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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>Alliant Holdings Intermediate, LLC</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>Ally Bank Auto Credit-Linked Notes</name>
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        <fairValLevel>2</fairValLevel>
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        <title>Alphabet Inc</title>
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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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        <title>Amazon.com Inc</title>
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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>American Credit Acceptance Receivables 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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        <fairValLevel>2</fairValLevel>
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        <name>AVIS BUDGET CAR/FINANCE</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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Barclays Commercial Mortgage Securities LLC</name>
        <lei>N/A</lei>
        <title>BBCMS Mortgage Trust 2020-C7</title>
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        <fairValLevel>2</fairValLevel>
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        <name>The BAHA Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BDS Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>BDS Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BPR Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>BX Trust</name>
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        <name>BX Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BXSC Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BXSC Commercial Mortgage Trust 2022-WSS</title>
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          <isin value="US05610BAJ52"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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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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        <fairValLevel>2</fairValLevel>
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        <name>BFLD Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BINOM Securitization Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Blackbird Capital Aircraft</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Bridgecrest Lending Auto Securitization 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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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Buckhorn Park CLO, Ltd.</name>
        <lei>N/A</lei>
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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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      <invstOrSec>
        <name>Business Jet Securities, LLC</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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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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        <fairValLevel>2</fairValLevel>
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        <name>CCO HLDGS LLC/CAP CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>CCO HLDGS LLC/CAP CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CCO HLDGS LLC/CAP 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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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CANADA T-BILL</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
        <title>Canadian Treasury Bill</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CARNIVAL CORP LTD</name>
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        <invCountry>BM</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CARRIX INC</name>
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        <title>Carrix Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Castlelake Aircraft Securitization Trust</name>
        <lei>549300MHTIBONNXM3R82</lei>
        <title>Castlelake Aircraft Structured Trust 2019-1</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Castlelake Aircraft Securitization Trust</name>
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        <title>Castlelake Aircraft Structured Trust 2026-2</title>
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          <isin value="US14855UAA88"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Castlelake Aircraft Securitization Trust</name>
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        <title>Castlelake Aircraft Structured Trust 2026-1</title>
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        <fairValLevel>2</fairValLevel>
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        <name>SIX FLAGS/CANADA WON</name>
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        <title>Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Cedar Funding Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CENTURY COMMUNITIES</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CHAMP ACQUISITION CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Charter Communications Operating LLC</name>
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        <title>Charter Communications Operating LLC 2023 Term Loan B4</title>
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        <fairValLevel>2</fairValLevel>
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        <name>CIPHER COMPUTE LLC</name>
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        <title>Cipher Compute LLC</title>
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        <fairValLevel>2</fairValLevel>
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        <name>CLEAN HARBORS INC</name>
        <lei>5493000SJVZVZJKHJF48</lei>
        <title>Clean Harbors Inc</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>CLEAR CHANNEL OUTDOOR HO</name>
        <lei>254900XBEE6V1ENYS150</lei>
        <title>Clear Channel Outdoor Holdings Inc</title>
        <cusip>18453HAG1</cusip>
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        <name>Fannie Mae - CAS</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae - CAS</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae - CAS</name>
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        <fairValLevel>2</fairValLevel>
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        <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>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>CONSTELLIUM SE</name>
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        <title>Constellium SE</title>
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        <invCountry>FR</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>COREWEAVE FINANCING DDTL V LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cotiviti Corporation</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>CREDIT ACCEPTANC</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>DB Master Finance LLC</name>
        <lei>549300F17UZJL70BPB08</lei>
        <title>DB Master Finance LLC</title>
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        <fairValLevel>2</fairValLevel>
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        <name>DIAMONDBACK ENERGY INC</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>Diamondback Energy Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>DIRECTV FIN LLC/COINC</name>
        <lei>N/A</lei>
        <title>Directv Financing LLC / Directv Financing Co-Obligor Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>DIRECTV FIN LLC/COINC</name>
        <lei>N/A</lei>
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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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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Bank NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Australia &amp; New Zealand Banking Group Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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      <invstOrSec>
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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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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</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>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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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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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America NA</name>
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        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26FQKBB400N"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="IDR" exchangeRt="18001.42857143"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD CNH</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <title>PURCHASED CAD / SOLD USD</title>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Standard Chartered Bank</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <name>Goldman Sachs International</name>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <fairValLevel>2</fairValLevel>
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            <amtCurSold>26160000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <cusip>000000000</cusip>
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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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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED USD / SOLD AUD</title>
        <cusip>000000000</cusip>
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        <currencyConditional curCd="AUD" exchangeRt="1.42127181"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>1896000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED CHF / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FQKBBN4QH"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.80810371"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CH</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>1326010.59000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FQKBBNHZ4"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.40161457"/>
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        <pctVal>0.000988342373</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>Toronto-Dominion Bank</counterpartyName>
              <counterpartyLei>PT3QB789TSUIDF371261</counterpartyLei>
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            <amtCurSold>3386250.84000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>PURCHASED USD / SOLD AUD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FQKBBNHZQ"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.42127181"/>
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        <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>Toronto-Dominion Bank</counterpartyName>
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            <amtCurSold>4890000.00000000</amtCurSold>
            <curSold>AUD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED CHF / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FQKBBNRFC"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.80810371"/>
        <valUSD>-317.05000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas SA</counterpartyName>
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            <amtCurSold>1015038.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>820000.00000000</amtCurPur>
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            <settlementDt>2026-08-04</settlementDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED CHF / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.80810371"/>
        <valUSD>1397.44000000</valUSD>
        <pctVal>0.000030351111</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
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            <amtCurSold>3395443.77000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED JPY / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FQKBBP7VS"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="159.04982857"/>
        <valUSD>17964.84000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>1291687.62000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED USD / SOLD AUD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.42127181"/>
        <valUSD>-73888.80000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED USD / SOLD SEK</title>
        <cusip>000000000</cusip>
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        <currencyConditional curCd="SEK" exchangeRt="9.52018000"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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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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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED USD / SOLD AUD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.42127181"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</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>
      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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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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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</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>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD NZD</title>
        <cusip>000000000</cusip>
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        <currencyConditional curCd="NZD" exchangeRt="1.69743331"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED USD / SOLD AUD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.42127181"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FQKBBQW4M"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74198172"/>
        <valUSD>-400132.40000000</valUSD>
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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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              <counterpartyName>Royal Bank of Canada</counterpartyName>
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            <amtCurSold>12835000.00000000</amtCurSold>
            <curSold>GBP</curSold>
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            <settlementDt>2026-08-04</settlementDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FQKBBR6X3"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74198172"/>
        <valUSD>-82205.86000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP Paribas SA</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED CAD / SOLD USD</title>
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          <other otherDesc="Trade Identifier" value="26FQKBBR6XX"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.40161457"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED JPY / SOLD USD</title>
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        <balance>1.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED USD / SOLD NZD</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered Bank</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
        <title>PURCHASED JPY / SOLD USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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            <amtCurSold>4523334.47000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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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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          <other otherDesc="Trade Identifier" value="26FQKBBX4WM"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank NA</counterpartyName>
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            <amtCurSold>4890000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <title>PURCHASED EUR / SOLD USD</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26FQKBBX6B2"/>
        </identifiers>
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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>Barclays Bank PLC</counterpartyName>
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            <amtCurSold>12835000.00000000</amtCurSold>
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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 International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD CHF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FQKBBX6B9"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.80810371"/>
        <valUSD>-40813.55000000</valUSD>
        <pctVal>-0.00088643275</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>Goldman Sachs International</counterpartyName>
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            <amtCurSold>13720000.00000000</amtCurSold>
            <curSold>CHF</curSold>
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            <curPur>USD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>-40813.55000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED USD / SOLD MXN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FQKBBX6BH"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="17.32538571"/>
        <valUSD>-51883.69000000</valUSD>
        <pctVal>-0.00112686601</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>39600000.00000000</amtCurSold>
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            <settlementDt>2026-08-04</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED CHF / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FQKBBX6BK"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.80810371"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Barclays Bank PLC</counterpartyName>
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            <amtCurSold>1018735.97000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>2172.59000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FQKBBXXM4"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.86705382"/>
        <valUSD>-135872.84000000</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>Citibank NA</counterpartyName>
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            <amtCurSold>7898000.00000000</amtCurSold>
            <curSold>EUR</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FQKBBXXMF"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74198172"/>
        <valUSD>-326954.32000000</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>
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            <amtCurSold>10224000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED SEK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.52018000"/>
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        <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">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED USD / SOLD CHF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FQKBBXXML"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.80810371"/>
        <valUSD>-7502.28000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank NA</counterpartyName>
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            <amtCurSold>3650000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
        <lei>4PQUHN3JPFGFNF3BB653</lei>
        <title>PURCHASED USD / SOLD NOK</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD TWD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FQKBBZ8GR"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="TWD" exchangeRt="32.31117143"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>357740000.00000000</amtCurSold>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED USD / SOLD NZD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FQKBBZG6B"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="NZD" exchangeRt="1.69743331"/>
        <valUSD>-40964.71000000</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>UBS AG</counterpartyName>
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            <amtCurSold>1670000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>942873.65000000</amtCurPur>
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            <settlementDt>2026-08-04</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
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        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <title>PURCHASED USD / SOLD AUD</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Goldman Sachs International</name>
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        <name>Royal Bank of Canada</name>
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        <name>Toronto-Dominion Bank</name>
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        <name>Barclays Bank PLC</name>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26FRKBB2CJR"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>UBS AG</counterpartyName>
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            <amtCurSold>19220558000.00000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD COP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBB2CKP"/>
        </identifiers>
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        <currencyConditional curCd="COP" exchangeRt="3157.81428571"/>
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        <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>Goldman Sachs International</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED JPY / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBB2CLB"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="159.04982857"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Barclays Bank PLC</counterpartyName>
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            <amtCurSold>954188.59000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>PURCHASED AUD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBB2LDL"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.42127181"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Toronto-Dominion Bank</counterpartyName>
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            <amtCurSold>131098912.65000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Australia &amp; New Zealand Banking Group Ltd.</name>
        <lei>JHE42UYNWWTJB8YTTU19</lei>
        <title>PURCHASED USD / SOLD SGD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBB3W1G"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="SGD" exchangeRt="1.28208314"/>
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        <pctVal>-0.00408494107</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>Australia &amp; New Zealand Banking Group Ltd.</counterpartyName>
              <counterpartyLei>JHE42UYNWWTJB8YTTU19</counterpartyLei>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED USD / SOLD AUD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBB3W3H"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.42127181"/>
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        <pctVal>-0.00220891818</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>BNP Paribas SA</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
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            <amtCurSold>7225000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>4981771.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>-101704.04000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD PEN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBB3W47"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.39901429"/>
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        <pctVal>-0.00041167625</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>Goldman Sachs International</counterpartyName>
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            <amtCurSold>9310000.00000000</amtCurSold>
            <curSold>PEN</curSold>
            <amtCurPur>2720074.79000000</amtCurPur>
            <curPur>USD</curPur>
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            <unrealizedAppr>-18954.59000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD SEK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBB77WG"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.52018000"/>
        <valUSD>-64969.98000000</valUSD>
        <pctVal>-0.00141108819</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>Goldman Sachs International</counterpartyName>
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            <amtCurSold>33130000.00000000</amtCurSold>
            <curSold>SEK</curSold>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED NZD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBB7C0X"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="NZD" exchangeRt="1.69743331"/>
        <valUSD>686839.68000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
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            <amtCurSold>17013413.90000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED NOK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBB7C1K"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="9.47798343"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <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>
          <other otherDesc="Trade Identifier" value="26FRKBB7V55"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.40161457"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
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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 CAD</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED PEN / SOLD USD</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>PURCHASED USD / SOLD MXN</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="17.32538571"/>
        <valUSD>-788463.19000000</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">
            <counterparties>
              <counterpartyName>Deutsche Bank AG</counterpartyName>
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            <amtCurSold>991587000.00000000</amtCurSold>
            <curSold>MXN</curSold>
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            <settlementDt>2026-08-04</settlementDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</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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          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America NA</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Bank of America NA</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>PURCHASED MXN / SOLD USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="17.32538571"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED USD / SOLD AUD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.42127181"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <currencyConditional curCd="CAD" exchangeRt="1.40161457"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>UBS AG</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>PURCHASED USD / SOLD IDR</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <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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            <amtCurSold>12187000000.00000000</amtCurSold>
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            <settlementDt>2026-08-04</settlementDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD INR</title>
        <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>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD ZAR</title>
        <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>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED NZD / SOLD USD</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED EUR / SOLD USD</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD ZAR</title>
        <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>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED TWD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TWD" exchangeRt="32.31117143"/>
        <valUSD>-346122.85000000</valUSD>
        <pctVal>-0.00751746987</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <amtCurSold>26937390.27000000</amtCurSold>
            <curSold>USD</curSold>
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            <settlementDt>2026-08-04</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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        <name>Goldman Sachs International</name>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>UBS AG</name>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
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        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas SA</counterpartyName>
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            <amtCurSold>119000000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <cusip>000000000</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>PURCHASED EUR / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26FRKBBNQG7"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>49056734.30000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
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        <currencyConditional curCd="EUR" exchangeRt="0.86705382"/>
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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">
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            <amtCurSold>31936000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED GBP / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26FRKBBP38W"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74198172"/>
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        <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>Goldman Sachs International</counterpartyName>
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            <amtCurSold>3402165.22000000</amtCurSold>
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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>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBBPDHZ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74198172"/>
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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>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>80669000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered Bank</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
        <title>PURCHASED PHP / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBBPDKN"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PHP" exchangeRt="61.22114286"/>
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        <pctVal>0.001344812855</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Standard Chartered Bank</counterpartyName>
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            <amtCurSold>22251614.64000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED USD / SOLD HUF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBBPHR1"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="HUF" exchangeRt="316.45824286"/>
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        <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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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED HUF / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBBPR80"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="HUF" exchangeRt="316.45824286"/>
        <valUSD>-20154.50000000</valUSD>
        <pctVal>-0.00043773719</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED NZD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26FRKBBPXGX"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="NZD" exchangeRt="1.69743331"/>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED USD / SOLD NOK</title>
        <cusip>000000000</cusip>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD SEK</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26FRKBBQ7GB"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>PURCHASED JPY / SOLD USD</title>
        <cusip>000000000</cusip>
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        <currencyConditional curCd="JPY" exchangeRt="159.04982857"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Bank NA</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
        <title>PURCHASED AUD / SOLD USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <pctVal>0.006558168730</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <amtCurSold>14099935.55000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Westpac Banking Corp.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED USD / SOLD CHF</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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      <invstOrSec>
        <name>Citibank NA</name>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <title>PURCHASED GBP / SOLD USD</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <name>JPMorgan Chase Bank NA</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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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Bank NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citibank NA</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citibank NA</name>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Credit Agricole CIB</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD EUR</title>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bank of America NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</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>Bank of America NA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Citibank NA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Wells Fargo Bank NA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley &amp; Co. International PLC</name>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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        <name>Citibank NA</name>
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        <name>Citibank NA</name>
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        <name>Goldman Sachs International</name>
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        <name>Royal Bank of Canada</name>
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      <invstOrSec>
        <name>Citibank NA</name>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bank of America NA</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>Goldman Sachs International</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>Royal Bank of Canada</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citibank NA</name>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Citibank NA</name>
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      <invstOrSec>
        <name>UBS AG</name>
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      <invstOrSec>
        <name>UBS AG</name>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce</name>
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        <name>Goldman Sachs International</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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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Credit Agricole CIB</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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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>Deutsche Bank AG</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>CL</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Standard Chartered Bank</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <title>PURCHASED USD / SOLD PHP</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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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>Barclays Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</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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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
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        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      <invstOrSec>
        <name>BNP Paribas SA</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>BNP Paribas SA</name>
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        <cusip>000000000</cusip>
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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>Barclays Bank PLC</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>Citibank NA</name>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>UBS AG</name>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citibank NA</name>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <name>Deutsche Bank AG</name>
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        <name>BNP Paribas SA</name>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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      <invstOrSec>
        <name>UBS AG</name>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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            <amtCurSold>1144122.30000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered Bank</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
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        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
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            <amtCurSold>13505237.71000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <title>PURCHASED USD / SOLD THB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GAKBCFLHL"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="THB" exchangeRt="33.38250000"/>
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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>Barclays Bank PLC</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED EUR / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26GAKBCHWCJ"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Barclays Bank PLC</counterpartyName>
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            <amtCurSold>218664.75000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED USD / SOLD PLN</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26GAKBCHWCK"/>
        </identifiers>
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        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.73568143"/>
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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>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
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        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.42127181"/>
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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">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
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            <amtCurSold>3367593.37000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Bank NA</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
        <title>PURCHASED EUR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GBKBB2QV6"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.86705382"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Wells Fargo Bank NA</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GBKBB75F3"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
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            <amtCurSold>10176840.49000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
          <other otherDesc="Trade Identifier" value="26GBKBB75MK"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
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            <amtCurSold>78860000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED USD / SOLD SEK</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26GBKBB75N0"/>
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        <balance>1.00000000</balance>
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        <valUSD>-18561.24000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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              <counterpartyName>UBS AG</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.40161457"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <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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        <currencyConditional curCd="AUD" exchangeRt="1.42127181"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD NZD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <valUSD>-106877.81000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED USD / SOLD SEK</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
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        <valUSD>-15623.76000000</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">
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</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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        <name>Citibank NA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Barclays Bank PLC</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>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</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>Barclays Bank PLC</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>Barclays Bank PLC</name>
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        <cusip>000000000</cusip>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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            <amtCurSold>13528707.81000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="HUF" exchangeRt="316.45824286"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America NA</name>
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        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.42127181"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>Bank of America NA</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>PURCHASED USD / SOLD ZAR</title>
        <cusip>000000000</cusip>
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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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        <currencyConditional curCd="CAD" exchangeRt="1.40161457"/>
        <valUSD>-95968.93000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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            <amtCurSold>12780000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <cusip>000000000</cusip>
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        <currencyConditional curCd="CHF" exchangeRt="0.80810371"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
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        <title>PURCHASED USD / SOLD NZD</title>
        <cusip>000000000</cusip>
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      <invstOrSec>
        <name>Citibank NA</name>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <title>PURCHASED SEK / SOLD USD</title>
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        <assetCat>DFE</assetCat>
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        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED GBP / SOLD USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Citibank 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>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
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      <invstOrSec>
        <name>Wells Fargo Bank NA</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>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royal Bank of Canada</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>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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      <invstOrSec>
        <name>Citibank NA</name>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</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>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Standard Chartered Bank</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>Bank of America NA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Citibank NA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Citibank NA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Citibank NA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Barclays Bank PLC</name>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <name>Deutsche Bank AG</name>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <title>PURCHASED USD / SOLD SGD</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</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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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Toronto-Dominion Bank</name>
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        <fairValLevel>2</fairValLevel>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered Bank</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</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>Barclays Bank PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citibank NA</name>
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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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        <securityLending>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <title>PURCHASED USD / SOLD JPY</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
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        <title>PURCHASED USD / SOLD CAD</title>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <title>PURCHASED PLN / SOLD USD</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
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        <name>Barclays Bank PLC</name>
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        <name>Citibank NA</name>
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      <invstOrSec>
        <name>Citibank NA</name>
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      <invstOrSec>
        <name>Citibank NA</name>
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        <title>PURCHASED USD / SOLD COP</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bank of America NA</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>UBS AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Credit Agricole CIB</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>Deutsche Bank AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</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>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED EUR / SOLD USD</title>
        <cusip>000000000</cusip>
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        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <name>Royal Bank of Canada</name>
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        <name>Citibank NA</name>
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        <name>UBS AG</name>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Citibank NA</name>
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        <name>Citibank NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UBS AG</name>
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        <name>UBS AG</name>
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        <name>Wells Fargo Bank NA</name>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>Goldman Sachs International</name>
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        <name>Deutsche Bank AG</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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        <fairValLevel>2</fairValLevel>
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        <name>Goldman Sachs International</name>
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        <name>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Goldman Sachs International</name>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Wells Fargo Bank NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</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>BNP Paribas SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Goldman Sachs International</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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        <name>Citibank NA</name>
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        <name>BNP Paribas SA</name>
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        <name>Citibank NA</name>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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        <cusip>000000000</cusip>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD JPY</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>Deutsche Bank AG</name>
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        <name>UBS AG</name>
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        <name>Citibank NA</name>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED CZK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GNKBB3G2Z"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CZK" exchangeRt="21.00224286"/>
        <valUSD>26650.63000000</valUSD>
        <pctVal>0.000578827165</pctVal>
        <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>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>3212051.09000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>68020000.00000000</amtCurPur>
            <curPur>CZK</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>26650.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED SEK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GNKBB3G4K"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.52018000"/>
        <valUSD>48814.95000000</valUSD>
        <pctVal>0.001060215804</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>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <amtCurSold>3207426.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31000000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>48814.95000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED USD / SOLD NZD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GNKBB3G4X"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.69743331"/>
        <valUSD>-14153.31000000</valUSD>
        <pctVal>-0.00030739687</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>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>3535000.00000000</amtCurSold>
            <curSold>NZD</curSold>
            <amtCurPur>2068402.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>-14153.31000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED GBP / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GNKBB3G5L"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74198172"/>
        <valUSD>5231.96000000</valUSD>
        <pctVal>0.000113633357</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>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <amtCurSold>2985407.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2219000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>5231.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED NOK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GNKBB3G5P"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="9.47798343"/>
        <valUSD>64796.63000000</valUSD>
        <pctVal>0.001407323190</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <amtCurSold>3209106.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>31030000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>64796.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED USD / SOLD AUD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GNKBB3G6M"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.42127181"/>
        <valUSD>-18906.46000000</valUSD>
        <pctVal>-0.00041063091</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>BNP Paribas SA</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <amtCurSold>6905000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>4839418.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>-18906.46000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>PURCHASED JPY / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GNKBB5B6W"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="159.04982857"/>
        <valUSD>21629.75000000</valUSD>
        <pctVal>0.000469778270</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMorgan Chase Bank NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>1032756.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>167700000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>21629.75000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED NZD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GNKBB8FS5"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.69524641"/>
        <valUSD>6864.07000000</valUSD>
        <pctVal>0.000149081285</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>880912.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1505000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2026-09-16</settlementDt>
            <unrealizedAppr>6864.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED CHF / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GNKBB8FST"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.80428140"/>
        <valUSD>250.80000000</valUSD>
        <pctVal>0.000005447145</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>155167.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>125000.00000000</amtCurPur>
            <curPur>CHF</curPur>
            <settlementDt>2026-09-16</settlementDt>
            <unrealizedAppr>250.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED NOK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GNKBB8FT3"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="9.48407053"/>
        <valUSD>15595.76000000</valUSD>
        <pctVal>0.000338725559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>730919.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7080000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2026-09-16</settlementDt>
            <unrealizedAppr>15595.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GNKBB8FTW"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.39895400"/>
        <valUSD>7291.76000000</valUSD>
        <pctVal>0.000158370318</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>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>3116470.71000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4370000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2026-09-16</settlementDt>
            <unrealizedAppr>7291.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED AUD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GNKBB8FVM"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.42239146"/>
        <valUSD>4177.42000000</valUSD>
        <pctVal>0.000090729719</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>776198.47000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1110000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2026-09-16</settlementDt>
            <unrealizedAppr>4177.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED SEK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GNKBB8FWH"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.49831513"/>
        <valUSD>14015.54000000</valUSD>
        <pctVal>0.000304404634</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>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>854559.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8250000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2026-09-16</settlementDt>
            <unrealizedAppr>14015.54000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED JPY / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GNKBB8FWS"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="158.51269667"/>
        <valUSD>3980.68000000</valUSD>
        <pctVal>0.000086456707</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>190325.52000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>30800000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2026-09-16</settlementDt>
            <unrealizedAppr>3980.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED GBP / SOLD USD</title>
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          <other otherDesc="Trade Identifier" value="26GQKBB5QN9"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.74198172"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <amtCurSold>3424085.60000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26GQKBB5QP5"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.40161457"/>
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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>BNP Paribas SA</counterpartyName>
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            <amtCurSold>3485000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <title>PURCHASED NZD / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26GQKBB7BQR"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="NZD" exchangeRt="1.69743331"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Barclays Bank PLC</counterpartyName>
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            <amtCurSold>3417834.88000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26GQKBB7BRG"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="159.04982857"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Barclays Bank PLC</counterpartyName>
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            <amtCurSold>6855198.37000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED JPY / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26GQKBB7KD6"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="159.04982857"/>
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        <pctVal>0.010763326214</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <amtCurSold>17141669.93000000</amtCurSold>
            <curSold>USD</curSold>
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            <unrealizedAppr>495570.08000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>PURCHASED USD / SOLD CHF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GQKBB909D"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.80810371"/>
        <valUSD>-177131.27000000</valUSD>
        <pctVal>-0.00384712822</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>Deutsche Bank AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
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            <amtCurSold>13990000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>17135003.00000000</amtCurPur>
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            <unrealizedAppr>-177131.27000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED JPY / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GQKBB9LQ6"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="159.04982857"/>
        <valUSD>499837.47000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <amtCurSold>17137402.54000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD AUD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GQKBBLLS6"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.42127181"/>
        <valUSD>-9584.28000000</valUSD>
        <pctVal>-0.00020816174</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>Goldman Sachs International</counterpartyName>
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            <amtCurSold>3435000.00000000</amtCurSold>
            <curSold>AUD</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED NZD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GQKBBLLSJ"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="NZD" exchangeRt="1.69743331"/>
        <valUSD>29991.09000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <amtCurSold>2403094.19000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED GBP / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GQKBBNKLF"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74198172"/>
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        <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>Citibank NA</counterpartyName>
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            <amtCurSold>14425613.52000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED USD / SOLD NZD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GQKBBSS0G"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.69743331"/>
        <valUSD>-155507.51000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Barclays Bank PLC</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered Bank</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
        <title>PURCHASED USD / SOLD NOK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GQKBBSS0T"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="9.47798343"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>Standard Chartered Bank</counterpartyName>
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            <amtCurSold>44170000.00000000</amtCurSold>
            <curSold>NOK</curSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED USD / SOLD CHF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GQKBBSSZ3"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.80810371"/>
        <valUSD>-75659.25000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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            <amtCurSold>7455000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.40161457"/>
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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>
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <amtCurSold>32150730.36000000</amtCurSold>
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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 EUR</title>
        <cusip>000000000</cusip>
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        </identifiers>
        <balance>1.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
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            <amtCurSold>16083000.00000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>PURCHASED GBP / SOLD USD</title>
        <cusip>000000000</cusip>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Deutsche Bank AG</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
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        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED EUR / SOLD USD</title>
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        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED SEK / SOLD USD</title>
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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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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED CHF / SOLD USD</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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            <amtCurSold>1029071.26000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED CHF / SOLD USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.80810371"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <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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        <currencyConditional curCd="HUF" exchangeRt="316.45824286"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED EUR / SOLD USD</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED USD / SOLD SEK</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED USD / SOLD AUD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GQKBBZBBG"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
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        <pctVal>-0.00035842910</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>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
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            <amtCurSold>2455000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1710823.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>-16502.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered Bank</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
        <title>PURCHASED HUF / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GQKBCC6DM"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="316.45824286"/>
        <valUSD>52419.18000000</valUSD>
        <pctVal>0.001138496364</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>HU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Standard Chartered Bank</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
            </counterparties>
            <amtCurSold>3751558.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1203800000.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>52419.18000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>PURCHASED USD / SOLD CAD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GQKBCC6DV"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.40161457"/>
        <valUSD>-14994.63000000</valUSD>
        <pctVal>-0.00032566956</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>Toronto-Dominion Bank</counterpartyName>
              <counterpartyLei>PT3QB789TSUIDF371261</counterpartyLei>
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            <amtCurSold>4845000.00000000</amtCurSold>
            <curSold>CAD</curSold>
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            <curPur>USD</curPur>
            <settlementDt>2026-08-04</settlementDt>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GRKBB0KJ1"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74198172"/>
        <valUSD>-33549.32000000</valUSD>
        <pctVal>-0.00072866036</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>Deutsche Bank AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
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            <amtCurSold>2234000.00000000</amtCurSold>
            <curSold>GBP</curSold>
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            <curPur>USD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>-33549.32000000</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>PURCHASED COP / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GRKBB0KJC"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3157.81428571"/>
        <valUSD>68638.66000000</valUSD>
        <pctVal>0.001490768547</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Bank of America NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>3662169.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>11781200000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>68638.66000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED NZD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GRKBB0KKC"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.69743331"/>
        <valUSD>716995.07000000</valUSD>
        <pctVal>0.015572473287</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>41051950.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>70900000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>716995.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED NZD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GRKBB1S9J"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NZD" exchangeRt="1.69743331"/>
        <valUSD>98211.14000000</valUSD>
        <pctVal>0.002133055606</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas SA</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <amtCurSold>5274606.72000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9120000.00000000</amtCurPur>
            <curPur>NZD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>98211.14000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED USD / SOLD SEK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GRKBB1TBC"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.52018000"/>
        <valUSD>-74965.53000000</valUSD>
        <pctVal>-0.00162818234</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>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>33510000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>3444925.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>-74965.53000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED PLN / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GRKBB1TBN"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PLN" exchangeRt="3.73568143"/>
        <valUSD>108006.00000000</valUSD>
        <pctVal>0.002345790954</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>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>7033662.93000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>26679000.00000000</amtCurPur>
            <curPur>PLN</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>108006.00000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
        <lei>4PQUHN3JPFGFNF3BB653</lei>
        <title>PURCHASED USD / SOLD NOK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GRKBB1TCL"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="9.47798343"/>
        <valUSD>-36515.64000000</valUSD>
        <pctVal>-0.00079308610</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>Morgan Stanley &amp; Co. International PLC</counterpartyName>
              <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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            <amtCurSold>30810000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>3214175.84000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>-36515.64000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED HUF / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GRKBB1TCT"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HUF" exchangeRt="316.45824286"/>
        <valUSD>29717.76000000</valUSD>
        <pctVal>0.000645442406</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>HU</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>7169336.31000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2278200000.00000000</amtCurPur>
            <curPur>HUF</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>29717.76000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered Bank</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
        <title>PURCHASED USD / SOLD INR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GRKBB1TF4"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="95.44642857"/>
        <valUSD>-65732.54000000</valUSD>
        <pctVal>-0.00142765029</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>Standard Chartered Bank</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
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            <amtCurSold>574650000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>5954922.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>-65732.54000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED ILS / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GRKBB1TGX"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ILS" exchangeRt="3.05609714"/>
        <valUSD>-6916.16000000</valUSD>
        <pctVal>-0.00015021263</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>IL</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>2999294.86000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>9145000.00000000</amtCurPur>
            <curPur>ILS</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>-6916.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED USD / SOLD CAD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GRKBB31G9"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.40161457"/>
        <valUSD>-1927.64000000</valUSD>
        <pctVal>-0.00004186656</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>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>732000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>520327.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>-1927.64000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Bank NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED USD / SOLD CHF</title>
        <cusip>000000000</cusip>
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        <currencyConditional curCd="CHF" exchangeRt="0.80810371"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>UBS AG</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED ZAR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.56260863"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <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>Bank of America NA</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
        <title>PURCHASED JPY / SOLD USD</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="158.71112167"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Bank of America NA</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED GBP / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74198172"/>
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        <pctVal>0.000026364356</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>UBS AG</counterpartyName>
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            <amtCurSold>93128.07000000</amtCurSold>
            <curSold>USD</curSold>
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        <securityLending>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED USD / SOLD SEK</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.52018000"/>
        <valUSD>-1687.74000000</valUSD>
        <pctVal>-0.00003665616</pctVal>
        <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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            <settlementDt>2026-08-04</settlementDt>
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        <securityLending>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>PURCHASED EUR / SOLD USD</title>
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        <currencyConditional curCd="EUR" exchangeRt="0.86556310"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
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        <currencyConditional curCd="GBP" exchangeRt="0.74199267"/>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>PURCHASED USD / SOLD CAD</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>PURCHASED USD / SOLD CHF</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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            <amtCurSold>1315000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
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        <invCountry>NO</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Royal Bank of Canada</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>Standard Chartered Bank</name>
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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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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Standard Chartered Bank</counterpartyName>
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      <invstOrSec>
        <name>UBS AG</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>Standard Chartered Bank</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Deutsche Bank AG</name>
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        <title>PURCHASED USD / SOLD EUR</title>
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      <invstOrSec>
        <name>Citibank NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citibank NA</name>
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        <cusip>000000000</cusip>
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      <invstOrSec>
        <name>UBS AG</name>
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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>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED CHF / SOLD USD</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered Bank</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
        <title>PURCHASED USD / SOLD SEK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GSKBBXNFR"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.52018000"/>
        <valUSD>-80889.03000000</valUSD>
        <pctVal>-0.00175683531</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>Standard Chartered Bank</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
            </counterparties>
            <amtCurSold>44450000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>4588140.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>-80889.03000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED AUD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GSKBBZVH0"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.42127181"/>
        <valUSD>215.96000000</valUSD>
        <pctVal>0.000004690452</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas SA</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <amtCurSold>39185.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>56000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>215.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED PEN / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GSKBCCS30"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.40245333"/>
        <valUSD>23408.59000000</valUSD>
        <pctVal>0.000508413038</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP Paribas SA</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <amtCurSold>6611509.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>22575000.00000000</amtCurPur>
            <curPur>PEN</curPur>
            <settlementDt>2026-09-01</settlementDt>
            <unrealizedAppr>23408.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED USD / SOLD PEN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GSKBCCS4Z"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="PEN" exchangeRt="3.39901429"/>
        <valUSD>-23143.61000000</valUSD>
        <pctVal>-0.00050265791</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>BNP Paribas SA</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <amtCurSold>22575000.00000000</amtCurSold>
            <curSold>PEN</curSold>
            <amtCurPur>6618487.79000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>-23143.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>PURCHASED USD / SOLD SEK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GTKBB012J"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.52018000"/>
        <valUSD>-103211.08000000</valUSD>
        <pctVal>-0.00224164970</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>Royal Bank of Canada</counterpartyName>
              <counterpartyLei>ES7IP3U3RHIGC71XBU11</counterpartyLei>
            </counterparties>
            <amtCurSold>45359000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>4661299.68000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>-103211.08000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED USD / SOLD SEK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GTKBB01RD"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="9.52018000"/>
        <valUSD>-206770.24000000</valUSD>
        <pctVal>-0.00449085938</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>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>88051000.00000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>9042109.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>-206770.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED NOK / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GTKBB01RK"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="NOK" exchangeRt="9.47798343"/>
        <valUSD>200287.27000000</valUSD>
        <pctVal>0.004350055240</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Barclays Bank PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>9055901.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>87730000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>200287.27000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>PURCHASED CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GTKBB0LR2"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.40161457"/>
        <valUSD>138973.19000000</valUSD>
        <pctVal>0.003018369831</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>Deutsche Bank AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>22873772.73000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>32255000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>138973.19000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GTKBB2441"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.86705382"/>
        <valUSD>-72107.45000000</valUSD>
        <pctVal>-0.00156610747</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>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <amtCurSold>4443000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>5052141.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>-72107.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>PURCHASED INR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GTKBB245B"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="INR" exchangeRt="95.44642857"/>
        <valUSD>22624.33000000</valUSD>
        <pctVal>0.000491379633</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Deutsche Bank AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>8515987.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>814980000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>22624.33000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
        <lei>4PQUHN3JPFGFNF3BB653</lei>
        <title>PURCHASED COP / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GTKBB2QNZ"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="COP" exchangeRt="3157.81428571"/>
        <valUSD>193180.42000000</valUSD>
        <pctVal>0.004195700997</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Morgan Stanley &amp; Co. International PLC</counterpartyName>
              <counterpartyLei>4PQUHN3JPFGFNF3BB653</counterpartyLei>
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            <amtCurSold>16404899.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>52413653000.00000000</amtCurPur>
            <curPur>COP</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>193180.42000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED USD / SOLD JPY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GTKBB2QQC"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="159.04982857"/>
        <valUSD>-109482.47000000</valUSD>
        <pctVal>-0.00237785852</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>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>601700000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>3673608.69000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>-109482.47000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED ZAR / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GTKBB2QRS"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.52601286"/>
        <valUSD>58039.28000000</valUSD>
        <pctVal>0.001260559765</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>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>4361054.46000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>73030000.00000000</amtCurPur>
            <curPur>ZAR</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>58039.28000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED GBP / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GTKBB2QSP"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74198172"/>
        <valUSD>142778.73000000</valUSD>
        <pctVal>0.003101022659</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>BNP Paribas SA</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <amtCurSold>10702501.95000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>8047000.00000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2026-08-04</settlementDt>
            <unrealizedAppr>142778.73000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
        <lei>4PQUHN3JPFGFNF3BB653</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HSBC Bank PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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      <invstOrSec>
        <name>UBS AG</name>
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        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
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        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <cusip>000000000</cusip>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED USD / SOLD MXN</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED USD / SOLD EUR</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>PURCHASED USD / SOLD EUR</title>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED EUR / SOLD GBP</title>
        <cusip>000000000</cusip>
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        <curCd>N/A</curCd>
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        <invCountry>XX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Deutsche Bank AG</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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      <invstOrSec>
        <name>UBS AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <assetCat>DFE</assetCat>
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        <invCountry>CZ</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <securityLending>
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      <invstOrSec>
        <name>Barclays Bank PLC</name>
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        <title>PURCHASED AUD / SOLD USD</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED USD / SOLD INR</title>
        <cusip>000000000</cusip>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Barclays Bank PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>PURCHASED EUR / SOLD USD</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
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        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <title>PURCHASED USD / SOLD NZD</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED EUR / SOLD USD</title>
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      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED USD / SOLD JPY</title>
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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>
        <title>PURCHASED USD / SOLD GBP</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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            <amtCurSold>3437000.00000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
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        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED CZK / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26GUKBB08T2"/>
        </identifiers>
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        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED GBP / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26GUKBB08TD"/>
        </identifiers>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank NA</counterpartyName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED PHP / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26GUKBB08TG"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="PHP" exchangeRt="61.24036667"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>PH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <amtCurSold>8290149.54000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
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        <title>PURCHASED AUD / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26GUKBB08TH"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>BNP Paribas SA</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
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        <cusip>000000000</cusip>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>NO</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED NZD / SOLD USD</title>
        <cusip>000000000</cusip>
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        <currencyConditional curCd="NZD" exchangeRt="1.69595486"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Citibank NA</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD KRW</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26GUKBB08VN"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Citibank NA</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>PURCHASED GBP / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GUKBB08VZ"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank NA</counterpartyName>
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            <amtCurSold>15180548.97000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD EUR</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26GUKBB08WN"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.86608983"/>
        <valUSD>-101465.36000000</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">
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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            <amtCurSold>7269000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>PURCHASED USD / SOLD MXN</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26GUKBB08XG"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="17.36638667"/>
        <valUSD>-22508.36000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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            <amtCurSold>40100000.00000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD CAD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26GUKBB2D53"/>
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        <currencyConditional curCd="CAD" exchangeRt="1.39993650"/>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED USD / SOLD NOK</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>PURCHASED AUD / SOLD USD</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED USD / SOLD JPY</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <currencyConditional curCd="JPY" exchangeRt="159.04982857"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citibank NA</name>
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          <other otherDesc="Trade Identifier" value="26GUKBB5KQ6"/>
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        <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>Citibank NA</counterpartyName>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
        <lei>4PQUHN3JPFGFNF3BB653</lei>
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        <cusip>000000000</cusip>
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        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Morgan Stanley &amp; Co. International PLC</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED BRL / SOLD USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26GUKBB5KQW"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>BR</invCountry>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BNP Paribas SA</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <currencyConditional curCd="AUD" exchangeRt="1.42206776"/>
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        <assetCat>DFE</assetCat>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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        <cusip>000000000</cusip>
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          <other otherDesc="Trade Identifier" value="26GUKBB5KRC"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.74199708"/>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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      <invstOrSec>
        <name>Morgan Stanley &amp; Co. International PLC</name>
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        <cusip>000000000</cusip>
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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>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royal Bank of Canada</name>
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        <title>PURCHASED CHF / SOLD USD</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>Goldman Sachs International</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>UBS AG</name>
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      <invstOrSec>
        <name>Goldman Sachs International</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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      <invstOrSec>
        <name>UBS AG</name>
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        <name>State Street Bank &amp; Trust Co.</name>
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        <name>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>Goldman Sachs International</name>
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        <name>Deutsche Bank AG</name>
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      </invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <name>Goldman Sachs International</name>
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        <name>Citibank NA</name>
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        <name>Barclays Bank PLC</name>
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        <name>UBS AG</name>
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        <name>Goldman Sachs International</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UBS AG</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>
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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>Goldman Sachs International</name>
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        <name>Goldman Sachs International</name>
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        <name>HSBC Bank PLC</name>
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        <name>HSBC Bank PLC</name>
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      <invstOrSec>
        <name>HSBC Bank PLC</name>
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        <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>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>1389639.02000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Bank PLC</name>
        <lei>MP6I5ZYZBEU3UXPYFY54</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GVKBCCKDQ"/>
        </identifiers>
        <balance>1.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1425.22000000"/>
        <valUSD>-299.97000000</valUSD>
        <pctVal>-0.00000651507</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>HSBC Bank PLC</counterpartyName>
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            <amtCurSold>116176.82000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED USD / SOLD CHF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GVKBCCKDV"/>
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        <balance>1.00000000</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.80564040"/>
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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>BNP Paribas SA</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
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            <amtCurSold>2830000.00000000</amtCurSold>
            <curSold>CHF</curSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Standard Chartered Bank</name>
        <lei>RILFO74KP1CM8P6PCT96</lei>
        <title>PURCHASED USD / SOLD THB</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GVKBCCKFG"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="THB" exchangeRt="33.30874167"/>
        <valUSD>-30.52000000</valUSD>
        <pctVal>-0.00000066286</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>Standard Chartered Bank</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
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            <amtCurSold>1010000.00000000</amtCurSold>
            <curSold>THB</curSold>
            <amtCurPur>30291.85000000</amtCurPur>
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            <unrealizedAppr>-30.52000000</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 CAD / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GVKBCD1LB"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.39993650"/>
        <valUSD>-21085.61000000</valUSD>
        <pctVal>-0.00045796005</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>Citibank NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>13907429.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>19440000.00000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2026-09-01</settlementDt>
            <unrealizedAppr>-21085.61000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>PURCHASED CNH / SOLD USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Trade Identifier" value="26GVKBCGHJ7"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.73751477"/>
        <valUSD>-181.57000000</valUSD>
        <pctVal>-0.00000394353</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>BNP Paribas SA</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
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            <amtCurSold>467861.44000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3151000.00000000</amtCurPur>
            <curPur>CNY</curPur>
            <settlementDt>2026-09-01</settlementDt>
            <unrealizedAppr>-181.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ECHOSTAR CORP</name>
        <lei>549300EE20907QZ9GT38</lei>
        <title>EchoStar Corp</title>
        <cusip>278768AA4</cusip>
        <identifiers>
          <isin value="US278768AA44"/>
        </identifiers>
        <balance>2050118.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2079229.68000000</valUSD>
        <pctVal>0.045158955765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ECHOSTAR CORP</name>
        <lei>549300EE20907QZ9GT38</lei>
        <title>EchoStar Corp</title>
        <cusip>278768AC0</cusip>
        <identifiers>
          <isin value="US278768AC00"/>
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        <balance>2300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2487916.00000000</valUSD>
        <pctVal>0.054035246645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Elmwood CLO VI Ltd</name>
        <lei>N/A</lei>
        <title>Elmwood CLO VI Ltd</title>
        <cusip>29001VBA6</cusip>
        <identifiers>
          <isin value="US29001VBA61"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1709639.00000000</valUSD>
        <pctVal>0.037131786217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.83000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Elmwood CLO 24 Ltd</name>
        <lei>N/A</lei>
        <title>Elmwood CLO 24 Ltd</title>
        <cusip>290020AN6</cusip>
        <identifiers>
          <isin value="US290020AN63"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2003370.00000000</valUSD>
        <pctVal>0.043511353306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Elmwood CLO III Ltd</name>
        <lei>N/A</lei>
        <title>Elmwood CLO III Ltd</title>
        <cusip>29002HBE8</cusip>
        <identifiers>
          <isin value="US29002HBE80"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1501608.00000000</valUSD>
        <pctVal>0.032613544285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.83000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge Inc</title>
        <cusip>29250NCH6</cusip>
        <identifiers>
          <isin value="US29250NCH61"/>
        </identifiers>
        <balance>6885000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6872155.48000000</valUSD>
        <pctVal>0.149256894665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENERGIZER HOLDINGS INC</name>
        <lei>5493000D6NN0V57UME20</lei>
        <title>Energizer Holdings Inc</title>
        <cusip>29272WAG4</cusip>
        <identifiers>
          <isin value="US29272WAG42"/>
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        <balance>659000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>624465.24000000</valUSD>
        <pctVal>0.013562810506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Epicor Software Corporation</name>
        <lei>JGNXVGGGXR4O1L5I7S73</lei>
        <title>Epicor Software Corporation 2024 Term Loan F</title>
        <cusip>29426NAZ7</cusip>
        <identifiers>
          <isin value="US29426NAZ78"/>
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        <balance>677925.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>646286.24000000</valUSD>
        <pctVal>0.014036742551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.48000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ESENTIA ENERGY DEV SAB</name>
        <lei>254900Q2VJTZZLC8UL64</lei>
        <title>Esentia Energy Development SAB de CV</title>
        <cusip>29642EAB8</cusip>
        <identifiers>
          <isin value="US29642EAB83"/>
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        <balance>2415000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2306928.75000000</valUSD>
        <pctVal>0.050104370083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Exeter Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Exeter Automobile Receivables Trust 2024-3</title>
        <cusip>30165AAE5</cusip>
        <identifiers>
          <isin value="US30165AAE55"/>
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        <balance>1195000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1201850.58000000</valUSD>
        <pctVal>0.026103088898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Exeter Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>Exeter Automobile Receivables Trust 2024-4</title>
        <cusip>30166UAF7</cusip>
        <identifiers>
          <isin value="US30166UAF75"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
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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>Extended Stay America Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>FORTESCUE TREASURY PTY L</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FORTESCUE TREASURY PTY L</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FS Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <title>Meta Platforms Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <title>Meta Platforms Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>FRTKL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FS Commerical Mortgage Trust 2023-4SZN</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Falcon Aerospace Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae - CAS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Connecticut Avenue Securities</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddiemac Strip</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Strips</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
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        <balance>225723.20000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FORTRESS INTERMEDIATE</name>
        <lei>254900NLAZ3JQJW5JP75</lei>
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          <isin value="US34966MAA09"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FOUNDRY JV HOLDCO LLC</name>
        <lei>21380048QROAMGM6EP30</lei>
        <title>Foundry JV Holdco LLC</title>
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          <isin value="US350930AC75"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Franklin Park Place CLO</name>
        <lei>N/A</lei>
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          <isin value="US35455HAJ77"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-15</maturityDt>
          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Multifamily Structured Credit Risk</name>
        <lei>529900LI975WW9HNVJ97</lei>
        <title>Freddie Mac Mscr Trust Mn14</title>
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          <isin value="US35562HAB42"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Multifamily Structured Credit Risk</name>
        <lei>549300FK6HM4FW58SP67</lei>
        <title>Freddie Mac Mscr Trust Mn3</title>
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          <isin value="US35563GAA76"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Multifamily Structured Credit Risk</name>
        <lei>529900NYZHC090WEXH18</lei>
        <title>Freddie Mac Mscr Trust Mn7</title>
        <cusip>35563QAA5</cusip>
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          <isin value="US35563QAA58"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Multifamily Structured Credit Risk</name>
        <lei>529900XKEN78GROIG538</lei>
        <title>Freddie Mac Mscr Trust Mn8</title>
        <cusip>35563RAA3</cusip>
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          <isin value="US35563RAA32"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Multifamily Structured Credit Risk</name>
        <lei>529900M14O2Z3FO2N217</lei>
        <title>Freddie Mac Mscr Trust Mn10</title>
        <cusip>35563UAA6</cusip>
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          <isin value="US35563UAA60"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.67000000</annualizedRt>
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      <invstOrSec>
        <name>Multifamily Structured Credit Risk</name>
        <lei>529900E2V0BG2KXC9E18</lei>
        <title>Freddie Mac Mscr Trust Mn11</title>
        <cusip>35563YAA8</cusip>
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          <isin value="US35563YAA82"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.27000000</annualizedRt>
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      <invstOrSec>
        <name>Multifamily Structured Credit Risk</name>
        <lei>529900E2V0BG2KXC9E18</lei>
        <title>Freddie Mac Mscr Trust Mn11</title>
        <cusip>35563YAB6</cusip>
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          <isin value="US35563YAB65"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-07-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>5493000KIGZAWUOW4E32</lei>
        <title>Freddie Mac STACR REMIC Trust 2023-HQA2</title>
        <cusip>35564K2G3</cusip>
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          <isin value="US35564K2G38"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.97000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>5493000IRLADKYZNON28</lei>
        <title>Freddie Mac STACR REMIC Trust 2022-HQA2</title>
        <cusip>35564KB65</cusip>
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          <isin value="US35564KB654"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>5493000IRJ8RDHSNEL96</lei>
        <title>Freddie Mac STACR REMIC Trust 2022-HQA3</title>
        <cusip>35564KE47</cusip>
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          <isin value="US35564KE476"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>5493000IRJ8RDHSNEL96</lei>
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          <isin value="US35564KE708"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>5493000IS30HKV5IAS29</lei>
        <title>Freddie Mac STACR REMIC Trust 2022-DNA6</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>5493000IS30HKV5IAS29</lei>
        <title>Freddie Mac STACR REMIC Trust 2022-DNA6</title>
        <cusip>35564KH77</cusip>
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          <isin value="US35564KH776"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.37000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>5493000ISOMSKCX2AW62</lei>
        <title>Freddie Mac STACR REMIC Trust 2021-DNA7</title>
        <cusip>35564KNE5</cusip>
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          <isin value="US35564KNE54"/>
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        <balance>600000.00000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>11.42000000</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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        <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>Barnes Group Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>GOLDEN STATE FOOD LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GoldenTree Loan Management US CLO, LTD</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>Golub Capital Partners Static Ltd</name>
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        <title>Golub Capital Partners Static 2024-1 Ltd</title>
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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>GREAT CAN GAMING/RAPTOR</name>
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        <invCountry>XX</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HONO Mortgage Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Hartwick Park CLO, Ltd.</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>HESS MIDSTREAM OPERATION</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Hilton Grand Vacations Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Home Re Ltd</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Home Re Ltd</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>Horizon Aircraft Finance</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HOWARD MIDSTREAM ENERGY</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HOWARD MIDSTREAM ENERGY</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HOWDEN UK REFINANCE / US</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>HUDSON PACIFIC PROPERTIE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HUMANA INC</name>
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        <title>Humana Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>HUT 8 DC LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ILIAD HOLDING SAS</name>
        <lei>9695009BGMXB527HV965</lei>
        <title>Iliad Holding SAS</title>
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          <isin value="US449691AC82"/>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>ILIAD HOLDING SAS</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ICON INVESTMENTS SIX DAC</name>
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        <invCountry>IE</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>INGRAM MICRO INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>INDUSTRIAL F&amp;B INV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>INTEL CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>INTERCONTINENTALEXCHANGE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Invesco CLO LTD</name>
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        <title>Invesco US CLO 2023-1 Ltd</title>
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        <fairValLevel>2</fairValLevel>
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        <name>IONIS PHARMACEUTICALS IN</name>
        <lei>549300SI4ZGLG0BLUZ92</lei>
        <title>Ionis Pharmaceuticals Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>Iron Mountain Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>IRON MOUNTAIN INC</name>
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        <title>Iron Mountain Inc</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JP Morgan Chase Commercial Mortgage Sec Trust</name>
        <lei>N/A</lei>
        <title>JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2</title>
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          <isin value="US46590MAW01"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-08-15</maturityDt>
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      <invstOrSec>
        <name>Chase Mortgage Finance Corporation</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>JPMorgan Chase Bank NA - CHASE</title>
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        <fairValLevel>2</fairValLevel>
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        <name>JH NORTH AMERICA HOLDING</name>
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        <title>JH North America Holdings Inc</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JH NORTH AMERICA HOLDING</name>
        <lei>254900A6FXA0D81TL967</lei>
        <title>JH North America Holdings Inc</title>
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          <isin value="US46593WAB19"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Jol Air</name>
        <lei>549300TS4MUGCDXPW498</lei>
        <title>JOL Air Ltd</title>
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        <balance>476119.68000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Jersey Mikes Funding LLC</name>
        <lei>N/A</lei>
        <title>Jersey Mike's Funding LLC</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JW Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JW Commercial Mortgage Trust 2026-MRCO</title>
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        <fairValLevel>2</fairValLevel>
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        <name>JW Commercial Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>KBR INC</name>
        <lei>254900OFQDXZRKRCV808</lei>
        <title>KBR Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>KSL Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>KSL Commercial Mortgage Trust 2026-HT3</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KAISER ALUMINUM CORP</name>
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        <title>Kaiser Aluminum Corp</title>
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        <fairValLevel>2</fairValLevel>
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        <name>KAISER ALUMINUM CORP</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Kinetic ABS Issuer LLC</name>
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        <title>Kinetic ABS Issuer LLC</title>
        <cusip>494600AA7</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KITE REALTY GROUP LP</name>
        <lei>549300X6R2GYI8Y3OD81</lei>
        <title>Kite Realty Group LP</title>
        <cusip>49803XAF0</cusip>
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        <balance>7860000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-12-15</maturityDt>
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      <invstOrSec>
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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>National Commercial Mortgage Trust 2026-IND</name>
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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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        <isRestrictedSec>N</isRestrictedSec>
        
        <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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      <invstOrSec>
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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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        <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>NISSAN MOTOR CO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NISSAN MOTOR 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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        <name>OZLM 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>Onslow Bay Financial LLC</name>
        <lei>2549007DTHVTGCMU8X03</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>OAK-EAGLE ACQUIRECO INC</name>
        <lei>6488ICS9P20290MA1H31</lei>
        <title>OAK-Eagle Acquireco Inc</title>
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          <isin value="US67124CAA18"/>
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        <fairValLevel>2</fairValLevel>
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        <name>OAK-EAGLE ACQUIRECO INC</name>
        <lei>6488ICS9P20290MA1H31</lei>
        <title>OAK-Eagle Acquireco Inc</title>
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          <isin value="US67124CAB90"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Onslow Bay Financial LLC</name>
        <lei>254900MNFOG277G50H13</lei>
        <title>OBX 2026-NQM6 Trust</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Onslow Bay Financial LLC</name>
        <lei>254900MNFOG277G50H13</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>OLYMPUS WTR US HLDG CORP</name>
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        <title>Olympus Water US Holding Corp</title>
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        <fairValLevel>2</fairValLevel>
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        <name>1011778 BC / NEW RED FIN</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Ocwen Loan Investment Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>1261229 BC LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>OPEN TEXT CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>FIBERCOP SPA</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>ORACLE CORP</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>Oracle Corp</title>
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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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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>Royal Caribbean Cruises Ltd</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LR</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>Royal Caribbean Cruises Ltd</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LR</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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      <invstOrSec>
        <name>SCG Hotel Issuer Inc</name>
        <lei>N/A</lei>
        <title>SCG Commercial Mortgage Trust 2026-MFP2</title>
        <cusip>78398PAC4</cusip>
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          <isin value="US78398PAC41"/>
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        <balance>2755000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
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      <invstOrSec>
        <name>Stonepeak</name>
        <lei>N/A</lei>
        <title>Stonepeak 2021-1 ABS</title>
        <cusip>78433XAB6</cusip>
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          <isin value="US78433XAB64"/>
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        <balance>1373364.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1345175.86000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-02-28</maturityDt>
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          <annualizedRt>2.68000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SLG Trust</name>
        <lei>N/A</lei>
        <title>SLG Office Trust 2026-OMA</title>
        <cusip>78451FAC0</cusip>
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          <isin value="US78451FAC05"/>
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        <balance>1855000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>SM ENERGY CO</name>
        <lei>84BUTVXV5ODI6BXNMH43</lei>
        <title>SM Energy Co</title>
        <cusip>78454LAY6</cusip>
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          <isin value="US78454LAY65"/>
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        <balance>1400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1422366.40000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SM ENERGY CO</name>
        <lei>84BUTVXV5ODI6BXNMH43</lei>
        <title>SM Energy Co</title>
        <cusip>78454LAZ3</cusip>
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          <isin value="US78454LAZ31"/>
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        <balance>1425000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1416201.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.63000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Santander Bank Auto Credit-Linked Notes</name>
        <lei>N/A</lei>
        <title>Santander Bank Auto Credit-Linked Notes Series 2025-A</title>
        <cusip>80290CCS1</cusip>
        <identifiers>
          <isin value="US80290CCS17"/>
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        <balance>710000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>706220.60000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.66000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SAUDI INTERNATIONAL BOND</name>
        <lei>635400FMICXSM3SI3H65</lei>
        <title>Saudi Government International Bond</title>
        <cusip>80413TBS7</cusip>
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          <isin value="US80413TBS78"/>
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        <balance>7820000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SCRIPPS ESCROW II INC</name>
        <lei>N/A</lei>
        <title>Scripps Escrow II Inc</title>
        <cusip>81105DAA3</cusip>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>456915.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.88000000</annualizedRt>
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      <invstOrSec>
        <name>REPUBLIC OF SERBIA</name>
        <lei>254900W94OCY91V32O78</lei>
        <title>Serbia International Bond</title>
        <cusip>817477AK8</cusip>
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          <isin value="US817477AK80"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RS</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SIX FLAGS ENT/SIX FLAG</name>
        <lei>N/A</lei>
        <title>Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co</title>
        <cusip>83002YAA7</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SIX FLAGS/CAN WON/MILLEN</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sixth Street CLO LTD.</name>
        <lei>2549009LM706L5P4IH84</lei>
        <title>Sixth Street CLO VIII Ltd</title>
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          <isin value="US83012VAE39"/>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sonic Capital LLC</name>
        <lei>54930089533DCF1JSH22</lei>
        <title>Sonic Capital LLC</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sound Point CLO LTD</name>
        <lei>549300UPX3H8ENJXHI23</lei>
        <title>Sound Point CLO V-R LTD</title>
        <cusip>83607EAG7</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Sound Point CLO LTD</name>
        <lei>549300Q00FJ0WHHYC788</lei>
        <title>Sound Point CLO II Ltd</title>
        <cusip>83608GAS5</cusip>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <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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        <fairValLevel>2</fairValLevel>
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        <name>SPRINT SPECTRUM / SPEC I</name>
        <lei>5493003BZYYYCDIO0R13</lei>
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          <isin value="US85208NAE04"/>
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        <fairValLevel>2</fairValLevel>
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        <name>BLOCK INC</name>
        <lei>549300OHIIUWSTIZME52</lei>
        <title>Block Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>STAPLES INC</name>
        <lei>XQM2JINI1UL7642TU573</lei>
        <title>Staples Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Staples Inc</name>
        <lei>XQM2JINI1UL7642TU573</lei>
        <title>Staples Inc 2024 Term Loan B</title>
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        <fairValLevel>2</fairValLevel>
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        <name>STAR PARENT INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>STAR 2025-SFR6 Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Starwood Capital Group</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>STINGRAY COMPUTE</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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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <name>SWORD PURCHASER LLC</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-04-15</maturityDt>
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        <name>Symphony CLO Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Symphony CLO Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Star Parent Inc</name>
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        <title>Star Parent Inc Term Loan B</title>
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        <fairValLevel>2</fairValLevel>
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        <name>T-MOBILE USA INC</name>
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        <title>T-Mobile USA Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>TSTAT 2022-1 Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TALOS PRODUCTION INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TECTA AMERICA CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>TERRAFORM POWER OPERATIN</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TERRAFORM POWER OPERATIN</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Thunderbolt Aircraft Lease Limited/ US LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Towd Point Mortgage Trust</name>
        <lei>25490010CSYSAQU59J50</lei>
        <title>Towd Point Mortgage Trust 2024-CES2</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Towd Point Mortgage Trust</name>
        <lei>254900HCCXAYNB40M417</lei>
        <title>Towd Point Mortgage Trust 2025-HE2</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Townsquare Media Inc</name>
        <lei>549300XBA8C68H0DR538</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>TRANSDIGM INC</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Enact Mortgage Insurance Corporation</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Tricon Residential</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Tricon Residential</name>
        <lei>549300Z2X1L1L3MID765</lei>
        <title>Tricon Residential 2026-SFR1 Trust</title>
        <cusip>895989AA9</cusip>
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          <isin value="US895989AA97"/>
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        <balance>2092659.39000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2088735.65000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.78000000</annualizedRt>
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      <invstOrSec>
        <name>Tricon Residential</name>
        <lei>549300Z2X1L1L3MID765</lei>
        <title>Tricon Residential 2026-SFR1 Trust</title>
        <cusip>895989AB7</cusip>
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          <isin value="US895989AB70"/>
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        <balance>839898.72000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Tricon Residential</name>
        <lei>549300Z2X1L1L3MID765</lei>
        <title>Tricon Residential 2022-SFR1 Trust</title>
        <cusip>89616QAD3</cusip>
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          <isin value="US89616QAD34"/>
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        <balance>490000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Tricon Residential</name>
        <lei>549300Z2X1L1L3MID765</lei>
        <title>Tricon Residential 2024-SFR2 Trust</title>
        <cusip>89616VAB6</cusip>
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          <isin value="US89616VAB62"/>
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        <balance>1210000.00000000</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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      <invstOrSec>
        <name>Tricon Residential</name>
        <lei>N/A</lei>
        <title>Tricon 2026-SFR2 Trust</title>
        <cusip>89617RAA6</cusip>
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        <balance>7175000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-06-17</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>TRIVIUM PACKAGING FIN</name>
        <lei>724500GMZWW3PVYET548</lei>
        <title>Trivium Packaging Finance BV</title>
        <cusip>89686QAC0</cusip>
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          <isin value="US89686QAC06"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>TRONOX INC</name>
        <lei>549300EPZ4YXC7E5P181</lei>
        <title>Tronox Inc</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TPG Real Estate Finance</name>
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        <title>TRTX 2025-FL6 Issuer Ltd</title>
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        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Truist Insurance Holdings LLC</name>
        <lei>N/A</lei>
        <title>Truist Insurance Holdings LLC 2nd Lien Term Loan</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Truist Insurance Holdings LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Truist Bank Auto Credit-Linked Notes</name>
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        <title>Truist Bank Auto Credit-Linked Notes Series 2025-1</title>
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        <fairValLevel>2</fairValLevel>
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        <name>280 Park Avenue Mortgage Trust</name>
        <lei>N/A</lei>
        <title>280 Park Avenue 2017-280P Mortgage Trust</title>
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        <fairValLevel>2</fairValLevel>
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        <name>SUNRISE FINCO I BV</name>
        <lei>213800MNFBDEQRS6HZ22</lei>
        <title>Sunrise FinCo I BV</title>
        <cusip>90320BAA7</cusip>
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        <balance>850000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>UNITED MEXICAN STATES</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>Mexico Government International Bond</title>
        <cusip>91087BBQ2</cusip>
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        <balance>5190000.00000000</balance>
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        <curCd>USD</curCd>
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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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        <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>VIKING CRUISES LTD</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>VineBrook Homes</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Westlake Automobile Receivables Trust</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MITSUBISHI UFJ INVESTOR</name>
        <lei>2138002PVBMEHILJ1340</lei>
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        <balance>1700000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
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          <delta>XXXX</delta>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
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        <balance>4753000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <terminationDt>2072-06-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>-75689.14000000</upfrontRcpt>
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            <notionalAmt>4753000.00000000</notionalAmt>
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            <unrealizedAppr>3352001.34000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: B9D0S8209 IRS EUR R V 06MEURIB 99D0S8233 CCPVANILLA / Short: B9D0S8209 IRS EUR P F  1.16000 99D0S8209 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D0S8209"/>
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        <balance>887500.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.86719000"/>
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        <pctVal>0.010415314662</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LCH Ltd.</counterpartyName>
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            <descRefInstrmnt>
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                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="6 mo. EURIBOR" floatingRtSpread="0.00000000" pmntAmt="3057.76000000">
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            <terminationDt>2072-06-15</terminationDt>
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            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>-16735.83000000</upfrontRcpt>
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            <unrealizedAppr>496869.35000000</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 International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>Long: 99D0XPOW1 CDS USD R F  5.00000 1 CORPORATE / Short: 99D0XPOW1 CDS USD P V 03MEVENT 2 CORPORATE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D0XPOW1"/>
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        <balance>3270000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>76462.40000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</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>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NCL Corp. Ltd.</issuerName>
                <issueTitle>NCL Corp. Ltd.</issueTitle>
                <identifiers>
                  <cusip value="68AGENAA3"/>
                  <isin value="US62886HBG56"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="18166.67000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">sell protection</otherPmntDesc>
            <terminationDt>2026-12-20</terminationDt>
            <upfrontPmnt>28336.45000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>3270000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>48125.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>Long: 99D0XPOZ4 CDS USD R F  5.00000 1 CORPORATE / Short: 99D0XPOZ4 CDS USD P V 03MEVENT 2 CORPORATE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D0XPOZ4"/>
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        <balance>980000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>22915.33000000</valUSD>
        <pctVal>0.000497699885</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</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>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NCL Corp. Ltd.</issuerName>
                <issueTitle>NCL Corp. Ltd.</issueTitle>
                <identifiers>
                  <cusip value="68AGENAA3"/>
                  <isin value="US62886HBG56"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="5444.44000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">sell protection</otherPmntDesc>
            <terminationDt>2026-12-20</terminationDt>
            <upfrontPmnt>8505.77000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>980000.00000000</notionalAmt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>Long: 99D0XPP00 CDS USD R F  5.00000 1 CORPORATE / Short: 99D0XPP00 CDS USD P V 03MEVENT 2 CORPORATE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D0XPP00"/>
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        <balance>2285000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Goldman Sachs International</counterpartyName>
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              <otherRefInst>
                <issuerName>NCL Corp. Ltd.</issuerName>
                <issueTitle>NCL Corp. Ltd.</issueTitle>
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                  <cusip value="68AGENAA3"/>
                  <isin value="US62886HBG56"/>
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              </otherRefInst>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="12694.44000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">sell protection</otherPmntDesc>
            <terminationDt>2026-12-20</terminationDt>
            <upfrontPmnt>19769.90000000</upfrontPmnt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: B9D0ZU632 IRS USD R V 12MUSCPI 99D0ZU640 CCPINFLATIONZERO / Short: B9D0ZU632 IRS USD P F  2.49000 99D0ZU632 CCPINFLATIONZERO</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>13939000.00000000</balance>
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                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: S9D0ZU749 IRS USD R F  2.49000 99D0ZU749 CCPINFLATIONZERO / Short: S9D0ZU749 IRS USD P V 12MUSCPI 99D0ZU731 CCPINFLATIONZERO</title>
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        <balance>13939000.00000000</balance>
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        <assetCat>DIR</assetCat>
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        <fairValLevel>2</fairValLevel>
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                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: S9D10GTA8 IRS USD R F  2.52000 99D10GTA8 CCPINFLATIONZERO / Short: S9D10GTA8 IRS USD P V 12MUSCPI 99D10GT91 CCPINFLATIONZERO</title>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LCH Ltd.</counterpartyName>
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                <identifiers>
                  <other otherDesc="N/A" value="N/A"/>
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              </otherRefInst>
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            <swapFlag>Y</swapFlag>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: B9D10GSL5 IRS USD R V 12MUSCPI 99D10GSM3 CCPINFLATIONZERO / Short: B9D10GSL5 IRS USD P F  2.49000 99D10GSL5 CCPINFLATIONZERO</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="99D10GSL5"/>
        </identifiers>
        <balance>11954000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>111136.34000000</valUSD>
        <pctVal>0.002413779059</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>
            <otherRecDesc fixedOrFloating="Other">Inflation based on U.S. CPI Urban Consumers NSA</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.49000000"/>
            <terminationDt>2035-03-03</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-17562.34000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>11954000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>128698.68000000</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: B9D11EI30 IRS NOK R V 06MNIBOR 99D11EI48 CCPVANILLA / Short: B9D11EI30 IRS NOK P F  4.03125 99D11EI30 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D11EI30"/>
        </identifiers>
        <balance>177958000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NOK" exchangeRt="9.47750000"/>
        <valUSD>180485.18000000</valUSD>
        <pctVal>0.003919972063</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>
            <floatingRecDesc curCd="NOK" fixedOrFloating="Floating" floatingRtIndex="6 mo. NOK NIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
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              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="NOK" fixedOrFloating="Fixed" fixedRt="4.03100000"/>
            <terminationDt>2035-12-18</terminationDt>
            <upfrontPmnt>82311.45000000</upfrontPmnt>
            <pmntCurCd>NOK</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>NOK</rcptCurCd>
            <notionalAmt>177958000.00000000</notionalAmt>
            <curCd>NOK</curCd>
            <unrealizedAppr>172365.89000000</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: B9D11E1P9 IRS CNY R V 00MCNRR 99D11E1Q7 CCPNDF / Short: B9D11E1P9 IRS CNY P F  1.56400 99D11E1P9 CCPNDF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D11E1P9"/>
        </identifiers>
        <balance>58295000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CNY" exchangeRt="6.74755000"/>
        <valUSD>-40872.29000000</valUSD>
        <pctVal>-0.00088770853</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>
            <floatingRecDesc curCd="CNY" fixedOrFloating="Floating" floatingRtIndex="7 day CNY Repo Fixing" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="7" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="CNY" fixedOrFloating="Fixed" fixedRt="1.56400000"/>
            <terminationDt>2030-09-17</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CNY</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CNY</rcptCurCd>
            <notionalAmt>58295000.00000000</notionalAmt>
            <curCd>CNY</curCd>
            <unrealizedAppr>-40872.29000000</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: B9D126PM6 IRS NOK R V 06MNIBOR 99D126PN4 CCPVANILLA / Short: B9D126PM6 IRS NOK P F  3.96875 99D126PM6 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D126PM6"/>
        </identifiers>
        <balance>225434000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NOK" exchangeRt="9.47750000"/>
        <valUSD>315588.34000000</valUSD>
        <pctVal>0.006854288404</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>
            <floatingRecDesc curCd="NOK" fixedOrFloating="Floating" floatingRtIndex="6 mo. NOK NIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="NOK" fixedOrFloating="Fixed" fixedRt="3.96900000"/>
            <terminationDt>2031-06-21</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>NOK</pmntCurCd>
            <upfrontRcpt>-50344.71000000</upfrontRcpt>
            <rcptCurCd>NOK</rcptCurCd>
            <notionalAmt>225434000.00000000</notionalAmt>
            <curCd>NOK</curCd>
            <unrealizedAppr>320521.85000000</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: S9D127BF4 IRS NZD R F  4.03125 99D127BF4 CCPVANILLA / Short: S9D127BF4 IRS NZD P V 03MNZDBB 99D127BE7 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D127BF4"/>
        </identifiers>
        <balance>35573000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.69764900"/>
        <valUSD>-124995.17000000</valUSD>
        <pctVal>-0.00271478009</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="0.00000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="4.03100000"/>
            <floatingPmntDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="3 mo. NZD Bank Bill" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-06-21</terminationDt>
            <upfrontPmnt>12034.74000000</upfrontPmnt>
            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>35573000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>-131932.83000000</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: B9D129GX6 IRS USD R V 12MSOFR 99D129GY4 CCPOIS / Short: B9D129GX6 IRS USD P F  4.13000 99D129GX6 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D129GX6"/>
        </identifiers>
        <balance>9919000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>122602.81000000</valUSD>
        <pctVal>0.002662820239</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="1 day USD SOFR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.13000000"/>
            <terminationDt>2035-12-18</terminationDt>
            <upfrontPmnt>14434.07000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>9919000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>108168.74000000</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: S9D129HM9 IRS AUD R F  5.19000 99D129HM9 CCPVANILLA / Short: S9D129HM9 IRS AUD P V 06MBBSW 99D129HL1 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D129HM9"/>
        </identifiers>
        <balance>15749000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="AUD" exchangeRt="1.42116100"/>
        <valUSD>-42574.22000000</valUSD>
        <pctVal>-0.00092467289</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="0.00000000" curCd="AUD" fixedOrFloating="Fixed" fixedRt="5.19000000"/>
            <floatingPmntDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="6 mo. AUD Bank Bill Swap" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2035-12-18</terminationDt>
            <upfrontPmnt>9963.87000000</upfrontPmnt>
            <pmntCurCd>AUD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>AUD</rcptCurCd>
            <notionalAmt>15749000.00000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-49179.40000000</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: S9D12ELE1 IRS CHF R F   .13000 99D12ELE1 CCPOIS / Short: S9D12ELE1 IRS CHF P V 12MSARON 99D12ELD3 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D12ELE1"/>
        </identifiers>
        <balance>100485000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CHF" exchangeRt="0.80845000"/>
        <valUSD>-477689.12000000</valUSD>
        <pctVal>-0.01037496821</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="49349.30000000" curCd="CHF" fixedOrFloating="Fixed" fixedRt="0.13000000"/>
            <floatingPmntDesc curCd="CHF" fixedOrFloating="Floating" floatingRtIndex="1 day CHF SARON" floatingRtSpread="0.00000000" pmntAmt="-15667.29000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
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            </floatingPmntDesc>
            <terminationDt>2029-03-18</terminationDt>
            <upfrontPmnt>57807.91000000</upfrontPmnt>
            <pmntCurCd>CHF</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CHF</rcptCurCd>
            <notionalAmt>100485000.00000000</notionalAmt>
            <curCd>CHF</curCd>
            <unrealizedAppr>-554020.57000000</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: S9D12HTD8 IRS ZAR R F  7.41550 99D12HTD8 CCPVANILLA / Short: S9D12HTD8 IRS ZAR P V 03MJIBAR 99D12HTC0 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D12HTD8"/>
        </identifiers>
        <balance>88655000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="ZAR" exchangeRt="16.52125000"/>
        <valUSD>-306641.78000000</valUSD>
        <pctVal>-0.00665997735</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="786047.03000000" curCd="ZAR" fixedOrFloating="Fixed" fixedRt="7.41600000"/>
            <floatingPmntDesc curCd="ZAR" fixedOrFloating="Floating" floatingRtIndex="3 mo. ZAR JIBAR" floatingRtSpread="0.00000000" pmntAmt="-747247.49000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
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            <terminationDt>2036-03-18</terminationDt>
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            <pmntCurCd>ZAR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>ZAR</rcptCurCd>
            <notionalAmt>88655000.00000000</notionalAmt>
            <curCd>ZAR</curCd>
            <unrealizedAppr>-306641.78000000</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: S9D10X4Y6 IRS JPY R F   .90625 99D10X4Y6 CCPOIS / Short: S9D10X4Y6 IRS JPY P V 12MTONAR 99D10X4Z3 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D10X4Y6"/>
        </identifiers>
        <balance>3636001000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="JPY" exchangeRt="159.10500000"/>
        <valUSD>-852465.07000000</valUSD>
        <pctVal>-0.01851475705</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="0.00000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="0.90600000"/>
            <floatingPmntDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="1 day JPY TONA" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
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              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2030-09-15</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>-88556035.00000000</upfrontRcpt>
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            <notionalAmt>3636001000.00000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-292985.42000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>Long: S9D12IUD4 IRS BRL R F 13.03000 99D12IUD4 CCPNDFPREDISWAP / Short: S9D12IUD4 IRS BRL P V 00MBRCDI 99D12IUC6 CCPNDFPREDISWAP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D12IUD4"/>
        </identifiers>
        <balance>45708528.33000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="BRL" exchangeRt="5.06915000"/>
        <valUSD>-522731.03000000</valUSD>
        <pctVal>-0.01135323706</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>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</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="0.00000000" curCd="BRL" fixedOrFloating="Fixed" fixedRt="13.03000000"/>
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              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1800"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-01-02</terminationDt>
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            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>45708528.33000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>-522731.03000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: S9D12HSK3 IRS ZAR R F  7.31000 99D12HSK3 CCPVANILLA / Short: S9D12HSK3 IRS ZAR P V 03MJIBAR 99D12HSJ6 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D12HSK3"/>
        </identifiers>
        <balance>87839000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="ZAR" exchangeRt="16.52125000"/>
        <valUSD>-342284.48000000</valUSD>
        <pctVal>-0.00743410400</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="767731.96000000" curCd="ZAR" fixedOrFloating="Fixed" fixedRt="7.31000000"/>
            <floatingPmntDesc curCd="ZAR" fixedOrFloating="Floating" floatingRtIndex="3 mo. ZAR JIBAR" floatingRtSpread="0.00000000" pmntAmt="-740369.66000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2036-03-18</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>ZAR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>ZAR</rcptCurCd>
            <notionalAmt>87839000.00000000</notionalAmt>
            <curCd>ZAR</curCd>
            <unrealizedAppr>-342284.48000000</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: B9D12JVE9 IRS JPY R V 12MTONAR 99D12JVF6 CCPOIS / Short: B9D12JVE9 IRS JPY P F  1.44000 99D12JVE9 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D12JVE9"/>
        </identifiers>
        <balance>19253754000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="JPY" exchangeRt="159.10500000"/>
        <valUSD>569458.83000000</valUSD>
        <pctVal>0.012368121887</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>
            <floatingRecDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="1 day JPY TONA" floatingRtSpread="0.00000000" pmntAmt="57448982.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="-103305621.00000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="1.44000000"/>
            <terminationDt>2029-03-18</terminationDt>
            <upfrontPmnt>20724172.00000000</upfrontPmnt>
            <pmntCurCd>JPY</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>19253754000.00000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>439243.19000000</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: S9D12O6U0 IRS CAD R F  2.81250 99D12O6U0 CCPOIS / Short: S9D12O6U0 IRS CAD P V 06MCORRA 99D12O6T3 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D12O6U0"/>
        </identifiers>
        <balance>34679000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CAD" exchangeRt="1.40185000"/>
        <valUSD>-329631.71000000</valUSD>
        <pctVal>-0.00715929748</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="0.00000000" curCd="CAD" fixedOrFloating="Fixed" fixedRt="2.81300000"/>
            <floatingPmntDesc curCd="CAD" fixedOrFloating="Floating" floatingRtIndex="1 day CAD CORRA" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-06-21</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>-217258.68000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>34679000.00000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-170835.07000000</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: S9D12O7I6 IRS GBP R F  4.46875 99D12O7I6 CCPOIS / Short: S9D12O7I6 IRS GBP P V 12MSONIA 99D12O7H8 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D12O7I6"/>
        </identifiers>
        <balance>13159000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.74197700"/>
        <valUSD>-299188.72000000</valUSD>
        <pctVal>-0.00649810374</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="0.00000000" curCd="GBP" fixedOrFloating="Fixed" fixedRt="4.46900000"/>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="1 day GBP SONIA" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
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            </floatingPmntDesc>
            <terminationDt>2036-06-18</terminationDt>
            <upfrontPmnt>6749.13000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>GBP</rcptCurCd>
            <notionalAmt>13159000.00000000</notionalAmt>
            <curCd>GBP</curCd>
            <unrealizedAppr>-308297.62000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>Long: S9D12WAE3 IRS BRL R F 13.59500 99D12WAE3 CCPNDFPREDISWAP / Short: S9D12WAE3 IRS BRL P V 00MBRCDI 99D12WAD5 CCPNDFPREDISWAP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D12WAE3"/>
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        <balance>45773471.84000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="BRL" exchangeRt="5.06915000"/>
        <valUSD>-268797.01000000</valUSD>
        <pctVal>-0.00583802376</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>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</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="0.00000000" curCd="BRL" fixedOrFloating="Fixed" fixedRt="13.59500000"/>
            <floatingPmntDesc curCd="BRL" fixedOrFloating="Floating" floatingRtIndex="1 day BRL CDI" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1759"/>
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            <terminationDt>2031-01-02</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>45773471.84000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>-268797.01000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Intercontinental Exchange, Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Long: S9D12X9N3 CDS EUR R F  5.00000 1 CCPCORPORATE / Short: S9D12X9N3 CDS EUR P V 03MEVENT 2 CCPCORPORATE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D12X9N3"/>
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        <balance>875000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.86719000"/>
        <valUSD>-152387.03000000</valUSD>
        <pctVal>-0.00330970609</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Worldline SA</issuerName>
                <issueTitle>Worldline SA</issueTitle>
                <identifiers>
                  <isin value="FR0013521564"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="4861.11000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">sell protection</otherPmntDesc>
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            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>-4027.70000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>875000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>-147676.71000000</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: B9D12UX51 IRS AUD R V 03MBBSW 99D12UX69 CCPVANILLA / Short: B9D12UX51 IRS AUD P F  4.65625 99D12UX51 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D12UX51"/>
        </identifiers>
        <balance>32930000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="AUD" exchangeRt="1.42116100"/>
        <valUSD>-22264.74000000</valUSD>
        <pctVal>-0.00048356966</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>
            <floatingRecDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="3 mo. AUD Bank Bill Swap" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="AUD" fixedOrFloating="Fixed" fixedRt="4.65600000"/>
            <terminationDt>2031-09-20</terminationDt>
            <upfrontPmnt>5680.74000000</upfrontPmnt>
            <pmntCurCd>AUD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>AUD</rcptCurCd>
            <notionalAmt>32930000.00000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-26333.85000000</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: B9D12UXX0 IRS AUD R V 06MBBSW 99D12UXW2 CCPVANILLA / Short: B9D12UXX0 IRS AUD P F  4.84375 99D12UXX0 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D12UXX0"/>
        </identifiers>
        <balance>47331000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="AUD" exchangeRt="1.42116100"/>
        <valUSD>4127.76000000</valUSD>
        <pctVal>0.000089651149</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>
            <floatingRecDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="6 mo. AUD Bank Bill Swap" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="AUD" fixedOrFloating="Fixed" fixedRt="4.84400000"/>
            <terminationDt>2031-09-16</terminationDt>
            <upfrontPmnt>101148.89000000</upfrontPmnt>
            <pmntCurCd>AUD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>AUD</rcptCurCd>
            <notionalAmt>47331000.00000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-68086.82000000</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: S9D12XKC4 IRS NZD R F  4.31250 99D12XKC4 CCPVANILLA / Short: S9D12XKC4 IRS NZD P V 03MNZDBB 99D12XKB6 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D12XKC4"/>
        </identifiers>
        <balance>12039000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.69764900"/>
        <valUSD>-54964.14000000</valUSD>
        <pctVal>-0.00119377055</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="0.00000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="4.31300000"/>
            <floatingPmntDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="3 mo. NZD Bank Bill" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2036-09-16</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>-37158.26000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>12039000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>-32958.54000000</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: B9D12Z6G6 IRS NOK R V 06MNIBOR 99D12Z6I2 CCPVANILLA / Short: B9D12Z6G6 IRS NOK P F  4.40625 99D12Z6G6 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D12Z6G6"/>
        </identifiers>
        <balance>302219000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NOK" exchangeRt="9.47750000"/>
        <valUSD>404665.11000000</valUSD>
        <pctVal>0.008788953898</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>
            <floatingRecDesc curCd="NOK" fixedOrFloating="Floating" floatingRtIndex="6 mo. NOK NIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="NOK" fixedOrFloating="Fixed" fixedRt="4.40600000"/>
            <terminationDt>2031-09-16</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>NOK</pmntCurCd>
            <upfrontRcpt>-137718.05000000</upfrontRcpt>
            <rcptCurCd>NOK</rcptCurCd>
            <notionalAmt>302219000.00000000</notionalAmt>
            <curCd>NOK</curCd>
            <unrealizedAppr>418833.30000000</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: S9D12ZSA5 IRS SEK R F  2.75000 99D12ZSA5 CCPVANILLA / Short: S9D12ZSA5 IRS SEK P V 03MSTIBO 99D12ZS98 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D12ZSA5"/>
        </identifiers>
        <balance>279610000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="SEK" exchangeRt="9.52220000"/>
        <valUSD>-220673.79000000</valUSD>
        <pctVal>-0.00479283169</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="0.00000000" curCd="SEK" fixedOrFloating="Fixed" fixedRt="2.75000000"/>
            <floatingPmntDesc curCd="SEK" fixedOrFloating="Floating" floatingRtIndex="3 mo. SEK STIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-09-16</terminationDt>
            <upfrontPmnt>64500.04000000</upfrontPmnt>
            <pmntCurCd>SEK</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>SEK</rcptCurCd>
            <notionalAmt>279610000.00000000</notionalAmt>
            <curCd>SEK</curCd>
            <unrealizedAppr>-227488.01000000</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: S9D12ZGY6 IRS JPY R F  2.15625 99D12ZGY6 CCPOIS / Short: S9D12ZGY6 IRS JPY P V 12MTONAR 99D12ZGX8 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D12ZGY6"/>
        </identifiers>
        <balance>1101660000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="JPY" exchangeRt="159.10500000"/>
        <valUSD>-369124.89000000</valUSD>
        <pctVal>-0.00801705301</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="0.00000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="2.15600000"/>
            <floatingPmntDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="1 day JPY TONA" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2036-09-16</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>JPY</pmntCurCd>
            <upfrontRcpt>-1062132.00000000</upfrontRcpt>
            <rcptCurCd>JPY</rcptCurCd>
            <notionalAmt>1101660000.00000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-362449.61000000</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: B9D130GB2 IRS USD R V 12MSOFR 99D130GC0 CCPOIS / Short: B9D130GB2 IRS USD P F  3.50000 99D130GB2 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D130GB2"/>
        </identifiers>
        <balance>17390000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>534514.00000000</valUSD>
        <pctVal>0.011609152328</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="1 day USD SOFR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
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            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.50000000"/>
            <terminationDt>2031-09-16</terminationDt>
            <upfrontPmnt>3736.98000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>17390000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>530777.02000000</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: B9D130HO3 IRS USD R V 12MSOFR 99D130HN5 CCPOIS / Short: B9D130HO3 IRS USD P F  3.78125 99D130HO3 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D130HO3"/>
        </identifiers>
        <balance>7661000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>346235.75000000</valUSD>
        <pctVal>0.007519921954</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>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="1 day USD SOFR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.78100000"/>
            <terminationDt>2036-09-16</terminationDt>
            <upfrontPmnt>4729.45000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>7661000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>341506.30000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: S9D130KY7 IRS CHF R F   .25000 99D130KY7 CCPOIS / Short: S9D130KY7 IRS CHF P V 12MSARON 99D130KX9 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D130KY7"/>
        </identifiers>
        <balance>185838000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CHF" exchangeRt="0.80845000"/>
        <valUSD>-349350.56000000</valUSD>
        <pctVal>-0.00758757276</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="58074.38000000" curCd="CHF" fixedOrFloating="Fixed" fixedRt="0.25000000"/>
            <floatingPmntDesc curCd="CHF" fixedOrFloating="Floating" floatingRtIndex="1 day CHF SARON" floatingRtSpread="0.00000000" pmntAmt="-25222.35000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
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            <terminationDt>2029-06-17</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CHF</pmntCurCd>
            <upfrontRcpt>-3720.34000000</upfrontRcpt>
            <rcptCurCd>CHF</rcptCurCd>
            <notionalAmt>185838000.00000000</notionalAmt>
            <curCd>CHF</curCd>
            <unrealizedAppr>-345121.25000000</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: B9D130N08 IRS NOK R V 06MNIBOR 99D130N16 CCPVANILLA / Short: B9D130N08 IRS NOK P F  4.44000 99D130N08 CCPVANILLA</title>
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        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: S9D1309K0 IRS CAD R F  3.34375 99D1309K0 CCPOIS / Short: S9D1309K0 IRS CAD P V 06MCORRA 99D1309J3 CCPOIS</title>
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        <lei>F226TOH6YD6XJB17KS62</lei>
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      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: S9D1311Y6 IRS SEK R F  2.67000 99D1311Y6 CCPVANILLA / Short: S9D1311Y6 IRS SEK P V 03MSTIBO 99D1311X8 CCPVANILLA</title>
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        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: S9D131DA5 IRS SEK R F  2.84375 99D131DA5 CCPVANILLA / Short: S9D131DA5 IRS SEK P V 03MSTIBO 99D131D98 CCPVANILLA</title>
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        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
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        <name>Intercontinental Exchange, Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Long: B9D12WDY6 CDS USD R V 03MEVENT 2 CCPCORPORATE / Short: B9D12WDY6 CDS USD P F  1.00000 1 CCPCORPORATE</title>
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        <lei>5493000F4ZO33MV32P92</lei>
        <title>Long: B9D132SZ2 CDS USD R V 03MEVENT 2 CCPCORPORATE / Short: B9D132SZ2 CDS USD P F  1.00000 1 CCPCORPORATE</title>
        <cusip>000000000</cusip>
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        <balance>8692000.00000000</balance>
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        <valUSD>-251403.51000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange, Inc.</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Qatar Government International Bonds</issuerName>
                <issueTitle>Qatar Government International Bonds</issueTitle>
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                  <isin value="XS0113419690"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="-9657.78000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2031-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-204222.30000000</upfrontRcpt>
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            <notionalAmt>8692000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-47181.21000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Intercontinental Exchange, Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>Long: B9D12YAI0 CDS USD R V 03MEVENT 2 CCPCORPORATE / Short: B9D12YAI0 CDS USD P F  1.00000 1 CCPCORPORATE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D12YAI0"/>
        </identifiers>
        <balance>8694000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>-253011.84000000</valUSD>
        <pctVal>-0.00549518439</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>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Abu Dhabi Government International Bonds</issuerName>
                <issueTitle>Abu Dhabi Government International Bonds</issueTitle>
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                  <isin value="XS1402929746"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="-9660.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <terminationDt>2031-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-200347.24000000</upfrontRcpt>
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            <notionalAmt>8694000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-52664.60000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: B9D1375K9 IRS CNY R V 00MCNRR 99D1375L7 CCPNDF / Short: B9D1375K9 IRS CNY P F  1.65000 99D1375K9 CCPNDF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D1375K9"/>
        </identifiers>
        <balance>394546000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CNY" exchangeRt="6.74755000"/>
        <valUSD>-514853.14000000</valUSD>
        <pctVal>-0.01118213653</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>
            <floatingRecDesc curCd="CNY" fixedOrFloating="Floating" floatingRtIndex="7 day CNY Repo Fixing" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="7" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="CNY" fixedOrFloating="Fixed" fixedRt="1.65000000"/>
            <terminationDt>2031-06-17</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CNY</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CNY</rcptCurCd>
            <notionalAmt>394546000.00000000</notionalAmt>
            <curCd>CNY</curCd>
            <unrealizedAppr>-514853.14000000</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: B9D1375Q6 IRS CNY R V 00MCNRR 99D1375R4 CCPNDF / Short: B9D1375Q6 IRS CNY P F  1.64100 99D1375Q6 CCPNDF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D1375Q6"/>
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        <balance>838412000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CNY" exchangeRt="6.74755000"/>
        <valUSD>-1041761.59000000</valUSD>
        <pctVal>-0.02262610331</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>
            <floatingRecDesc curCd="CNY" fixedOrFloating="Floating" floatingRtIndex="7 day CNY Repo Fixing" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="7" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="CNY" fixedOrFloating="Fixed" fixedRt="1.64100000"/>
            <terminationDt>2031-06-17</terminationDt>
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            <pmntCurCd>CNY</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>838412000.00000000</notionalAmt>
            <curCd>CNY</curCd>
            <unrealizedAppr>-1041761.59000000</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: B9D137D04 IRS USD R V 12MUSCPI 99D137CZ8 CCPINFLATIONZERO / Short: B9D137D04 IRS USD P F  2.86000 99D137D04 CCPINFLATIONZERO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D137D04"/>
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        <balance>2398000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>5681.03000000</valUSD>
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        <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>
            <otherRecDesc fixedOrFloating="Other">Inflation based on U.S. CPI Urban Consumers NSA</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.86000000"/>
            <terminationDt>2028-03-31</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-794.38000000</upfrontRcpt>
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            <notionalAmt>2398000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>6475.41000000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: S9D13GI25 IRS GBP R F  4.67000 99D13GI25 CCPINFLATIONZERO / Short: S9D13GI25 IRS GBP P V 12MUKRPI 99D13GI17 CCPINFLATIONZERO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13GI25"/>
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        <balance>45870000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.74197700"/>
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        <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">
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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="0.00000000" curCd="GBP" fixedOrFloating="Fixed" fixedRt="4.67000000"/>
            <otherPmntDesc fixedOrFloating="Other">Inflation based on U.K. Retail Price Index</otherPmntDesc>
            <terminationDt>2027-05-15</terminationDt>
            <upfrontPmnt>74099.42000000</upfrontPmnt>
            <pmntCurCd>GBP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>45870000.00000000</notionalAmt>
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            <unrealizedAppr>98332.45000000</unrealizedAppr>
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        <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: B9D13GHA8 IRS GBP R V 12MUKRPI 99D13GHB6 CCPINFLATIONZERO / Short: B9D13GHA8 IRS GBP P F  4.07000 99D13GHA8 CCPINFLATIONZERO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13GHA8"/>
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        <balance>45870000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.74197700"/>
        <valUSD>-394010.79000000</valUSD>
        <pctVal>-0.00855755187</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>
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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>
            <otherRecDesc fixedOrFloating="Other">Inflation based on U.K. Retail Price Index</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="GBP" fixedOrFloating="Fixed" fixedRt="4.07000000"/>
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            <upfrontRcpt>-36427.62000000</upfrontRcpt>
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            <notionalAmt>45870000.00000000</notionalAmt>
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            <unrealizedAppr>-345182.15000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>Long: S9D13GVN4 IRS COP R F 11.78140 99D13GVN4 CCPNDFOIS / Short: S9D13GVN4 IRS COP P V 03MCPIBR 99D13GVM6 CCPNDFOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13GVN4"/>
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        <balance>6909665000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="COP" exchangeRt="3155.02000000"/>
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        <pctVal>0.004169382684</pctVal>
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        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</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="0.00000000" curCd="COP" fixedOrFloating="Fixed" fixedRt="11.78100000"/>
            <floatingPmntDesc curCd="COP" fixedOrFloating="Floating" floatingRtIndex="1 day COP IBR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <terminationDt>2036-06-17</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>COP</rcptCurCd>
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            <curCd>COP</curCd>
            <unrealizedAppr>191968.66000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: B9D13JRZ6 IRS USD R V 12MSOFR 99D13JS02 CCPOIS / Short: B9D13JRZ6 IRS USD P F  3.93750 99D13JRZ6 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13JRZ6"/>
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        <balance>26080000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
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        <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">
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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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            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="1 day USD SOFR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.93800000"/>
            <terminationDt>2031-09-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-5826.01000000</upfrontRcpt>
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            <notionalAmt>26080000.00000000</notionalAmt>
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            <unrealizedAppr>181456.29000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: B9D12ZRJ7 IRS EUR R V 06MEURIB 99D12ZRI9 CCPVANILLA / Short: B9D12ZRJ7 IRS EUR P F  2.81250 99D12ZRJ7 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D12ZRJ7"/>
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        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
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        <valUSD>437986.44000000</valUSD>
        <pctVal>0.009512662530</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>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="6 mo. EURIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="2.81300000"/>
            <terminationDt>2031-09-16</terminationDt>
            <upfrontPmnt>10173.53000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>28725000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>425736.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: S9D12VCQ6 IRS GBP R F  3.93750 99D12VCQ6 CCPOIS / Short: S9D12VCQ6 IRS GBP P V 12MSONIA 99D12VCR4 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D12VCQ6"/>
        </identifiers>
        <balance>12891000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="GBP" exchangeRt="0.74197700"/>
        <valUSD>-358472.13000000</valUSD>
        <pctVal>-0.00778568487</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">
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              <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"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="GBP" fixedOrFloating="Fixed" fixedRt="3.93800000"/>
            <floatingPmntDesc curCd="GBP" fixedOrFloating="Floating" floatingRtIndex="1 day GBP SONIA" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
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            </floatingPmntDesc>
            <terminationDt>2031-09-16</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>-150805.81000000</upfrontRcpt>
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            <notionalAmt>12891000.00000000</notionalAmt>
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            <unrealizedAppr>-155597.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCH Ltd.</name>
        <lei>F226TOH6YD6XJB17KS62</lei>
        <title>Long: B9D13JXV8 IRS USD R V 12MUSCPI 99D13JXW6 CCPINFLATIONZERO / Short: B9D13JXV8 IRS USD P F  2.70000 99D13JXV8 CCPINFLATIONZERO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13JXV8"/>
        </identifiers>
        <balance>86396000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>185462.84000000</valUSD>
        <pctVal>0.004028082259</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>
            <otherRecDesc fixedOrFloating="Other">Inflation based on U.S. CPI Urban Consumers NSA</otherRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.70000000"/>
            <terminationDt>2028-05-15</terminationDt>
            <upfrontPmnt>244579.64000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>86396000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-59116.80000000</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: S9D13KLX4 IRS HUF R F  4.98300 99D13KLX4 CCPVANILLA / Short: S9D13KLX4 IRS HUF P V 06MBUBOR 99D13KLW6 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13KLX4"/>
        </identifiers>
        <balance>3232978000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="HUF" exchangeRt="316.39430000"/>
        <valUSD>-130500.73000000</valUSD>
        <pctVal>-0.00283435579</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="0.00000000" curCd="HUF" fixedOrFloating="Fixed" fixedRt="4.98300000"/>
            <floatingPmntDesc curCd="HUF" fixedOrFloating="Floating" floatingRtIndex="6 mo. HUF BIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-09-16</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>HUF</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>HUF</rcptCurCd>
            <notionalAmt>3232978000.00000000</notionalAmt>
            <curCd>HUF</curCd>
            <unrealizedAppr>-130500.73000000</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: B9D13KLK2 IRS HUF R V 06MBUBOR 99D13KLL0 CCPVANILLA / Short: B9D13KLK2 IRS HUF P F  5.00000 99D13KLK2 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13KLK2"/>
        </identifiers>
        <balance>1805483000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="HUF" exchangeRt="316.39430000"/>
        <valUSD>76701.20000000</valUSD>
        <pctVal>0.001665879499</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>
            <floatingRecDesc curCd="HUF" fixedOrFloating="Floating" floatingRtIndex="6 mo. HUF BIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="HUF" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2036-09-16</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>HUF</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>HUF</rcptCurCd>
            <notionalAmt>1805483000.00000000</notionalAmt>
            <curCd>HUF</curCd>
            <unrealizedAppr>76701.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>Long: S9D13MOU3 IRS BRL R F 14.12250 99D13MOU3 CCPNDFPREDISWAP / Short: S9D13MOU3 IRS BRL P V 00MBRCDI 99D13MOT6 CCPNDFPREDISWAP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13MOU3"/>
        </identifiers>
        <balance>56249915.99000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="BRL" exchangeRt="5.06915000"/>
        <valUSD>-48371.06000000</valUSD>
        <pctVal>-0.00105057492</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>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</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="0.00000000" curCd="BRL" fixedOrFloating="Fixed" fixedRt="14.12300000"/>
            <floatingPmntDesc curCd="BRL" fixedOrFloating="Floating" floatingRtIndex="1 day BRL CDI" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Day" resetDtUnit="1673"/>
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            </floatingPmntDesc>
            <terminationDt>2031-01-02</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>BRL</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>BRL</rcptCurCd>
            <notionalAmt>56249915.99000000</notionalAmt>
            <curCd>BRL</curCd>
            <unrealizedAppr>-48371.06000000</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: B9D13N9M6 IRS AUD R V 06MBBSW 99D13N9L8 CCPVANILLA / Short: B9D13N9M6 IRS AUD P F  5.03125 99D13N9M6 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13N9M6"/>
        </identifiers>
        <balance>12173000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="AUD" exchangeRt="1.42116100"/>
        <valUSD>47990.87000000</valUSD>
        <pctVal>0.001042317544</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>
            <floatingRecDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="6 mo. AUD Bank Bill Swap" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
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            <fixedPmntDesc amount="0.00000000" curCd="AUD" fixedOrFloating="Fixed" fixedRt="5.03100000"/>
            <terminationDt>2036-12-16</terminationDt>
            <upfrontPmnt>9022.74000000</upfrontPmnt>
            <pmntCurCd>AUD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>AUD</rcptCurCd>
            <notionalAmt>12173000.00000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>41632.99000000</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: B9D13OIB8 IRS NOK R V 06MNIBOR 99D13OIC6 CCPVANILLA / Short: B9D13OIB8 IRS NOK P F  4.40625 99D13OIB8 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13OIB8"/>
        </identifiers>
        <balance>79393000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NOK" exchangeRt="9.47750000"/>
        <valUSD>59213.23000000</valUSD>
        <pctVal>0.001286056879</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="NOK" fixedOrFloating="Floating" floatingRtIndex="6 mo. NOK NIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="NOK" fixedOrFloating="Fixed" fixedRt="4.40600000"/>
            <terminationDt>2036-12-16</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>NOK</pmntCurCd>
            <upfrontRcpt>-30666.50000000</upfrontRcpt>
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            <unrealizedAppr>62451.03000000</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: B9D13OMZ0 IRS EUR R V 06MEURIB 99D13ON06 CCPVANILLA / Short: B9D13OMZ0 IRS EUR P F  3.15625 99D13OMZ0 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13OMZ0"/>
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        <balance>6779000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="EUR" exchangeRt="0.86719000"/>
        <valUSD>79984.92000000</valUSD>
        <pctVal>0.001737198876</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">
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              <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>
            <floatingRecDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="6 mo. EURIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
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            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="3.15600000"/>
            <terminationDt>2036-12-16</terminationDt>
            <upfrontPmnt>104.79000000</upfrontPmnt>
            <pmntCurCd>EUR</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>EUR</rcptCurCd>
            <notionalAmt>6779000.00000000</notionalAmt>
            <curCd>EUR</curCd>
            <unrealizedAppr>79863.83000000</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: S9D13PJY4 IRS NZD R F  4.00000 99D13PJY4 CCPVANILLA / Short: S9D13PJY4 IRS NZD P V 03MNZDBB 99D13PJX6 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13PJY4"/>
        </identifiers>
        <balance>56895000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.69764900"/>
        <valUSD>-202640.35000000</valUSD>
        <pctVal>-0.00440116197</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="0.00000000" curCd="NZD" fixedOrFloating="Fixed" fixedRt="4.00000000"/>
            <floatingPmntDesc curCd="NZD" fixedOrFloating="Floating" floatingRtIndex="3 mo. NZD Bank Bill" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-12-16</terminationDt>
            <upfrontPmnt>159988.24000000</upfrontPmnt>
            <pmntCurCd>NZD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>NZD</rcptCurCd>
            <notionalAmt>56895000.00000000</notionalAmt>
            <curCd>NZD</curCd>
            <unrealizedAppr>-295984.22000000</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: S9D13PX69 IRS SEK R F  3.00000 99D13PX69 CCPVANILLA / Short: S9D13PX69 IRS SEK P V 03MSTIBO 99D13PX51 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13PX69"/>
        </identifiers>
        <balance>75217000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="SEK" exchangeRt="9.52220000"/>
        <valUSD>-125899.89000000</valUSD>
        <pctVal>-0.00273442978</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="0.00000000" curCd="SEK" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
            <floatingPmntDesc curCd="SEK" fixedOrFloating="Floating" floatingRtIndex="3 mo. SEK STIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2036-12-16</terminationDt>
            <upfrontPmnt>283347.79000000</upfrontPmnt>
            <pmntCurCd>SEK</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>SEK</rcptCurCd>
            <notionalAmt>75217000.00000000</notionalAmt>
            <curCd>SEK</curCd>
            <unrealizedAppr>-156038.67000000</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: B9D13UF01 IRS CZK R V 06MPRIBO 99D13UF19 CCPVANILLA / Short: B9D13UF01 IRS CZK P F  4.23950 99D13UF01 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13UF01"/>
        </identifiers>
        <balance>104241000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CZK" exchangeRt="21.00250000"/>
        <valUSD>168442.09000000</valUSD>
        <pctVal>0.003658407228</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>
            <floatingRecDesc curCd="CZK" fixedOrFloating="Floating" floatingRtIndex="6 mo. CZK PRIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="CZK" fixedOrFloating="Fixed" fixedRt="4.24000000"/>
            <terminationDt>2036-09-16</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CZK</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CZK</rcptCurCd>
            <notionalAmt>104241000.00000000</notionalAmt>
            <curCd>CZK</curCd>
            <unrealizedAppr>168442.09000000</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: S9D13UXX9 IRS CZK R F  4.16000 99D13UXX9 CCPVANILLA / Short: S9D13UXX9 IRS CZK P V 06MPRIBO 99D13UXW1 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13UXX9"/>
        </identifiers>
        <balance>189929000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="CZK" exchangeRt="21.00250000"/>
        <valUSD>-150450.72000000</valUSD>
        <pctVal>-0.00326765122</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="0.00000000" curCd="CZK" fixedOrFloating="Fixed" fixedRt="4.16000000"/>
            <floatingPmntDesc curCd="CZK" fixedOrFloating="Floating" floatingRtIndex="6 mo. CZK PRIBOR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-09-16</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>CZK</pmntCurCd>
            <upfrontRcpt>-12600.09000000</upfrontRcpt>
            <rcptCurCd>CZK</rcptCurCd>
            <notionalAmt>189929000.00000000</notionalAmt>
            <curCd>CZK</curCd>
            <unrealizedAppr>-149859.02000000</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: B9D13Q0M8 IRS JPY R V 12MTONAR 99D13Q0N6 CCPOIS / Short: B9D13Q0M8 IRS JPY P F  1.66000 99D13Q0M8 CCPOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13Q0M8"/>
        </identifiers>
        <balance>18831792000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="JPY" exchangeRt="159.10500000"/>
        <valUSD>642599.62000000</valUSD>
        <pctVal>0.013956672556</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>
            <floatingRecDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="1 day JPY TONA" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="12"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="1.66000000"/>
            <terminationDt>2029-09-16</terminationDt>
            <upfrontPmnt>29997971.00000000</upfrontPmnt>
            <pmntCurCd>JPY</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>JPY</rcptCurCd>
            <notionalAmt>18831792000.00000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>456393.51000000</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: S9D13W4M1 IRS AUD R F  4.75000 99D13W4M1 CCPVANILLA / Short: S9D13W4M1 IRS AUD P V 06MBBSW 99D13W4L3 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13W4M1"/>
        </identifiers>
        <balance>76605000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="AUD" exchangeRt="1.42116100"/>
        <valUSD>-229862.81000000</valUSD>
        <pctVal>-0.00499240876</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="0.00000000" curCd="AUD" fixedOrFloating="Fixed" fixedRt="4.75000000"/>
            <floatingPmntDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="6 mo. AUD Bank Bill Swap" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2031-09-16</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>AUD</pmntCurCd>
            <upfrontRcpt>-221724.27000000</upfrontRcpt>
            <rcptCurCd>AUD</rcptCurCd>
            <notionalAmt>76605000.00000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-74577.44000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chicago Mercantile Exchange</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>Long: S9D13W6M9 IRS COP R F 11.13700 99D13W6M9 CCPNDFOIS / Short: S9D13W6M9 IRS COP P V 03MCPIBR 99D13W6L1 CCPNDFOIS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13W6M9"/>
        </identifiers>
        <balance>34233690000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="COP" exchangeRt="3155.02000000"/>
        <valUSD>-19864.63000000</valUSD>
        <pctVal>-0.00043144148</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>Chicago Mercantile Exchange</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</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="0.00000000" curCd="COP" fixedOrFloating="Fixed" fixedRt="11.13700000"/>
            <floatingPmntDesc curCd="COP" fixedOrFloating="Floating" floatingRtIndex="1 day COP IBR" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="1" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2028-09-16</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>COP</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>COP</rcptCurCd>
            <notionalAmt>34233690000.00000000</notionalAmt>
            <curCd>COP</curCd>
            <unrealizedAppr>-19864.63000000</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: S9D13WD17 IRS AUD R F  5.06000 99D13WD17 CCPVANILLA / Short: S9D13WD17 IRS AUD P V 06MBBSW 99D13WD09 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13WD17"/>
        </identifiers>
        <balance>6835000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="AUD" exchangeRt="1.42116100"/>
        <valUSD>-100452.78000000</valUSD>
        <pctVal>-0.00218174196</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="0.00000000" curCd="AUD" fixedOrFloating="Fixed" fixedRt="5.06000000"/>
            <floatingPmntDesc curCd="AUD" fixedOrFloating="Floating" floatingRtIndex="6 mo. AUD Bank Bill Swap" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="6" resetDt="Month" resetDtUnit="6"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2056-09-16</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>AUD</pmntCurCd>
            <upfrontRcpt>-16594.69000000</upfrontRcpt>
            <rcptCurCd>AUD</rcptCurCd>
            <notionalAmt>6835000.00000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>-88788.90000000</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: S9D13WL00 IRS NZD R F  4.28000 99D13WL00 CCPVANILLA / Short: S9D13WL00 IRS NZD P V 03MNZDBB 99D13WKZ4 CCPVANILLA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D13WL00"/>
        </identifiers>
        <balance>68035000.00000000</balance>
        <units>OU</units>
        <descOthUnits>Notional Amount</descOthUnits>
        <currencyConditional curCd="NZD" exchangeRt="1.69764900"/>
        <valUSD>-279750.57000000</valUSD>
        <pctVal>-0.00607592501</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
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        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
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        <name>CZECH REPUBLIC</name>
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        <name>Japan Government Forty Year Bonds</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>CPI PROPERTY GROUP SA</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VMED O2 UK FINAN</name>
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        <fairValLevel>2</fairValLevel>
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        <name>New Zealand Government Bonds</name>
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        <fairValLevel>2</fairValLevel>
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        <name>KOMMUNINVEST I SVERIGE</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ROMANIA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>New Zealand Government Bonds</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>New Zealand Government Bonds</title>
        <cusip>000000000</cusip>
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          <isin value="NZGOVDT532C8"/>
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        <fairValLevel>2</fairValLevel>
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        <name>ENERGIZER GAMMA ACQ BV</name>
        <lei>5493002SUYZDHEQ3JN34</lei>
        <title>Energizer Gamma Acquisition BV</title>
        <cusip>000000000</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OFFICE CHERIFIEN DES PHO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>New Zealand Government Bonds</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>New Zealand Government Bonds</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>BCP MODULAR SERVICES</name>
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        <fairValLevel>2</fairValLevel>
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        <name>RAC BOND CO PLC</name>
        <lei>2138008FCM2SUNLC7B21</lei>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>FAR EAST HORIZON LTD</name>
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        <invCountry>HK</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>KOMMUNINVEST I SVERIGE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TEVA PHARM FNC NL II</name>
        <lei>549300HSQCIKJAOYIT23</lei>
        <title>Teva Pharmaceutical Finance Netherlands II BV</title>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>B&amp;M EUROPEAN VALUE RET</name>
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        <title>B&amp;M European Value Retail plc</title>
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        <invCountry>JE</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>LAND NORDRHEIN-WESTFALEN</name>
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        <title>State of North Rhine-Westphalia Germany</title>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CZECH REPUBLIC</name>
        <lei>3157007EFDLQABN47912</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MEX BONOS DESARR FIX RT</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>Mexican Bonos</title>
        <cusip>000000000</cusip>
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          <isin value="MX0MGO0001E4"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KOMMUNINVEST I SVERIGE</name>
        <lei>EV2XZWMLLXF2QRX0CD47</lei>
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          <isin value="SE0018689523"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>New Zealand Government Bonds</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>New Zealand Government Bonds</title>
        <cusip>000000000</cusip>
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          <isin value="NZGOVDT534C4"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-05-15</maturityDt>
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      <invstOrSec>
        <name>NORTH MACEDONIA</name>
        <lei>635400RD1N6RVNCE4958</lei>
        <title>North Macedonia Government International Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2582524034"/>
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        <invCountry>MK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-13</maturityDt>
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      <invstOrSec>
        <name>KOMMUNINVEST I SVERIGE</name>
        <lei>EV2XZWMLLXF2QRX0CD47</lei>
        <title>Kommuninvest I Sverige AB</title>
        <cusip>000000000</cusip>
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          <isin value="SE0019764143"/>
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        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-11-12</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>New Zealand Government Bonds</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>New Zealand Government Bonds</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NZGOVDT530C2"/>
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        <balance>109000000.00000000</balance>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JAPAN GOVT CPI LINKED</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japanese Government CPI Linked Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP1120281P52"/>
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        <balance>1088502590.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="159.10500000"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01000000</annualizedRt>
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      <invstOrSec>
        <name>MOTION FINCO SARL</name>
        <lei>2549002L1LBQZKA7UN30</lei>
        <title>Motion Finco Sarl</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2623257503"/>
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        <balance>200000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
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      <invstOrSec>
        <name>KOREA TREASURY BOND</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>Korea Treasury Bond</title>
        <cusip>000000000</cusip>
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          <isin value="KR103501GD99"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Australia Government Bonds</name>
        <lei>213800J6B7JSBDETCB42</lei>
        <title>Australia Government Bonds</title>
        <cusip>000000000</cusip>
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          <isin value="AU0000300535"/>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>U.K. Gilts</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
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        <cusip>000000000</cusip>
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          <isin value="GB00BPSNBB36"/>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>UNITED GROUP BV</name>
        <lei>213800PC85O8BJ7DU398</lei>
        <title>United Group BV</title>
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          <isin value="XS2758099696"/>
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        <invCountry>NL</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Norway Government Bonds</name>
        <lei>549300L0BT3FJTN9MX24</lei>
        <title>Norway Government Bonds</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>New Zealand Government Bonds</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>New Zealand Government Bonds</title>
        <cusip>000000000</cusip>
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          <isin value="NZGOVDT554C2"/>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>5.00000000</annualizedRt>
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        <name>New Zealand Government Bonds</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>New Zealand Government Bonds</title>
        <cusip>000000000</cusip>
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          <isin value="NZGOVDT535C1"/>
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        <invCountry>NZ</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>IMA INDUSTRIA MACCHINE</name>
        <lei>815600D86992FDA7B908</lei>
        <title>IMA Industria Macchine Automatiche SpA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2805530776"/>
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        <balance>645000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.18000000</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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        <name>BERTRAND FRANCHISE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TEAMSYSTEM SPA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>New Zealand Government Bonds</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>New Zealand Government Bonds</title>
        <cusip>000000000</cusip>
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        <balance>57285000.00000000</balance>
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        <invCountry>NZ</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>4.25000000</annualizedRt>
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        <name>Bulgaria Government International Bonds</name>
        <lei>529900PG0XCL4LICL838</lei>
        <title>Bulgaria Government International Bonds</title>
        <cusip>000000000</cusip>
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        <valUSD>3347462.31000000</valUSD>
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        <invCountry>BG</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <name>UNITED GROUP BV</name>
        <lei>213800PC85O8BJ7DU398</lei>
        <title>United Group BV</title>
        <cusip>000000000</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>BANK KB INDONESIA TBK PT</name>
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        <title>Bank KB Indonesia Tbk PT</title>
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        <curCd>USD</curCd>
        <valUSD>5744484.89000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>ID</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-10-30</maturityDt>
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        <name>SAMHALLSBYG HOLD</name>
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        <title>Samhallsbyggnadsbolaget I Norden Holding AB</title>
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        <fairValLevel>2</fairValLevel>
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        <name>SAMHALLSBYG HOLD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Norway Government Bonds</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Palmer Square European Loan Funding</name>
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        <title>Palmer Square European Loan Funding 2025-1 DAC</title>
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        <fairValLevel>2</fairValLevel>
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        <name>TREASURY CORP VICTORIA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UNITED KINGDOM I/L GILT</name>
        <lei>ECTRVYYCEF89VWYS6K36</lei>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>HUNGARY</name>
        <lei>5299003F3UFKGCCMAP43</lei>
        <title>Hungary Government International Bond</title>
        <cusip>000000000</cusip>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>HU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>BELLIS ACQUISITION CO PL</name>
        <lei>259400CYE2267UB4A481</lei>
        <title>Bellis Acquisition Co PLC</title>
        <cusip>000000000</cusip>
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          <isin value="XS3099155932"/>
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        <balance>730000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BELLIS ACQUISITION CO PL</name>
        <lei>259400CYE2267UB4A481</lei>
        <title>Bellis Acquisition Co PLC</title>
        <cusip>000000000</cusip>
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          <isin value="XS3099156070"/>
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        <balance>1090000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CPI PROPERTY GROUP SA</name>
        <lei>222100CO2ZOTEPGJO223</lei>
        <title>CPI Property Group SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3126635039"/>
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        <balance>1150000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.86719000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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      <invstOrSec>
        <name>BOOTS GROUP FINCO LP</name>
        <lei>254900YVLYOVF1PF1N93</lei>
        <title>Boots Group Finco LP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3134602401"/>
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        <balance>115000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.86719000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.38000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOOTS GROUP FINCO LP</name>
        <lei>254900YVLYOVF1PF1N93</lei>
        <title>Boots Group Finco LP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3134602583"/>
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        <balance>750000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.74197700"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.38000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BOOTS GROUP FINCO LP</name>
        <lei>254900YVLYOVF1PF1N93</lei>
        <title>Boots Group Finco LP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3134602740"/>
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        <balance>205000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.74197700"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.38000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Australia Government Bonds</name>
        <lei>213800J6B7JSBDETCB42</lei>
        <title>Australia Government Bonds</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="AU0000407256"/>
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        <balance>15906000.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.42116100"/>
        <valUSD>10556985.06000000</valUSD>
        <pctVal>0.229288003111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SW (FINANCE) I PLC</name>
        <lei>549300BHN1HB5BNG2R96</lei>
        <title>SW Finance I PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3142034969"/>
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        <balance>1900000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.74197700"/>
        <valUSD>2545422.07000000</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>2032-08-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.88000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FORTUNE STAR BVI LTD</name>
        <lei>2549008CU8NYQQRSNU62</lei>
        <title>Fortune Star BVI Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3175828113"/>
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        <balance>8250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8063745.77000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.80000000</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>MEXICO CETES</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>Mexico Cetes</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="MXBIGO000Y59"/>
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        <balance>81757230.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-02</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>OLYMPUS WTR US HLDG CORP</name>
        <lei>549300YU2GGVCBN3MY89</lei>
        <title>Olympus Water US Holding Corp</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS3193933820"/>
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        <balance>730000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.86719000"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.13000000</annualizedRt>
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      <invstOrSec>
        <name>CZECH REPUBLIC</name>
        <lei>3157007EFDLQABN47912</lei>
        <title>Czech Republic Government Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="CZ0001007546"/>
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        <balance>900120000.00000000</balance>
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        <valUSD>44036185.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.30000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REPUBLIC OF SOUTH AFRICA</name>
        <lei>378900AAFB4F17004C49</lei>
        <title>Republic of South Africa Government Bond</title>
        <cusip>000000000</cusip>
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          <isin value="ZAG000219478"/>
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        <balance>70637000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITED MEXICAN STATES</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>Mexico Government International Bond</title>
        <cusip>91087BBS8</cusip>
        <identifiers>
          <isin value="US91087BBS88"/>
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        <balance>4403000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4101394.50000000</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-02-09</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ARDAGH GROUP SA</name>
        <lei>6354006L1NWUUOPYX274</lei>
        <title>Ardagh Group SA</title>
        <cusip>000000000</cusip>
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          <isin value="XS3215484075"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-12-01</maturityDt>
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          <annualizedRt>11.00000000</annualizedRt>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>Colombia Government International Bond</title>
        <cusip>195325EU5</cusip>
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          <isin value="US195325EU55"/>
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        <balance>5515000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5515551.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.13000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NORWEGIAN GOVERNMENT</name>
        <lei>549300L0BT3FJTN9MX24</lei>
        <title>Norway Government Bond</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NO0013713123"/>
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        <balance>313136000.00000000</balance>
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        <valUSD>32131338.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.13000000</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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        <name>JAPAN TREASURY DISC BILL</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>BANIJAY ENTERTAINMENT SAS</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NJJ CONTINENTAL SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEW S WALES TREASURY CRP</name>
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        <title>New South Wales Treasury Corp</title>
        <cusip>000000000</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TRUST FIBRAUNO</name>
        <lei>N/A</lei>
        <title>Trust Fibra Uno</title>
        <cusip>000000000</cusip>
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          <isin value="USP9401CAB83"/>
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        <balance>7186000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.39000000</annualizedRt>
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      <invstOrSec>
        <name>ROMANIA</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>Romanian Government International Bond</title>
        <cusip>000000000</cusip>
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          <isin value="XS2109813142"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TREASURY CORP VICTORIA</name>
        <lei>549300ZJM7BQW1P9UV75</lei>
        <title>Treasury Corp of Victoria</title>
        <cusip>000000000</cusip>
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          <isin value="AU0000XVGHH6"/>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>AUSTRALIAN GOVERNMENT</name>
        <lei>213800J6B7JSBDETCB42</lei>
        <title>Australia Government Bond</title>
        <cusip>000000000</cusip>
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          <isin value="AU0000300535"/>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEW ZEALAND GOVERNMENT</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>New Zealand Government Bond</title>
        <cusip>000000000</cusip>
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          <isin value="NZGOVDT530C2"/>
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        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>New Zealand Government Bonds</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>New Zealand Government Bonds</title>
        <cusip>000000000</cusip>
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          <isin value="NZGOVDT532C8"/>
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        <invCountry>NZ</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>New Zealand Government Bonds</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>New Zealand Government Bonds</title>
        <cusip>000000000</cusip>
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          <isin value="NZGOVDT551C8"/>
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        <invCountry>NZ</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <annualizedRt>2.75000000</annualizedRt>
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        <name>CZECH REPUBLIC</name>
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        <title>Czech Republic Government Bond</title>
        <cusip>000000000</cusip>
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        <invCountry>CZ</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Australia Government Bonds</name>
        <lei>213800J6B7JSBDETCB42</lei>
        <title>Australia Government Bonds</title>
        <cusip>000000000</cusip>
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          <isin value="AU0000097495"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Australia Government Bonds</name>
        <lei>213800J6B7JSBDETCB42</lei>
        <title>Australia Government Bonds</title>
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        <fairValLevel>2</fairValLevel>
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        <name>New Zealand Government Bonds</name>
        <lei>549300237GPHG2AI7C34</lei>
        <title>New Zealand Government Bonds</title>
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        <fairValLevel>2</fairValLevel>
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        <name>REPUBLIC OF ARGENTINA</name>
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        <invCountry>AR</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Japan Government Thirty Year Bonds</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japan Government Thirty Year Bonds</title>
        <cusip>000000000</cusip>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>UNITED MEXICAN STATES</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>Mexico Government International Bond</title>
        <cusip>91087BAR1</cusip>
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        <curCd>USD</curCd>
        <valUSD>2385352.50000000</valUSD>
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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>MEX BONOS DESARR FIX RT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CPI PROPERTY GROUP SA</name>
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          <isin value="XS3099834676"/>
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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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        <name>Clarios Global LP</name>
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          <isin value="XAC8000CAR43"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Banijay Entertainment SAS</name>
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        <fairValLevel>2</fairValLevel>
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        <name>State Street Global Advisors</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Eircom Finco Sarl</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Froneri Lux Finco Sarl</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <name>Howden Group Holdings Ltd</name>
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        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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                    <title>IRS Swap</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="Internal Identifier" value="OP004K340E"/>
                    </identifiers>
                    <balance>1414475000.00000000</balance>
                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>N/A</curCd>
                    <valUSD>44883.94000000</valUSD>
                    <pctVal>0.00000000</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="derivative" issuerCat="OTHER"/>
                    <invCountry>AD</invCountry>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>N/A</issueTitle>
                      <identifiers>
                        <other otherDesc="N/A" value="N/A"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <fixedRecDesc amount="0.00000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="1.77000000"/>
                  <floatingPmntDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="Tokyo Overnight Average Rate" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Month" resetDtUnit="12"/>
                    </rtResetTenors>
                  </floatingPmntDesc>
                  <terminationDt>2035-09-09</terminationDt>
                  <upfrontPmnt>0.00000000</upfrontPmnt>
                  <pmntCurCd>N/A</pmntCurCd>
                  <upfrontRcpt>0.00000000</upfrontRcpt>
                  <rcptCurCd>N/A</rcptCurCd>
                  <notionalAmt>1414475000.00000000</notionalAmt>
                  <curCd>JPY</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>1.77000000</exercisePrice>
            <exercisePriceCurCd>JPY</exercisePriceCurCd>
            <expDt>2030-09-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-148705.12000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>99D11LLG1 WELLINGTON</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D11LLG1"/>
        </identifiers>
        <balance>1178730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="159.10500000"/>
        <valUSD>37572.97000000</valUSD>
        <pctVal>0.000816050341</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>Goldman Sachs International</counterpartyName>
                    <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>Goldman Sachs International</name>
                    <lei>W22LROWP2IHZNBB6K528</lei>
                    <title>IRS Swap</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="Internal Identifier" value="OP004K3X6E"/>
                    </identifiers>
                    <balance>1178730000.00000000</balance>
                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>N/A</curCd>
                    <valUSD>37572.97000000</valUSD>
                    <pctVal>0.00000000</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="derivative" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>N/A</issueTitle>
                      <identifiers>
                        <other otherDesc="N/A" value="N/A"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <fixedRecDesc amount="0.00000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="1.77000000"/>
                  <floatingPmntDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="Tokyo Overnight Average Rate" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Month" resetDtUnit="12"/>
                    </rtResetTenors>
                  </floatingPmntDesc>
                  <terminationDt>2035-09-09</terminationDt>
                  <upfrontPmnt>0.00000000</upfrontPmnt>
                  <pmntCurCd>N/A</pmntCurCd>
                  <upfrontRcpt>0.00000000</upfrontRcpt>
                  <rcptCurCd>N/A</rcptCurCd>
                  <notionalAmt>1178730000.00000000</notionalAmt>
                  <curCd>JPY</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>1.77000000</exercisePrice>
            <exercisePriceCurCd>JPY</exercisePriceCurCd>
            <expDt>2030-09-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-126112.21000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goldman Sachs International</name>
        <lei>W22LROWP2IHZNBB6K528</lei>
        <title>99D11LKW7 WELLINGTON</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="99D11LKW7"/>
        </identifiers>
        <balance>1178730000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="159.10500000"/>
        <valUSD>479608.02000000</valUSD>
        <pctVal>0.010416644956</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>AD</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>Goldman Sachs International</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
                  <counterparties>
                    <counterpartyName>Goldman Sachs International</counterpartyName>
                    <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>Goldman Sachs International</name>
                    <lei>W22LROWP2IHZNBB6K528</lei>
                    <title>IRS Swap</title>
                    <cusip>N/A</cusip>
                    <identifiers>
                      <other otherDesc="Internal Identifier" value="OP004K3Y4E"/>
                    </identifiers>
                    <balance>1178730000.00000000</balance>
                    <units>OU</units>
                    <descOthUnits>Notional Amount</descOthUnits>
                    <curCd>N/A</curCd>
                    <valUSD>479608.02000000</valUSD>
                    <pctVal>0.01000000</pctVal>
                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="derivative" issuerCat="OTHER"/>
                    <invCountry>AD</invCountry>
                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>N/A</issueTitle>
                      <identifiers>
                        <other otherDesc="N/A" value="N/A"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <floatingRecDesc curCd="JPY" fixedOrFloating="Floating" floatingRtIndex="Tokyo Overnight Average Rate" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
                    <rtResetTenors>
                      <rtResetTenor rateTenor="Month" rateTenorUnit="12" resetDt="Month" resetDtUnit="12"/>
                    </rtResetTenors>
                  </floatingRecDesc>
                  <fixedPmntDesc amount="0.00000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="1.77000000"/>
                  <terminationDt>2035-09-09</terminationDt>
                  <upfrontPmnt>0.00000000</upfrontPmnt>
                  <pmntCurCd>N/A</pmntCurCd>
                  <upfrontRcpt>0.00000000</upfrontRcpt>
                  <rcptCurCd>N/A</rcptCurCd>
                  <notionalAmt>1178730000.00000000</notionalAmt>
                  <curCd>JPY</curCd>
                </swapDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>1.77000000</exercisePrice>
            <exercisePriceCurCd>JPY</exercisePriceCurCd>
            <expDt>2030-09-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>315922.84000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ADANI PORTS AND SPECIAL</name>
        <lei>335800QOAXP5TM7OYP69</lei>
        <title>Adani Ports &amp; Special Economic Zone Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="USY00130VS35"/>
        </identifiers>
        <balance>4650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4606622.15000000</valUSD>
        <pctVal>0.100051595020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20000000</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>JSW STEEL LTD</name>
        <lei>335800EK6HZSC4CVAJ09</lei>
        <title>JSW Steel Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="USY44680RV38"/>
        </identifiers>
        <balance>9530000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9440299.35000000</valUSD>
        <pctVal>0.205034616837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="It is each Fund's policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned.  Therefore, the value of the collateral held may be temporarily less than that required under the lending contract." noteItem="B.4.a.iii"/>
      <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"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2026-08-17</ncom:dateSigned>
      <ncom:nameOfApplicant>HARTFORD MUTUAL FUNDS, INC</ncom:nameOfApplicant>
      <ncom:signature>William Zook</ncom:signature>
      <ncom:signerName>William Zook</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
