pctVal>0.000011048843</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Iveco Group NV</issuerName>
                <issueTitle>Iveco Group NV</issueTitle>
                <identifiers>
                  <isin value="NL0015000LU4"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="0.35000000" pmntAmt="-949.93000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1163"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2029-08-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>918831.70000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>47.18000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DG95   TRS GBP R E IS3DG95/GB0007958233 / Short: IS3DG95   TRS GBP P V 00MSONIA IS3DGA6/SONIO/N/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DG95"/>
        </identifiers>
        <balance>169077.44000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>406.16000000</valUSD>
        <pctVal>0.000095116537</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>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Senior PLC</issuerName>
                <issueTitle>Senior PLC</issueTitle>
                <identifiers>
                  <isin value="GB0007958233"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.35000000" pmntAmt="-283.46000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1163"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2029-08-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>169077.44000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>406.16000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DGD9   TRS GBP R E IS3DGD9/GB00BP92CJ43 / Short: IS3DGD9   TRS GBP P V 00MSONIA IS3DGE0/SONIO/N/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DGD9"/>
        </identifiers>
        <balance>247583.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>-6943.26000000</valUSD>
        <pctVal>-0.00162600661</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>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Tate &amp; Lyle PLC</issuerName>
                <issueTitle>Tate &amp; Lyle PLC</issueTitle>
                <identifiers>
                  <isin value="GB00BP92CJ43"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.35000000" pmntAmt="-415.07000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1163"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2029-08-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>247583.00000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-6943.26000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DFX2   TRS USD R V 00MOBFR IS3DFY3/OBFR01/-25 BPS / Short: IS3DFX2   TRS USD P E IS3DFX2/US0545402085</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DFX2"/>
        </identifiers>
        <balance>69346.20000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-3488.00000000</valUSD>
        <pctVal>-0.00081683691</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>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Axcelis Technologies, Inc.</issuerName>
                <issueTitle>Axcelis Technologies, Inc.</issueTitle>
                <identifiers>
                  <cusip value="054540208"/>
                  <isin value="US0545402085"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.25000000" pmntAmt="104.05000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1163"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2029-08-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>69346.20000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3488.00000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DFV0   TRS USD R V 00MOBFR IS3DFW1/OBFR01/-25 BPS / Short: IS3DFV0   TRS USD P E IS3DFV0/US0921131092</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DFV0"/>
        </identifiers>
        <balance>1410685.50000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-15156.88000000</valUSD>
        <pctVal>-0.00354951236</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>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Black Hills Corp.</issuerName>
                <issueTitle>Black Hills Corp.</issueTitle>
                <identifiers>
                  <cusip value="092113109"/>
                  <isin value="US0921131092"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.25000000" pmntAmt="2116.82000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1163"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2029-08-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1410685.50000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-15156.88000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DG17   TRS USD R V 00MOBFR IS3DG28/OBFR01/-25 BPS / Short: IS3DG17   TRS USD P E IS3DG17/US65339F1012</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DG17"/>
        </identifiers>
        <balance>1153985.80000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-22155.98000000</valUSD>
        <pctVal>-0.00518859586</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>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NextEra Energy, Inc.</issuerName>
                <issueTitle>NextEra Energy, Inc.</issueTitle>
                <identifiers>
                  <cusip value="65339F101"/>
                  <isin value="US65339F1012"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.25000000" pmntAmt="1731.62000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1163"/>
              </rtResetTenors>
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            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>1153985.80000000</notionalAmt>
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            <unrealizedAppr>-22155.98000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DG73   TRS USD R V 00MOBFR IS3DG84/OBFR01/-25 BPS / Short: IS3DG73   TRS USD P E IS3DG73/US82846H4056</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DG73"/>
        </identifiers>
        <balance>729973.85000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-27436.38000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>QXO, Inc.</issuerName>
                <issueTitle>QXO, Inc.</issueTitle>
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                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2029-08-22</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>729973.85000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-27436.38000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DGF1   TRS USD R V 00MOBFR IS3DGG2/OBFR01/-25 BPS / Short: IS3DGF1   TRS USD P E IS3DGF1/US83088M1027</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DGF1"/>
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        <balance>920260.77000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>78399.56000000</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>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Skyworks Solutions, Inc.</issuerName>
                <issueTitle>Skyworks Solutions, Inc.</issueTitle>
                <identifiers>
                  <cusip value="83088M102"/>
                  <isin value="US83088M1027"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.25000000" pmntAmt="1638.59000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1163"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2029-08-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>920260.77000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>78399.56000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DGB7   TRS USD R V 00MOBFR IS3DGC8/OBFR01/-25 BPS / Short: IS3DGB7   TRS USD P E IS3DGB7/US9078181081</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DGB7"/>
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        <balance>46631.70000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>189.68000000</valUSD>
        <pctVal>0.000044420190</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>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Union Pacific Corp.</issuerName>
                <issueTitle>Union Pacific Corp.</issueTitle>
                <identifiers>
                  <cusip value="907818108"/>
                  <isin value="US9078181081"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.25000000" pmntAmt="69.98000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1163"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2029-08-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>46631.70000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>189.68000000</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: IS3DH58   TRS CHF R E IS3DH58/DE000C758YC7 / Short: IS3DH58   TRS CHF P F   .00000 IS3DH69/SMU6</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DH58"/>
        </identifiers>
        <balance>412791.40000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CHF" exchangeRt="0.80800000"/>
        <valUSD>16978.46000000</valUSD>
        <pctVal>0.003976098882</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Eurex Swiss Market New Index Futures</indexName>
                <indexIdentifier>SMU6 Index</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="CHF" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2026-09-18</terminationDt>
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            <pmntCurCd>CHF</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CHF</rcptCurCd>
            <notionalAmt>412791.40000000</notionalAmt>
            <curCd>CHF</curCd>
            <unrealizedAppr>16978.46000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DH92   TRS USD R V 00MOBFR IS3DHA3/OBFR01/-25 BPS / Short: IS3DH92   TRS USD P E IS3DH92/US35137L1052</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DH92"/>
        </identifiers>
        <balance>101474.42000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>417.24000000</valUSD>
        <pctVal>0.000097711305</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>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Fox Corp.</issuerName>
                <issueTitle>Fox Corp.</issueTitle>
                <identifiers>
                  <cusip value="35137L105"/>
                  <isin value="US35137L1052"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.25000000" pmntAmt="133.22000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1162"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2029-08-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>101474.42000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>417.24000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DIL1   TRS USD R V 00MOBFR IS3DIM2/OBFR01/-25 BPS / Short: IS3DIL1   TRS USD P E IS3DIL1/US35137L1052</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DIL1"/>
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        <balance>51515.33000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-8.11000000</valUSD>
        <pctVal>-0.00000189923</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>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Fox Corp.</issuerName>
                <issueTitle>Fox Corp.</issueTitle>
                <identifiers>
                  <cusip value="35137L105"/>
                  <isin value="US35137L1052"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.25000000" pmntAmt="62.80000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1161"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2029-08-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>51515.33000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8.11000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3DIJ9   TRS USD R V 00MOBFR IS3DIK0/OBFR01/-35 BPS / Short: IS3DIJ9   TRS USD P E IS3DIJ9/US1096961040</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DIJ9"/>
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        <balance>6732.36000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>220.51000000</valUSD>
        <pctVal>0.000051640111</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>
              <otherRefInst>
                <issuerName>Brink's Co.</issuerName>
                <issueTitle>Brink's Co.</issueTitle>
                <identifiers>
                  <cusip value="109696104"/>
                  <isin value="US1096961040"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="7.96000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="55"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>6732.36000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>220.51000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DIN3   TRS USD R V 00MOBFR IS3DIO4/OBFR01/-25 BPS / Short: IS3DIN3   TRS USD P E IS3DIN3/US35137L1052</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DIN3"/>
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        <balance>51715.46000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-277.20000000</valUSD>
        <pctVal>-0.00006491605</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>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Fox Corp.</issuerName>
                <issueTitle>Fox Corp.</issueTitle>
                <identifiers>
                  <cusip value="35137L105"/>
                  <isin value="US35137L1052"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.25000000" pmntAmt="63.02000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1161"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2029-08-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>51715.46000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-277.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DJF2   TRS GBP R E IS3DJF2/GB00BP92CJ43 / Short: IS3DJF2   TRS GBP P V 00MSONIA IS3DJG3/SONIO/N/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DJF2"/>
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        <balance>69884.93000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
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        <pctVal>0.000030987345</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>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Tate &amp; Lyle PLC</issuerName>
                <issueTitle>Tate &amp; Lyle PLC</issueTitle>
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                  <isin value="GB00BP92CJ43"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="Sterling Overnight Index Average" floatingRtSpread="0.35000000" pmntAmt="-63.35000000">
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            <unrealizedAppr>132.32000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of America NA</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>Long: IS3DKJ3   TRS CAD R E IS3DKJ3/CA45676A1057 / Short: IS3DKJ3   TRS CAD P V 00MCORRA IS3DKK4/CAONREPO/+55 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DKJ3"/>
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        <balance>25659.95000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>19.76000000</valUSD>
        <pctVal>0.000004627493</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Bank of America NA</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Information Services Corp.</issuerName>
                <issueTitle>Information Services Corp.</issueTitle>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.55000000" pmntAmt="-16.05000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="331"/>
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            <terminationDt>2027-05-20</terminationDt>
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            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>25659.95000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>19.76000000</unrealizedAppr>
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        </derivativeInfo>
        <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: IS3DKP9   TRS USD R V 00MOBFR IS3DKQ0/OBFR01/-35 BPS / Short: IS3DKP9   TRS USD P E IS3DKP9/US35137L1052</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DKP9"/>
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        <balance>21637.83000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1244.66000000</valUSD>
        <pctVal>-0.00029148057</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>
              <otherRefInst>
                <issuerName>Fox Corp.</issuerName>
                <issueTitle>Fox Corp.</issueTitle>
                <identifiers>
                  <cusip value="35137L105"/>
                  <isin value="US35137L1052"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="15.75000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="50"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>21637.83000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1244.66000000</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: IS3DLN4   TRS CAD R E IS3DLN4/CA45676A1057 / Short: IS3DLN4   TRS CAD P V 00MCORRA IS3DLO5/CAONREPO/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DLN4"/>
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        <balance>37208.05000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>37.61000000</valUSD>
        <pctVal>0.000008807693</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Information Services Corp.</issuerName>
                <issueTitle>Information Services Corp.</issueTitle>
                <identifiers>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-19.63000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="118"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>37208.05000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>37.61000000</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: IS3DLT0   TRS CAD R E IS3DLT0/CA45676A1057 / Short: IS3DLT0   TRS CAD P V 00MCORRA IS3DLU1/CAONREPO/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DLT0"/>
        </identifiers>
        <balance>15370.71000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>16.35000000</valUSD>
        <pctVal>0.000003828923</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Information Services Corp.</issuerName>
                <issueTitle>Information Services Corp.</issueTitle>
                <identifiers>
                  <isin value="CA45676A1057"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-8.11000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="118"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>15370.71000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>16.35000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS3DO57   TRS CAD R E IS3DO57/CA45676A1057 / Short: IS3DO57   TRS CAD P V 00MCORRA IS3DO68/CAONREPO/+40 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DO57"/>
        </identifiers>
        <balance>23823.35000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.41825000"/>
        <valUSD>23.88000000</valUSD>
        <pctVal>0.000005592335</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Morgan Stanley</counterpartyName>
              <counterpartyLei>IGJSJL3JD5P30I6NJZ34</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Information Services Corp.</issuerName>
                <issueTitle>Information Services Corp.</issueTitle>
                <identifiers>
                  <isin value="CA45676A1057"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="Canadian Overnight Repo Rate Average" floatingRtSpread="0.40000000" pmntAmt="-10.79000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="117"/>
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            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>23823.35000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>23.88000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DNX8   TRS EUR R E IS3DNX8/NL0015000LU4 / Short: IS3DNX8   TRS EUR P V 00MESTR IS3DNY9/ESTR3MA/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DNX8"/>
        </identifiers>
        <balance>1948.57000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>-1.33000000</valUSD>
        <pctVal>-0.00000031146</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Iveco Group NV</issuerName>
                <issueTitle>Iveco Group NV</issueTitle>
                <identifiers>
                  <isin value="NL0015000LU4"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="0.35000000" pmntAmt="-0.69000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1154"/>
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            </floatingPmntDesc>
            <terminationDt>2029-08-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>1948.57000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-1.33000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3DOB3   TRS USD R V 00MOBFR IS3DOC4/OBFR01/-35 BPS / Short: IS3DOB3   TRS USD P E IS3DOB3/US35137L1052</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DOB3"/>
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        <balance>24810.67000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-890.66000000</valUSD>
        <pctVal>-0.00020857911</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>
              <otherRefInst>
                <issuerName>Fox Corp.</issuerName>
                <issueTitle>Fox Corp.</issueTitle>
                <identifiers>
                  <cusip value="35137L105"/>
                  <isin value="US35137L1052"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="13.55000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="48"/>
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            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>24810.67000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-890.66000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3DOD5   TRS USD R V 00MOBFR IS3DOE6/OBFR01/-35 BPS / Short: IS3DOD5   TRS USD P E IS3DOD5/US35137L1052</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DOD5"/>
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        <balance>25522.54000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1065.12000000</valUSD>
        <pctVal>-0.00024943501</pctVal>
        <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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            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Fox Corp.</issuerName>
                <issueTitle>Fox Corp.</issueTitle>
                <identifiers>
                  <cusip value="35137L105"/>
                  <isin value="US35137L1052"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="13.94000000">
              <rtResetTenors>
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            <pmntCurCd>USD</pmntCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>-1065.12000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DOP7   TRS EUR R E IS3DOP7/NL0015000LU4 / Short: IS3DOP7   TRS EUR P V 00MESTR IS3DOQ8/ESTR3MA/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DOP7"/>
        </identifiers>
        <balance>47113.60000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>-20.49000000</valUSD>
        <pctVal>-0.00000479844</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Iveco Group NV</issuerName>
                <issueTitle>Iveco Group NV</issueTitle>
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                  <isin value="NL0015000LU4"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="0.35000000" pmntAmt="-6.62000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1153"/>
              </rtResetTenors>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>47113.60000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-20.49000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Switzerland AG</name>
        <lei>549300WOIFUSNYH0FL22</lei>
        <title>Long: IS3DOT1   TRS EUR R E IS3DOT1/NL0015000LU4 / Short: IS3DOT1   TRS EUR P V 00MESTR IS3DOU2/ESTR3MA/+35 BPS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DOT1"/>
        </identifiers>
        <balance>68370.17000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>-1.69000000</valUSD>
        <pctVal>-0.00000039577</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>UBS Switzerland AG</counterpartyName>
              <counterpartyLei>549300WOIFUSNYH0FL22</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Iveco Group NV</issuerName>
                <issueTitle>Iveco Group NV</issueTitle>
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                  <isin value="NL0015000LU4"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">equity-performance leg</otherRecDesc>
            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="Euro Short-Term Overnight Rate" floatingRtSpread="0.35000000" pmntAmt="-9.62000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1153"/>
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            </floatingPmntDesc>
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            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>68370.17000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-1.69000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3DOZ7   TRS USD R V 00MOBFR IS3DP09/OBFR01/-35 BPS / Short: IS3DOZ7   TRS USD P E IS3DOZ7/US35137L1052</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DOZ7"/>
        </identifiers>
        <balance>33444.46000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-2165.60000000</valUSD>
        <pctVal>-0.00050715080</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>
              <otherRefInst>
                <issuerName>Fox Corp.</issuerName>
                <issueTitle>Fox Corp.</issueTitle>
                <identifiers>
                  <cusip value="35137L105"/>
                  <isin value="US35137L1052"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="15.22000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="47"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>33444.46000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2165.60000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3DPD2   TRS USD R V 00MOBFR IS3DPE3/OBFR01/-35 BPS / Short: IS3DPD2   TRS USD P E IS3DPD2/US35137L1052</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DPD2"/>
        </identifiers>
        <balance>31781.54000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-1647.24000000</valUSD>
        <pctVal>-0.00038575872</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>
              <otherRefInst>
                <issuerName>Fox Corp.</issuerName>
                <issueTitle>Fox Corp.</issueTitle>
                <identifiers>
                  <cusip value="35137L105"/>
                  <isin value="US35137L1052"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="Overnight Bank Funding Rate" floatingRtSpread="-0.35000000" pmntAmt="5.78000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="44"/>
              </rtResetTenors>
            </floatingRecDesc>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
            <terminationDt>2026-08-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>31781.54000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1647.24000000</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: IS3DPH6   TRS USD R V 00MFEDL IS3DPI7/FEDL01/-35 BPS / Short: IS3DPH6   TRS USD P E IS3DPH6/US0304201033</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DPH6"/>
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        <balance>55154.18000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>32.21000000</valUSD>
        <pctVal>0.000007543095</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>American Water Works Co., Inc.</issuerName>
                <issueTitle>American Water Works Co., Inc.</issueTitle>
                <identifiers>
                  <cusip value="030420103"/>
                  <isin value="US0304201033"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US Federal Funds Effective Rate" floatingRtSpread="-0.35000000" pmntAmt="10.05000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="113"/>
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            <terminationDt>2026-10-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>55154.18000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>32.21000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Long: IS3DQ17   TRS KRW R F   .00000 IS3DQ28/KMU6 / Short: IS3DQ17   TRS KRW P E IS3DQ17/KR4A01690002</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="IS3DQ17"/>
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        <balance>335988172.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="KRW" exchangeRt="1549.30000000"/>
        <valUSD>-6623.53000000</valUSD>
        <pctVal>-0.00155113068</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <invCountry>KR</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>KFE KOSPI 200 Index Futures</indexName>
                <indexIdentifier>KMU6 Index</indexIdentifier>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="KRW" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">equity-performance leg</otherPmntDesc>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>KRW</rcptCurCd>
            <notionalAmt>335988172.00000000</notionalAmt>
            <curCd>KRW</curCd>
            <unrealizedAppr>-6623.53000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Long: IS3DQB7   TRS USD R V 00MOBFR IS3DQC8/OBFR01/-35 BPS / Short: IS3DQB7   TRS USD P E IS3DQB7/US35137L1052</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="IS3DQB7"/>
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        <balance>8644.37000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
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        <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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                <issuerName>Fox Corp.</issuerName>
                <issueTitle>Fox Corp.</issueTitle>
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            <swapFlag>Y</swapFlag>
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              <rtResetTenors>
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        <securityLending>
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      <invstOrSec>
        <name>Alliance Bernstein</name>
        <lei>5493006YWHO7MNK2U579</lei>
        <title>AB Fixed Income Shares, Inc. - Government Money Market Portfolio</title>
        <cusip>018616748</cusip>
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          <isin value="US0186167484"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Unipol Assicurazioni SpA</name>
        <lei>8156005CE5E7340CCA86</lei>
        <title>Unipol Assicurazioni SpA</title>
        <cusip>000000000</cusip>
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          <isin value="IT0004810054"/>
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        <balance>3147.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
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        <pctVal>0.020598931517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ASML Holding NV</name>
        <lei>724500Y6DUVHQD6OXN27</lei>
        <title>ASML Holding NV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL0010273215"/>
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        <balance>909.00000000</balance>
        <units>NS</units>
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        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RUSSIA GOVT BOND - OFZ</name>
        <lei>5493004EHVGF71PDBU58</lei>
        <title>Russian Federal Bond - OFZ</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="RU000A0JTK38"/>
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        <balance>23770000.00000000</balance>
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        <currencyConditional curCd="RUB" exchangeRt="78.70000000"/>
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        <invCountry>RU</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>
        
        <fairValLevel>3</fairValLevel>
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          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SNCF RESEAU</name>
        <lei>969500VZN4KDEZ14C105</lei>
        <title>SNCF Reseau</title>
        <cusip>000000000</cusip>
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          <isin value="XS0985666436"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>802547.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Gaztransport Et Technigaz SA</name>
        <lei>969500BVOHVZUUFWDT54</lei>
        <title>Gaztransport Et Technigaz SA</title>
        <cusip>000000000</cusip>
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          <isin value="FR0011726835"/>
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        <balance>573.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>IBERDROLA INTL BV</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Allfunds Group Plc</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>U.K. Gilts</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DIGITAL INTREPID HOLDING</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>SVENSKA HANDELSBANKEN AB</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <title>Japan Finance Organization for Municipalities</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SUEZ</name>
        <lei>5493007LKZ37MXEN5D79</lei>
        <title>Suez SACA</title>
        <cusip>000000000</cusip>
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          <isin value="FR001400DQ84"/>
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        <balance>100000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays PLC</title>
        <cusip>000000000</cusip>
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          <isin value="XS2552367687"/>
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        <balance>141000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.40700000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ING GROEP NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING Groep NV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2554745708"/>
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        <balance>100000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UBS GROUP AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS Group AG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CH1214797172"/>
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        <balance>318000.00000000</balance>
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        <valUSD>389871.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WESTPAC BANKING CORP</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>Westpac Banking Corp</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2558574104"/>
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        <balance>510000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10600000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Japan Government Twenty Year Bonds</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japan Government Twenty Year Bonds</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP1201831P14"/>
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        <balance>391550000.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="162.59500000"/>
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        <pctVal>0.422927029483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ING GROEP NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING Groep NV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2588986724"/>
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        <balance>200000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>270089.08000000</valUSD>
        <pctVal>0.063250782997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="AU3CB0297802"/>
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        <balance>80000.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.44435600"/>
        <valUSD>55827.79000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.80200000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CPUK FINANCE LTD</name>
        <lei>6354003CVDDPNXREIR29</lei>
        <title>CPUK Finance Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2603557591"/>
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        <balance>200000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>267112.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87600000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ENI SPA</name>
        <lei>BUCRF72VH5RBN7X3VL35</lei>
        <title>Eni SpA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2623956773"/>
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        <balance>100000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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      <invstOrSec>
        <name>BANCO SANTANDER SA</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>Banco Santander SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2626699982"/>
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        <balance>200000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>237861.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Japan Government Forty Year Bonds</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japan Government Forty Year Bonds</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP1400161P53"/>
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        <balance>58600000.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="162.59500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.30000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ANGLIAN WATER SERV FIN</name>
        <lei>213800DL377MH46PDY63</lei>
        <title>Anglian Water Services Financing PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2638380506"/>
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        <balance>150000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>Danske Bank AS</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>Danske Bank AS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2637421848"/>
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        <balance>177000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REPUBLIC OF CHILE</name>
        <lei>549300FLZTJM5YJF8D34</lei>
        <title>Chile Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2645248225"/>
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        <balance>200000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Italy Buoni Poliennali Del Tesoro</name>
        <lei>815600DE60799F5A9309</lei>
        <title>Italy Buoni Poliennali Del Tesoro</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IT0005560948"/>
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        <balance>1178000.00000000</balance>
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        <valUSD>1423120.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2690137299"/>
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        <balance>341000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>410265.08000000</valUSD>
        <pctVal>0.096077884921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Bundesrepublik Deutschland Bundesanleihe</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Japan Government Thirty Year Bonds</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>BNP PARIBAS</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BP CAPITAL MARKETS PLC</name>
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        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Italy Buoni Poliennali Del Tesoro</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>IBERDROLA FINANZAS SAU</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>ENI SPA</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>IMPERIAL BRANDS FIN PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PARKER-HANNIFIN CORP</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED UTILITIES WAT FIN</name>
        <lei>213800313INX42GDLR44</lei>
        <title>United Utilities Water Finance PLC</title>
        <cusip>000000000</cusip>
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          <isin value="XS3011736108"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CIE FINANCEMENT FONCIER</name>
        <lei>DKGVVH5FKILG8R13CO13</lei>
        <title>Cie de Financement Foncier SA</title>
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          <isin value="FR001400XS05"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Spain Government Bonds</name>
        <lei>9598007A56S18711AH60</lei>
        <title>Spain Government Bonds</title>
        <cusip>000000000</cusip>
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          <isin value="ES0000012O75"/>
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        <balance>400000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>SAUDI INTERNATIONAL BOND</name>
        <lei>635400FMICXSM3SI3H65</lei>
        <title>Saudi Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3015245957"/>
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        <balance>222000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-03-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
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      <invstOrSec>
        <name>Kingdom of Belgium Government Bonds</name>
        <lei>549300SZ25JZFHRHWD76</lei>
        <title>Kingdom of Belgium Government Bonds</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="BE0000364738"/>
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        <balance>526618.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BE</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
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      <invstOrSec>
        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>Standard Chartered PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3022397460"/>
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        <balance>302000.00000000</balance>
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        <pctVal>0.081511279975</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.86400000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GENERAL MILLS INC</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>General Mills Inc</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3046429711"/>
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        <balance>202000.00000000</balance>
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        <valUSD>230964.43000000</valUSD>
        <pctVal>0.054088380922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3057365549"/>
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        <balance>355000.00000000</balance>
        <units>PA</units>
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        <valUSD>407310.35000000</valUSD>
        <pctVal>0.095385931784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.52100000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NATIONWIDE BLDG SOCIETY</name>
        <lei>549300XFX12G42QIKN82</lei>
        <title>Nationwide Building Society</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3059437460"/>
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        <balance>300000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>345741.59000000</valUSD>
        <pctVal>0.080967458152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3073350269"/>
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        <balance>241000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>278764.60000000</valUSD>
        <pctVal>0.065282458743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.19100000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LLOYDS BANKING GROUP PLC</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="AU3CB0322063"/>
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        <balance>110000.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.44435600"/>
        <valUSD>75380.93000000</valUSD>
        <pctVal>0.017653075220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.18900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>MET LIFE GLOB FUNDING I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>Metropolitan Life Global Funding I</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="AU3CB0322188"/>
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        <balance>109000.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.44435600"/>
        <valUSD>73771.19000000</valUSD>
        <pctVal>0.017276098427</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>GLENCORE CAP FIN DAC</name>
        <lei>213800HCUCI1HC7X6Q34</lei>
        <title>Glencore Capital Finance DAC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3081952791"/>
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        <balance>355000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>408981.52000000</valUSD>
        <pctVal>0.095777294556</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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      <invstOrSec>
        <name>NATWEST MARKETS PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>NatWest Markets PLC</title>
        <cusip>000000000</cusip>
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          <isin value="AU3CB0322477"/>
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        <balance>290000.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.44435600"/>
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        <pctVal>0.046286487708</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.88800000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>REALTY INCOME CORP</name>
        <lei>549300CUWDAUZSH43859</lei>
        <title>Realty Income Corp</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3097933744"/>
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        <balance>307000.00000000</balance>
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        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>MEX BONOS DESARR FIX RT</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>Mexican Bonos</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="MX0MGO0001L9"/>
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        <balance>7838000.00000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="17.48750000"/>
        <valUSD>417958.69000000</valUSD>
        <pctVal>0.097879612175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDEX CORP</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>FedEx Corp</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3136900670"/>
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        <balance>136000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>154641.48000000</valUSD>
        <pctVal>0.036214698846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>INDONESIA GOVERNMENT</name>
        <lei>529900FWX0GRR7WG5W79</lei>
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        <cusip>000000000</cusip>
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          <isin value="IDG000025701"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ROYAL BK CANADA TORONTO</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>Royal Bank of Canada/Toronto</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CECONOMY AG</name>
        <lei>5299001X9L42HXEBCZ51</lei>
        <title>CECONOMY AG</title>
        <cusip>000000000</cusip>
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          <isin value="DE000A40ZVV0"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>U.K. Gilts</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>U.K. Gilts</title>
        <cusip>000000000</cusip>
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          <isin value="GB00BTXS1K06"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-10-22</maturityDt>
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      <invstOrSec>
        <name>BANCO DE SABADELL SA</name>
        <lei>SI5RG2M0WQQLZCXKRM20</lei>
        <title>Banco de Sabadell SA</title>
        <cusip>000000000</cusip>
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          <isin value="XS3176781691"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>French Republic Government Bonds OAT</name>
        <lei>969500KCGF3SUYJHPV70</lei>
        <title>French Republic Government Bonds OAT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0014012II5"/>
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        <balance>1726623.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-11-25</maturityDt>
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          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>PROLOGIS EURO FINANCE</name>
        <lei>549300MI5D1784PRQH06</lei>
        <title>Prologis Euro Finance LLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3186907823"/>
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        <balance>200000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerConditional desc="REIT" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GACI FIRST INVESTMENT</name>
        <lei>558600TU1PWGNLZ3XM88</lei>
        <title>Gaci First Investment Co</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3204094893"/>
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        <balance>200000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3214409750"/>
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        <balance>100000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.92800000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Italy Buoni Poliennali Del Tesoro</name>
        <lei>815600DE60799F5A9309</lei>
        <title>Italy Buoni Poliennali Del Tesoro</title>
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          <isin value="IT0005676504"/>
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        <balance>536000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
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        <name>BMS IRELAND CAP FUNDING</name>
        <lei>9845002AC2D55DFID596</lei>
        <title>BMS Ireland Capital Funding DAC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3215466338"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.36300000</annualizedRt>
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        <securityLending>
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        <name>InterContinental Hotels Group PLC</name>
        <lei>2138007ZFQYRUSLU3J98</lei>
        <title>InterContinental Hotels Group PLC</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Bundesrepublik Deutschland Bundesanleihe</name>
        <lei>529900AQBND3S6YJLY83</lei>
        <title>Bundesrepublik Deutschland Bundesanleihe</title>
        <cusip>000000000</cusip>
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          <isin value="DE000BU2Z064"/>
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        <balance>72948.00000000</balance>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Japan Government Five Year Bonds</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japan Government Five Year Bonds</title>
        <cusip>000000000</cusip>
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          <isin value="JP1051831S10"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.60000000</annualizedRt>
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        <name>ERSTE GROUP BANK AG</name>
        <lei>PQOH26KWDF7CG10L6792</lei>
        <title>Erste Group Bank AG</title>
        <cusip>000000000</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>000000000</cusip>
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          <isin value="XS3281048499"/>
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        <balance>125000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-23</maturityDt>
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        <name>AROUNDTOWN SA</name>
        <lei>529900H4DWG3KWMBMQ39</lei>
        <title>Aroundtown SA</title>
        <cusip>000000000</cusip>
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          <isin value="AU3CB0330983"/>
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        <balance>200000.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.44435600"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>NEXTERA ENERGY CAPITAL</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NextEra Energy Capital Holdings Inc</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3289873419"/>
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        <balance>107000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>121814.39000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <name>ENBW ENERGIE BADEN - WU</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Roche Holding AG</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>EATON CAPITAL ULC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>BAKER HUGHES LLC/CO-OBL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BAKER HUGHES LLC/CO-OBL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Compass Group PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <title>Japan Government Ten Year Bond</title>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>JAPAN TREASURY DISC BILL</name>
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        <title>Japan Treasury Discount Bill</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>DANAHER CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN TOWER CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NTT FINANCE CORP</name>
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        <title>NTT Finance Corp</title>
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        <fairValLevel>2</fairValLevel>
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        <name>NTT FINANCE CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ICE Futures U.S., Inc.</name>
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        <title>MSCI EMGMKT SEP26</title>
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        <name>Eurex Deutschland</name>
        <lei>529900LN3S50JPU47S06</lei>
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        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi Chemical Group Corp</name>
        <lei>353800YNKX4RQUGAR072</lei>
        <title>Mitsubishi Chemical Group Corp</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3897700005"/>
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        <balance>52200.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</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>London Stock Exchange Group PLC</name>
        <lei>213800QAUUUP6I445N30</lei>
        <title>London Stock Exchange Group PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00B0SWJX34"/>
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        <balance>2175.00000000</balance>
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        <pctVal>0.055068887320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Inpex Corp</name>
        <lei>353800VHYYADPR6MXQ47</lei>
        <title>Inpex Corp</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3294460005"/>
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        <balance>6600.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="162.59500000"/>
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        <pctVal>0.031187866200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Norsk Hydro ASA</name>
        <lei>549300N1SDN71ZZ8BO45</lei>
        <title>Norsk Hydro ASA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NO0005052605"/>
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        <balance>31051.00000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="9.89850000"/>
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        <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>
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      </invstOrSec>
      <invstOrSec>
        <name>TotalEnergies SE</name>
        <lei>529900S21EQ1BO4ESM68</lei>
        <title>TotalEnergies SE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0000120271"/>
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        <balance>3257.00000000</balance>
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        <pctVal>0.058979245818</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Experian PLC</name>
        <lei>635400RXXHHYT1JTSZ26</lei>
        <title>Experian PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00B19NLV48"/>
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        <balance>4359.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
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        <pctVal>0.034405028040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Yangzijiang Shipbuilding Holdings Ltd</name>
        <lei>254900Z3JEM14YIGLM66</lei>
        <title>Yangzijiang Shipbuilding Holdings Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="SG1U76934819"/>
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        <balance>80000.00000000</balance>
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        <currencyConditional curCd="SGD" exchangeRt="1.29375000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Prysmian SpA</name>
        <lei>529900X0H1IO3RS1A464</lei>
        <title>Prysmian SpA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IT0004176001"/>
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        <balance>4134.00000000</balance>
        <units>NS</units>
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        <valUSD>695930.21000000</valUSD>
        <pctVal>0.162976343561</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Vinci SA</name>
        <lei>213800WFQ334R8UXUG83</lei>
        <title>Vinci SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0000125486"/>
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        <balance>1410.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
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        <pctVal>0.048225173315</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>
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      <invstOrSec>
        <name>International Personal Finance PLC</name>
        <lei>213800II1O44IRKUZB59</lei>
        <title>International Personal Finance PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00B1YKG049"/>
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        <balance>107651.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>354128.28000000</valUSD>
        <pctVal>0.082931494274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Macquarie Group Ltd</name>
        <lei>ACMHD8HWFMFUIQQ8Y590</lei>
        <title>Macquarie Group Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="AU000000MQG1"/>
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        <balance>2365.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.44435600"/>
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        <pctVal>0.096283047282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HEATHROW FUNDING LTD</name>
        <lei>7TI96JO3DYEIQWZ7Z726</lei>
        <title>Heathrow Funding Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS0383001053"/>
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        <balance>192000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>269482.84000000</valUSD>
        <pctVal>0.063108810746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Amadeus IT Group SA</name>
        <lei>9598004A3FTY3TEHHN09</lei>
        <title>Amadeus IT Group SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ES0109067019"/>
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        <balance>2640.00000000</balance>
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        <pctVal>0.036168267007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Glencore PLC</name>
        <lei>2138002658CPO9NBH955</lei>
        <title>Glencore PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JE00B4T3BW64"/>
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        <balance>53438.00000000</balance>
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        <valUSD>364362.77000000</valUSD>
        <pctVal>0.085328257246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HKT Trust &amp; HKT Ltd</name>
        <lei>N/A</lei>
        <title>HKT Trust &amp; HKT Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="HK0000093390"/>
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        <balance>165000.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.84285000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Rolls-Royce Holdings PLC</name>
        <lei>213800EC7997ZBLZJH69</lei>
        <title>Rolls-Royce Holdings PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00B63H8491"/>
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        <balance>26126.00000000</balance>
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        <pctVal>0.117285870464</pctVal>
        <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>
        <name>U.K. Gilts</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>U.K. Gilts</title>
        <cusip>000000000</cusip>
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          <isin value="GB00B6460505"/>
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        <balance>991000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-07</maturityDt>
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      <invstOrSec>
        <name>Ageas SA/NV</name>
        <lei>5493005DJBML6LY3RV36</lei>
        <title>Ageas SA/NV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="BE0974264930"/>
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        <balance>4788.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>National Grid PLC</name>
        <lei>8R95QZMKZLJX5Q2XR704</lei>
        <title>National Grid PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BDR05C01"/>
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        <balance>20872.00000000</balance>
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        <pctVal>0.080619780231</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AIB Group PLC</name>
        <lei>635400AKJBGNS5WNQL34</lei>
        <title>AIB Group PLC</title>
        <cusip>000000000</cusip>
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          <isin value="IE00BF0L3536"/>
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        <balance>32906.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VEOLIA ENVIRONNEMENT SA</name>
        <lei>969500LENY69X51OOT31</lei>
        <title>Veolia Environnement SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0013283140"/>
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        <balance>200000.00000000</balance>
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        <valUSD>204491.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SoftBank Corp</name>
        <lei>353800M1YCTS9JRBJ535</lei>
        <title>SoftBank Corp</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3732000009"/>
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        <balance>136200.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="162.59500000"/>
        <valUSD>173917.67000000</valUSD>
        <pctVal>0.040728891388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bundesrepublik Deutschland Bundesanleihe</name>
        <lei>529900AQBND3S6YJLY83</lei>
        <title>Bundesrepublik Deutschland Bundesanleihe</title>
        <cusip>000000000</cusip>
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          <isin value="DE0001102481"/>
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        <balance>100679.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-08-15</maturityDt>
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      <invstOrSec>
        <name>Endeavour Mining PLC</name>
        <lei>529900NI5MXQ91GHXR07</lei>
        <title>Endeavour Mining PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BL6K5J42"/>
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        <balance>1435.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Tesco PLC</name>
        <lei>2138002P5RNKC5W2JZ46</lei>
        <title>Tesco PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB00BLGZ9862"/>
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        <balance>66546.00000000</balance>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WH Group Ltd</name>
        <lei>254900A4AYEDRWYSE928</lei>
        <title>WH Group Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="KYG960071028"/>
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        <balance>220500.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.84285000"/>
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        <pctVal>0.054752285734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NatWest Group PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>NatWest Group PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BM8PJY71"/>
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        <balance>45359.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75389200"/>
        <valUSD>400245.47000000</valUSD>
        <pctVal>0.093731443599</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>
        <name>Kioxia Holdings Corp</name>
        <lei>35380080RTKRARNH4R73</lei>
        <title>Kioxia Holdings Corp</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3236330001"/>
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        <balance>400.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="162.59500000"/>
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        <pctVal>0.054446091325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Informa PLC</name>
        <lei>5493006VM2LKUPSEDU20</lei>
        <title>Informa PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BMJ6DW54"/>
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        <balance>15208.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>InPost SA</name>
        <lei>2221003M23QLERR89585</lei>
        <title>InPost SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="LU2290522684"/>
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        <balance>62642.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>U.K. Gilts</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>U.K. Gilts</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BN65R313"/>
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        <balance>91795.00000000</balance>
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        <pctVal>0.022308474229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Euronext NV</name>
        <lei>724500QJ4QSZ3H9QU415</lei>
        <title>Euronext NV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL0006294274"/>
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        <balance>1640.00000000</balance>
        <units>NS</units>
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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>NN Group NV</name>
        <lei>724500OHYNDT9OY6Q215</lei>
        <title>NN Group NV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL0010773842"/>
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        <balance>2230.00000000</balance>
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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>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>12247.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>U.K. Gilts</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>U.K. Gilts</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BPJJKP77"/>
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        <balance>868000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>U.K. Gilts</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>U.K. Gilts</title>
        <cusip>000000000</cusip>
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          <isin value="GB00BPSNBF73"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-22</maturityDt>
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      <invstOrSec>
        <name>Finland Government Bonds</name>
        <lei>743700M6Y2OQRVSBRD14</lei>
        <title>Finland Government Bonds</title>
        <cusip>000000000</cusip>
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          <isin value="FI4000523238"/>
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        <balance>378000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Medibank Pvt Ltd</name>
        <lei>BDYVSUPTML83OLINBJ17</lei>
        <title>Medibank Pvt Ltd</title>
        <cusip>000000000</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>U.K. Gilts</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
        <title>U.K. Gilts</title>
        <cusip>000000000</cusip>
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          <isin value="GB00BSQNRD01"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Reckitt Benckiser Group PLC</name>
        <lei>5493003JFSMOJG48V108</lei>
        <title>Reckitt Benckiser Group PLC</title>
        <cusip>000000000</cusip>
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        <balance>3186.00000000</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>POLAND GOVERNMENT BOND</name>
        <lei>259400R9L8QEP0TPXS31</lei>
        <title>Republic of Poland Government Bond</title>
        <cusip>000000000</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Autotrader Group PLC</name>
        <lei>213800QLK9BZILB1DI86</lei>
        <title>Autotrader Group PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BVYVFW23"/>
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        <balance>12502.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tryg A/S</name>
        <lei>213800ZRS8AC4LSTCE39</lei>
        <title>Tryg A/S</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DK0060636678"/>
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        <balance>16889.00000000</balance>
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        <currencyConditional curCd="DKK" exchangeRt="6.54165000"/>
        <valUSD>384444.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <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>5209.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.87519700"/>
        <valUSD>466824.01000000</valUSD>
        <pctVal>0.109323132037</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>Japan Post Holdings Co Ltd</name>
        <lei>5299003D9N4JBS256X18</lei>
        <title>Japan Post Holdings Co Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3752900005"/>
        </identifiers>
        <balance>24400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="162.59500000"/>
        <valUSD>327964.22000000</valUSD>
        <pctVal>0.076804266615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nordea Bank Abp</name>
        <lei>529900ODI3047E2LIV03</lei>
        <title>Nordea Bank Abp</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FI4000297767"/>
        </identifiers>
        <balance>9485.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.69635000"/>
        <valUSD>179769.70000000</valUSD>
        <pctVal>0.042099348423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VAT Group AG</name>
        <lei>529900MVFK7NVALR7Y83</lei>
        <title>VAT Group AG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CH0311864901"/>
        </identifiers>
        <balance>480.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.80800000"/>
        <valUSD>420921.77000000</valUSD>
        <pctVal>0.098573520755</pctVal>
        <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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Janus Henderson Group PLC</name>
        <lei>2138009WPYMWJN3RVF44</lei>
        <title>Janus Henderson Group PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JE00BYPZJM29"/>
        </identifiers>
        <balance>21869.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1136094.55000000</valUSD>
        <pctVal>0.266056183563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IHS Holding Ltd</name>
        <lei>213800CLGMKL63VKTD94</lei>
        <title>IHS Holding Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="KYG4701H1092"/>
        </identifiers>
        <balance>50786.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>418476.64000000</valUSD>
        <pctVal>0.098000908242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Linde PLC</name>
        <lei>5299003QR1WT0EF88V51</lei>
        <title>Linde PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IE000S9YS762"/>
        </identifiers>
        <balance>628.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>325894.32000000</valUSD>
        <pctVal>0.076319527300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Medtronic PLC</name>
        <lei>549300GX3ZBSQWUXY261</lei>
        <title>Medtronic PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IE00BTN1Y115"/>
        </identifiers>
        <balance>3513.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>274821.99000000</valUSD>
        <pctVal>0.064359159032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Trane Technologies PLC</name>
        <lei>549300BURLR9SLYY2705</lei>
        <title>Trane Technologies PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IE00BK9ZQ967"/>
        </identifiers>
        <balance>639.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>313851.24000000</valUSD>
        <pctVal>0.073499219867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZIM Integrated Shipping Services Ltd</name>
        <lei>21380089EIJRELKAIL21</lei>
        <title>ZIM Integrated Shipping Services Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IL0065100930"/>
        </identifiers>
        <balance>29192.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>758992.00000000</valUSD>
        <pctVal>0.177744462268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NXP Semiconductors NV</name>
        <lei>724500M9BY5293JDF951</lei>
        <title>NXP Semiconductors NV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL0009538784"/>
        </identifiers>
        <balance>1252.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>351849.56000000</valUSD>
        <pctVal>0.082397852469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CODELCO INC</name>
        <lei>549300UVMBCBCIPSUI70</lei>
        <title>Corp Nacional del Cobre de Chile</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="USP3143NAG99"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201158.00000000</valUSD>
        <pctVal>0.047108165225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRANSPRTDRA DE GAS INTL</name>
        <lei>529900780HCVLCEM2440</lei>
        <title>Transportadora de Gas Internacional SA ESP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="USP93077AC28"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300336.00000000</valUSD>
        <pctVal>0.070334154799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.55000000</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>Russian Ruble</name>
        <lei>N/A</lei>
        <title>Russian Ruble</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Currency Code" value="RUB"/>
        </identifiers>
        <balance>584860.93000000</balance>
        <units>NS</units>
        <currencyConditional curCd="RUB" exchangeRt="78.70000000"/>
        <valUSD>7431.52000000</valUSD>
        <pctVal>0.001740349735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="FOREIGN CURRENCY"/>
        <issuerConditional desc="FOREIGN CURRENCY" issuerCat="OTHER"/>
        <invCountry>RU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</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"/>
      <explntrNote note="Please see notes to financial statements or N-PORT part F for a glossary of swap paid and received terms." noteItem="C.11.a"/>
      <explntrNote note="For the applicable funds using IBOR rates, IBORs are undergoing a change as regulators and industry groups have recommended that firms consider adoption of alternative, overnight risk-free rates (RFRs). Floating rate swap terms reflected as Libors may be using the RFR to calculate the actual rate" noteItem="C.11.f.i.2"/>
      <explntrNote note="If the RIC is part of the securities lending authorization agreement and has engaged in securities lending, the cash collateral will be adjusted on the next business day to maintain the required collateral amount." noteItem="C.12.a"/>
      <explntrNote note="If the fund holds Capital Contingent Convertible Notes, conversion to an issuing bank's common stock occurs should its capital fall beneath a specified threshold. The conversion of debt to equity will rebalance the issuer's debt to equity ratio, but as this amount is not known until the contingent event's occurrence, question c.9.f.iv will be represented as 1." noteItem="C.9.f.iv"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2026-07-19</ncom:dateSigned>
      <ncom:nameOfApplicant>AB PORTFOLIOS</ncom:nameOfApplicant>
      <ncom:signature>Stephen Woetzel</ncom:signature>
      <ncom:signerName>Stephen Woetzel</ncom:signerName>
      <ncom:title>Controller</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
