<SEC-DOCUMENT>0001752724-20-043791.txt : 20200302
<SEC-HEADER>0001752724-20-043791.hdr.sgml : 20200302
<ACCEPTANCE-DATETIME>20200302091224
ACCESSION NUMBER:		0001752724-20-043791
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20191231
FILED AS OF DATE:		20200302
PERIOD START:           	20191231

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			TEMPLETON GLOBAL INCOME FUND
		CENTRAL INDEX KEY:			0000828803
		IRS NUMBER:				222864496
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-05459
		FILM NUMBER:		20674486

	BUSINESS ADDRESS:	
		STREET 1:		300 S.E. 2ND STREET
		CITY:			FORT LAUDERDALE
		STATE:			FL
		ZIP:			33301-1923
		BUSINESS PHONE:		9545277500

	MAIL ADDRESS:	
		STREET 1:		300 S.E. 2ND STREET
		CITY:			FORT LAUDERDALE
		STATE:			FL
		ZIP:			33301-1923

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	TEMPLETON GLOBAL INCOME FUND INC
		DATE OF NAME CHANGE:	19920703
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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      <regFileNumber>811-05459</regFileNumber>
      <regCik>0000828803</regCik>
      <regLei>QU1AAXOSV5K4OVMXJP19</regLei>
      <regStreet1>300 S.E. 2nd Street</regStreet1>
      <regCity>Fort Lauderdale</regCity>
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      <regZipOrPostalCode>33301-1923</regZipOrPostalCode>
      <regPhone>954-527-7500</regPhone>
      <seriesName>Templeton Global Income Fund</seriesName>
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      <repPdEnd>2019-12-31</repPdEnd>
      <repPdDate>2019-12-31</repPdDate>
      <isFinalFiling>N</isFinalFiling>
    </genInfo>
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      <totAssets>1973493754.31</totAssets>
      <totLiabs>1064739094.06</totLiabs>
      <netAssets>908754660.25</netAssets>
      <assetsAttrMiscSec>0</assetsAttrMiscSec>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>ARGENTINA POM POLITICA MONETARIA FRN 06/21/2020</name>
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        <name>Korea Treasury Bond 2% 12/10/2021</name>
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        <name>Argentina Treasury Bill 03/30/2020</name>
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        <fairValLevel>3</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>GHANA GOVT 18.75% 01/24/2022</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>INDIA GOVERNMENT BOND 8.83% 11/25/2023</name>
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        <name>TITULOS DE TESORERIA B 7.00% 05/04/2022</name>
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        <cusip>P6S34QCM2</cusip>
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          <other otherDesc="Internal Identifier" value="627611"/>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>UST</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-05-04</maturityDt>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA 9.85% 06/28/2027</name>
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        <cusip>P3772NBA9</cusip>
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          <other otherDesc="Internal Identifier" value="452850"/>
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        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bonos de la Nacion Argentina con Ajuste por CER 4.00% 03/06/2020 INDEX LINKED TO ARCECOES</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2020-03-06</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <name>Japan Treasury Discount Bill 01/27/2020 TBLM</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>INDONESIA GOVERNMENT 10.25% 07/15/2027</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <title>CITIBANK NA STRIKE 22.9955 EXPIRES 09/03/20 USD Call/MXN Put</title>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <name>ARGENTINE BONOS DEL TESORO 15.50% 10/17/2026</name>
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          <maturityDt>2026-10-17</maturityDt>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <invCountry>N/A</invCountry>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="980885"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.27% 06/09/2020</name>
        <lei>N/A</lei>
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        <cusip>Y39157GB5</cusip>
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          <other otherDesc="Internal Identifier" value="581511"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-06-09</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>NOTA DO TESOURO NACIONAL NTNF 01/01/2027 STATED RATE 10%</name>
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        <cusip>P8T60MXG3</cusip>
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          <other otherDesc="Internal Identifier" value="623340"/>
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        <invCountry>BR</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-01-01</maturityDt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.6645 EXPIRES 05/05/20 AUD Put/USD Call</title>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GOLDMAN SACHS INTERNATIONAL STRIKE 22.1125 EXPIRES 03/12/20 USD Call/MXN Put *OTC*</title>
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          <other otherDesc="Internal Sec ID" value="1009898"/>
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              <counterpartyName>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <name>NORWEGIAN GOVERNMENT 3.00% 03/14/2024 144A REG S</name>
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          <other otherDesc="Internal Identifier" value="592822"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</name>
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        <title>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</title>
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          <ticker value="INFXX"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="1009022"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>UBS AG</counterpartyName>
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      <invstOrSec>
        <name>Japan Treasury Discount Bill 01/14/2020 TBLM</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japan Treasury Discount Bill 01/14/2020 TBLM</title>
        <cusip>000000000</cusip>
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          <isin value="JP1748611KA6"/>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>CITIBANK NA STRIKE 73.25 EXPIRES 05/07/20 AUD Put/JPY Call</title>
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          <other otherDesc="Internal Sec ID" value="980883"/>
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        <balance>6440000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="980349"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="1007184"/>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <name>UNITED STATES TREASURY NOTE/BOND 1.25% 01/31/2020</name>
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          <other otherDesc="Internal Identifier" value="598160"/>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200415</title>
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        <fairValLevel>N/A</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200323</title>
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        <balance>1.00000000</balance>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 111.15 EXPIRES 03/20/20 USD Call/JPY Put</title>
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          <other otherDesc="Internal Sec ID" value="1011702"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>GOLDMAN SACHS INTERNATIONAL STRIKE 19.4925 EXPIRES 03/12/20 USD Call/MXN Put</issuerName>
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                  <other otherDesc="Internal Sec ID" value="1009895"/>
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      <invstOrSec>
        <name>Norway Treasury Bill 06/17/2020 TBLM 144A REG S</name>
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        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>N/A</name>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1008241"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.4881 EXPIRES 03/10/20 USD Call/MXN Put</issuerName>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_JPY_20200306</title>
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        <fairValLevel>N/A</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 109.16 EXPIRES 03/30/20 USD Call/JPY Put</title>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200225</title>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.6755 EXPIRES 05/04/20 AUD PUT/USD CALL</title>
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            <shareNo>2.00000000</shareNo>
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            <unrealizedAppr>-76743.5</unrealizedAppr>
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        <name>UNITED STATES TREASURY NOTE/BOND 1.125% 09/30/2021</name>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-09-30</maturityDt>
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          <couponKind>Fixed</couponKind>
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        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MEXICAN UDIBONOS 2.50% 12/10/2020 INDEX LINKED TO MXUDI</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEXICAN UDIBONOS 2.50% 12/10/2020 INDEX LINKED TO MXUDI</title>
        <cusip>P9767HDZ9</cusip>
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          <other otherDesc="Internal Identifier" value="548193"/>
        </identifiers>
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        <pctVal>0.067386790603</pctVal>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
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        </debtSec>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_JPY_20200226</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="4729622525765"/>
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        <balance>1.00000000</balance>
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        <valUSD>10261615.58000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>10261615.58000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 22.908 EXPIRES 05/21/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1005367"/>
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        <balance>-1360000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>CITIBANK NA STRIKE 22.908 EXPIRES 05/21/20 USD Call/MXN Put</issuerName>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>17270.64</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200831</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="4678022538846"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 2.625% 07/15/2021</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 2.625% 07/15/2021</title>
        <cusip>912828Y20</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="912827"/>
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        <balance>2975000.00000000</balance>
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        <pctVal>0.332481459756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 112.24 EXPIRES 09/22/20 USD Call/JPY Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1011687"/>
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        <balance>24116000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>85129.48000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>CITIBANK NA STRIKE 112.24 EXPIRES 09/22/20 USD Call/JPY Put *OTC*</issuerName>
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                  <other otherDesc="Internal Sec ID" value="1011687"/>
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            <shareNo>1.00000000</shareNo>
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            <unrealizedAppr>-27878.1</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SEK_EUR_20200415</title>
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          <other otherDesc="Internal Sec ID" value="4749622715150"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 21.5785 EXPIRES 03/05/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007010"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200821</title>
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          <other otherDesc="Internal Sec ID" value="4665622509399"/>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 19.9455 EXPIRES 03/30/20 USD Call/MXN Put</title>
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          <other otherDesc="Internal Sec ID" value="1019339"/>
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        <balance>-7377000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_EUR_20200331</title>
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          <other otherDesc="Internal Sec ID" value="4725522664949"/>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_BRL_20200303</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_NOK_20200103</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="4786522677798"/>
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        <balance>1.00000000</balance>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
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            <settlementDt>2020-01-03</settlementDt>
            <unrealizedAppr>-91251.75</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 19.75% 03/25/2024</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 19.75% 03/25/2024</title>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>India Government Bond 6.79% 05/15/2027</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      </invstOrSec>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <title>CITIBANK NA STRIKE 18.3052 EXPIRES 05/14/20 USD Put/MXN Call</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <unrealizedAppr>-18598.27</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="1011699"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="1011692"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <putOrCall>Put</putOrCall>
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            <unrealizedAppr>251080.88</unrealizedAppr>
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        <securityLending>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <putOrCall>Put</putOrCall>
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            <delta>XXXX</delta>
            <unrealizedAppr>-88602.99</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>INDONESIA GOVERNMENT 8.375% 09/15/2026</name>
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          <other otherDesc="Internal Identifier" value="607174"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 6.84% 12/19/2022</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 6.84% 12/19/2022</title>
        <cusip>Y725633V2</cusip>
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          <other otherDesc="Internal Identifier" value="669875"/>
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        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SEK_USD_20200519</title>
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          <other otherDesc="Internal Sec ID" value="4807822847543"/>
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        <balance>1.00000000</balance>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
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            <amtCurSold>4832000.00000000</amtCurSold>
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            <amtCurPur>505497.49000000</amtCurPur>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.7961 EXPIRES 11/05/20 AUD Call/USD Put</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="980671"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>HSBC BANK PLC STRIKE 0.7961 EXPIRES 11/05/20 AUD Call/USD Put</issuerName>
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            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
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            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-11-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>34962.25</unrealizedAppr>
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        <name>GHANA GOVT 19.00% 11/02/2026</name>
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        <name>N/A</name>
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        <name>United States Treasury Note/Bond 1.5% 09/30/2021</name>
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        <name>N/A</name>
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        <name>INDIA GOVERNMENT BOND 8.20% 02/15/2022</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>GHANA GOVT 17.60% 11/28/2022</name>
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        <name>Japan Treasury Discount Bill 09/23/2020 TBLM</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>GHANA GOVT 24.50% 06/21/2021</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>NOTA DO TESOURO NACIONAL NTNF 01/01/2023 STATED RATE 10%</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>INDIA GOVERNMENT BOND 7.68% 12/15/2023</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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                <issuerName>HSBC BANK PLC STRIKE 0.6795 EXPIRES 04/30/20 AUD PUT/USD CALL</issuerName>
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            <shareNo>2.00000000</shareNo>
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      <invstOrSec>
        <name>N/A</name>
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            <putOrCall>Call</putOrCall>
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        <name>MEXICAN FIXED RATE BONDS 6.50% 06/09/2022</name>
        <lei>254900EGTWEU67VP6075</lei>
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          <other otherDesc="Internal Identifier" value="518068"/>
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        <invCountry>MX</invCountry>

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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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        <name>INDONESIA GOVERNMENT 9.00% 03/15/2029</name>
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        <cusip>Y39814JN2</cusip>
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          <other otherDesc="Internal Identifier" value="606091"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-03-15</maturityDt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EUR_USD_20200325</title>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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        <name>INDIA GOVERNMENT BOND 8.15% 06/11/2022</name>
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      <invstOrSec>
        <name>N/A</name>
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        <title>USD_INR_20200220</title>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200612</title>
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      <invstOrSec>
        <name>GHANA GOVT 21.50% 03/09/2020</name>
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        <currencyConditional curCd="GHS" exchangeRt="5.72000000"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>NOTA DO TESOURO NACIONAL NTNF 01/01/2025 STATED RATE 10%</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 21.699 EXPIRES 09/08/20 USD Call/MXN Put</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007182"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>INDONESIA GOVERNMENT 11.00% 11/15/2020</name>
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        <title>INDONESIA GOVERNMENT 11.00% 11/15/2020</title>
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        <issuerCat>UST</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-11-15</maturityDt>
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      <invstOrSec>
        <name>Japan Treasury Discount Bill 05/20/2020 TBLM</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japan Treasury Discount Bill 05/20/2020 TBLM</title>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MEXICAN FIXED RATE BONDS 6.50% 06/10/2021</name>
        <lei>254900EGTWEU67VP6075</lei>
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        <cusip>P9767HCU1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="622932"/>
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        <balance>18789460.00000000</balance>
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        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 20.5768 EXPIRES 05/15/20 USD Call/MXN Put</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="1003405"/>
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        <balance>4433000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200424</title>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>UBS AG</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      </invstOrSec>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.1513 EXPIRES 02/20/20 USD Call/MXN Put *OTC*</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="1024646"/>
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        <balance>-36880000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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            <delta>XXXX</delta>
            <unrealizedAppr>383847.04</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Note/Bond 1.5% 08/31/2021</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 7.80% 04/11/2021</name>
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          <other otherDesc="Internal Identifier" value="642588"/>
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        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="4838622975398"/>
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        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
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                <issuerName>HSBC BANK PLC STRIKE 0.775 EXPIRES 05/05/21 AUD Call/USD Put</issuerName>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="4835822819899"/>
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      <invstOrSec>
        <name>Japan Treasury Discount Bill 04/10/2020 TBLM</name>
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        <title>Japan Treasury Discount Bill 04/10/2020 TBLM</title>
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          <isin value="JP1748621KA5"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>INTER-AMERICAN DEVELOPMENT BANK 7.50% 12/05/2024</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <title>JPMORGAN CHASE &amp; CO STRIKE 18.744 EXPIRES 03/05/20 USD Put/MXN Call</title>
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        <name>N/A</name>
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        <name>INDONESIA GOVERNMENT 10.00% 09/15/2024</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>UNITED STATES TREASURY NOTE/BOND 1.125% 07/31/2021</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <title>CITIBANK NA STRIKE 108.91 EXPIRES 03/20/20 USD Call/JPY Put</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Argentina Treasury Bill 07/29/2020</name>
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        <fairValLevel>3</fairValLevel>
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        <name>N/A</name>
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        <title>CITIBANK NA STRIKE 21.0285 EXPIRES 07/30/20 USD Call/MXN Put</title>
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        <name>TITULOS DE TESORERIA B 11.00% 07/24/2020</name>
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        <name>KOREA TREASURY BOND 3.00% 09/10/2024</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>STANDARD CHARTERED BANK</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <unrealizedAppr>-33224.69</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                <issuerName>GOLDMAN SACHS INTERNATIONAL STRIKE 19.402 EXPIRES 03/12/20 USD Put/MXN Call</issuerName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-37356.4</unrealizedAppr>
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      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.08% 08/02/2022</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 8.08% 08/02/2022</title>
        <cusip>Y39157DH5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="662432"/>
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        <balance>549000000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-02</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.6529 EXPIRES 05/07/20 AUD Put/USD Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980669"/>
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        <balance>7728000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.42959260"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <putOrCall>Put</putOrCall>
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            <shareNo>1.00000000</shareNo>
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            <unrealizedAppr>-59701.68</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA 7.75% 04/14/2021</name>
        <lei>549300MHDRBVRF6B9117</lei>
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        <cusip>000000000</cusip>
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          <isin value="XS0502258444"/>
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        <balance>983000000.00000000</balance>
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        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 0.6725 EXPIRES 08/12/20 AUD Put/USD Call *OTC*</title>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="1021258"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <balance>37341000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>Republic of Ghana Government Bonds 16.25% 05/17/2021</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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

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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <title>CITIBANK NA STRIKE 20.5 EXPIRES 05/11/20 USD Call/MXN Put</title>
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          <other otherDesc="Internal Sec ID" value="981106"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="1018816"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 18.3529 EXPIRES 03/06/20 USD Put/MXN Call *OTC*</title>
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          <other otherDesc="Internal Sec ID" value="1007189"/>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <name>N/A</name>
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        <name>INDONESIA GOVERNMENT 8.375% 03/15/2024</name>
        <lei>529900FWX0GRR7WG5W79</lei>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 21.453 EXPIRES 06/15/20 USD Call/MXN Put</title>
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        <name>NORWEGIAN GOVERNMENT 1.75% 03/13/2025 144A REG S</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>INDONESIA GOVERNMENT 12.90% 06/15/2022</name>
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        <name>ARGENTINE BONOS DEL TESORO 16.00% 10/17/2023</name>
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        <name>N/A</name>
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        <name>Norway Treasury Bill 03/18/2020 TBLM 144A REG S</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="1024644"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>UBS AG</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 19.55 EXPIRES 05/11/20 USD Put/MXN Call</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 79.45 EXPIRES 02/12/20 AUD Call/JPY Put</title>
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          <other otherDesc="Internal Sec ID" value="981289"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Argentina Treasury Bill 05/28/2020 TBLM</name>
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      <invstOrSec>
        <name>Argentina Treasury Bill 10/29/2020</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Put</putOrCall>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>INDONESIA GOVERNMENT 7.00% 05/15/2022</name>
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        <cusip>Y39814HE4</cusip>
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          <other otherDesc="Internal Identifier" value="548763"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>TITULOS DE TESORERIA B 7.75% 09/18/2030</name>
        <lei>549300MHDRBVRF6B9117</lei>
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        <cusip>P6S32JH78</cusip>
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          <other otherDesc="Internal Identifier" value="627613"/>
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        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
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      <invstOrSec>
        <name>Korea Monetary Stabilization Bond 1.18% 08/02/2021</name>
        <lei>RVHOHKPBCJ2GSJ37YH94</lei>
        <title>Korea Monetary Stabilization Bond 1.18% 08/02/2021</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="KR310101G982"/>
          <other otherDesc="Internal Identifier" value="1007416"/>
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        <balance>2322000000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-02</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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        <title>CITIBANK NA STRIKE 76.5 EXPIRES 05/07/20 AUD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1019147"/>
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        <balance>-7728000.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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                <issuerName>CITIBANK NA STRIKE 76.5 EXPIRES 05/07/20 AUD Call/JPY Put</issuerName>
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        <name>N/A</name>
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        <title>HSBC BANK USA NA IRS PAY FIXED 3.002% 02/22/48 USD</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_MXN_20200408</title>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <name>N/A</name>
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        <title>JPMORGAN CHASE &amp; CO STRIKE 22.3 EXPIRES 07/27/20 USD Call/MXN Put</title>
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          <other otherDesc="Internal Sec ID" value="1018818"/>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>JPMORGAN CHASE &amp; CO STRIKE 22.3 EXPIRES 07/27/20 USD Call/MXN Put</issuerName>
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      <invstOrSec>
        <name>N/A</name>
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        <title>CITIBANK NA STRIKE 75.95 EXPIRES 04/22/20 AUD Call/JPY Put</title>
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          <other otherDesc="Internal Sec ID" value="1034967"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NORWEGIAN GOVERNMENT 3.75% 05/25/2021 REG S</name>
        <lei>549300O6E2WAK3IAXE34</lei>
        <title>NORWEGIAN GOVERNMENT 3.75% 05/25/2021 REG S</title>
        <cusip>R63339GM2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="592821"/>
        </identifiers>
        <balance>94748000.00000000</balance>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 77.28 EXPIRES 02/12/20 AUD Call/JPY Put</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="981315"/>
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        <balance>-2898000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="1011697"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="4667122280751"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <amtCurSold>15092029.92000000</amtCurSold>
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            <amtCurPur>1583000000.00000000</amtCurPur>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 21.9155 EXPIRES 03/30/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1019338"/>
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        <balance>5532000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2417.48000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>CITIBANK NA STRIKE 21.9155 EXPIRES 03/30/20 USD Call/MXN Put</issuerName>
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                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1019338"/>
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              </otherRefInst>
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            <shareNo>1.00000000</shareNo>
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            <expDt>2020-03-30</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-19467.11</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.35% 05/14/2022</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 8.35% 05/14/2022</title>
        <cusip>Y2835DAM3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="584480"/>
        </identifiers>
        <balance>68200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="71.32000000"/>
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        <pctVal>0.110227189341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.35000000</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>Korea Treasury Bond 2.25% 09/10/2023</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>Korea Treasury Bond 2.25% 09/10/2023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="KR103501G893"/>
          <other otherDesc="Internal Identifier" value="928289"/>
        </identifiers>
        <balance>19359000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1157.94000000"/>
        <valUSD>17215927.73000000</valUSD>
        <pctVal>1.894452758598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 19.75% 03/15/2032</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 19.75% 03/15/2032</title>
        <cusip>V3R60FCC6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="663439"/>
        </identifiers>
        <balance>25560000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GHS" exchangeRt="5.72000000"/>
        <valUSD>4108523.37000000</valUSD>
        <pctVal>0.452104792383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>19.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 19.3685 EXPIRES 03/09/20 USD PUT/MXN CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007385"/>
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        <balance>-9221000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-196730.04000000</valUSD>
        <pctVal>-0.02164831154</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <putOrCall>Put</putOrCall>
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                <issuerName>CITIBANK NA STRIKE 19.3685 EXPIRES 03/09/20 USD PUT/MXN CALL</issuerName>
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                  <other otherDesc="Internal Sec ID" value="1007385"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.3685</exercisePrice>
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            <delta>XXXX</delta>
            <unrealizedAppr>-74478.02</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 85.5 EXPIRES 05/07/20 AUD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980880"/>
        </identifiers>
        <balance>15455000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.42959260"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>CITIBANK NA STRIKE 85.5 EXPIRES 05/07/20 AUD Call/JPY Put</issuerName>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-49578.86</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_KRW_20200130</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="4636422416970"/>
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        <balance>1.00000000</balance>
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        <valUSD>11082628.39000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <amtCurSold>11082628.39000000</amtCurSold>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 19.0895 EXPIRES 05/21/20 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1005366"/>
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        <balance>-1360000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17583.44000000</valUSD>
        <pctVal>-0.00193489406</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 19.0895 EXPIRES 05/21/20 USD Put/MXN Call</issuerName>
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                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1005366"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
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            <expDt>2020-05-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-4186.08</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.7692 EXPIRES 04/30/20 AUD Call/USD Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="979893"/>
        </identifiers>
        <balance>4830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.42959260"/>
        <valUSD>1098.03000000</valUSD>
        <pctVal>0.000120827991</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
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            <putOrCall>Call</putOrCall>
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                <issuerName>HSBC BANK PLC STRIKE 0.7692 EXPIRES 04/30/20 AUD Call/USD Put</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.7692 EXPIRES 04/30/20 AUD Call/USD Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="979893"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>0.7692</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-04-30</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-20282.28</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200612</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4593222254273"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Argentina Treasury Bill 05/13/2020 TBLM</name>
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        <name>Argentina Treasury Bill 02/26/2020 TBLM</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1020018"/>
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        <balance>21391000.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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                  <other otherDesc="Internal Sec ID" value="1020018"/>
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            <shareNo>2.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-486945.49</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 24.75% 07/19/2021</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 24.75% 07/19/2021</title>
        <cusip>V3R60FBU7</cusip>
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          <other otherDesc="Internal Identifier" value="641155"/>
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        <balance>360000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-07-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>24.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 78.18 EXPIRES 02/12/20 AUD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981300"/>
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        <balance>-1739000.00000000</balance>
        <units>NC</units>
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        <issuerConditional desc="Currency" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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                <issuerName>CITIBANK NA STRIKE 78.18 EXPIRES 02/12/20 AUD Call/JPY Put</issuerName>
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            <delta>XXXX</delta>
            <unrealizedAppr>20318.72</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1034971"/>
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        <balance>4644000.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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                <issuerName>CITIBANK NA STRIKE 79.3 EXPIRES 04/22/20 AUD Call/JPY Put</issuerName>
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            <delta>XXXX</delta>
            <unrealizedAppr>4387.72</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 18.25% 09/21/2020</name>
        <lei>213800PP4399SNNXZ126</lei>
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        <cusip>000000000</cusip>
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          <isin value="GHGGOG046624"/>
          <other otherDesc="Internal Identifier" value="675303"/>
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        <balance>140000.00000000</balance>
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        <currencyConditional curCd="GHS" exchangeRt="5.72000000"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>18.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 24.2953 EXPIRES 09/08/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007185"/>
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        <balance>-5117000.00000000</balance>
        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                  <other otherDesc="Internal Sec ID" value="1007185"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_KRW_20200320</title>
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          <other otherDesc="Internal Sec ID" value="4713322602530"/>
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        <balance>1.00000000</balance>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>Japan Treasury Discount Bill 05/11/2020 TBLM</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japan Treasury Discount Bill 05/11/2020 TBLM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP1748681KB7"/>
          <other otherDesc="Internal Identifier" value="1020230"/>
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        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>Argentina Treasury Bill 04/28/2020 TBLM</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>Argentina Treasury Bill 04/28/2020 TBLM</title>
        <cusip>000000000</cusip>
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          <isin value="ARARGE5206F7"/>
          <other otherDesc="Internal Identifier" value="939531"/>
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        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2020-04-28</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>INDONESIA GOVERNMENT 10.25% 07/15/2022</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 10.25% 07/15/2022</title>
        <cusip>Y39814DY4</cusip>
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          <other otherDesc="Internal Identifier" value="381954"/>
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        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 84 EXPIRES 05/06/20 AUD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980343"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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                <issuerName>CITIBANK NA STRIKE 84 EXPIRES 05/06/20 AUD Call/JPY Put</issuerName>
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            <shareNo>1.00000000</shareNo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE &amp; CO STRIKE 20.47 EXPIRES 05/13/20 USD CALL/MXN PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1021201"/>
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        <balance>8118000.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>JPMORGAN CHASE &amp; CO STRIKE 20.47 EXPIRES 05/13/20 USD CALL/MXN PUT</issuerName>
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        <name>N/A</name>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>UBS AG</counterpartyName>
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      <invstOrSec>
        <name>INDONESIA GOVERNMENT 11.75% 08/15/2023</name>
        <lei>529900FWX0GRR7WG5W79</lei>
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        <cusip>Y39814DS7</cusip>
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          <other otherDesc="Internal Identifier" value="370530"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="4791622820695"/>
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        <balance>1.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
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      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 7.16% 05/20/2023</name>
        <lei>N/A</lei>
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        <cusip>Y39157FR1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="584513"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>INDONESIA GOVERNMENT 8.75% 05/15/2031</name>
        <lei>529900FWX0GRR7WG5W79</lei>
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        <cusip>Y6S86ZCW7</cusip>
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          <other otherDesc="Internal Identifier" value="652777"/>
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        <invCountry>ID</invCountry>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_MXN_20200617</title>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <name>UNITED STATES TREASURY NOTE/BOND 1.125% 08/31/2021</name>
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        <identifiers>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-08-31</maturityDt>
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        <name>Japan Treasury Discount Bill 01/20/2020 TBLM</name>
        <lei>353800WZS8AXZXFUC241</lei>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 20.059 EXPIRES 09/17/20 USD Call/MXN Put</title>
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        <balance>-7061000.00000000</balance>
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        <name>INDONESIA GOVERNMENT 10.50% 08/15/2030</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>LETRA TESOURO NACIONAL 07/01/2021 STRIP COUPON</name>
        <lei>254900ZFY40OYEADAP90</lei>
        <title>LETRA TESOURO NACIONAL 07/01/2021 STRIP COUPON</title>
        <cusip>P8T60MYN7</cusip>
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          <other otherDesc="Internal Identifier" value="669982"/>
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        <balance>65187.00000000</balance>
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        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-07-01</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 82.15 EXPIRES 12/21/20 AUD Call/JPY Put</title>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>TITULOS DE TESORERIA B 7.50% 08/26/2026</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>CITIBANK NA STRIKE 104.61 EXPIRES 03/30/20 USD Put/JPY Call *OTC*</issuerName>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 72 EXPIRES 07/21/20 AUD Put/JPY Call</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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                <issuerName>CITIBANK NA STRIKE 72 EXPIRES 07/21/20 AUD Put/JPY Call</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 20.85 EXPIRES 09/17/20 USD Call/MXN Put</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>3516867.49000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3156669.41000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-02-12</settlementDt>
            <unrealizedAppr>-32788.01</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.4595 EXPIRES 09/10/20 USD CALL/MXN PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1034301"/>
        </identifiers>
        <balance>-1537000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5851.36000000</valUSD>
        <pctVal>-0.00064388775</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.4595 EXPIRES 09/10/20 USD CALL/MXN PUT</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.4595 EXPIRES 09/10/20 USD CALL/MXN PUT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1034301"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>22.4595</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1088.2</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200824</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4670522520416"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6921030.43000000</valUSD>
        <pctVal>0.761595041294</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>742095907.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>10420500.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-08-24</settlementDt>
            <unrealizedAppr>-429774.21</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 5.625% 05/15/2023</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 5.625% 05/15/2023</title>
        <cusip>Y39814HP9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="532472"/>
        </identifiers>
        <balance>16137000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="13924.50000000"/>
        <valUSD>1140429.22000000</valUSD>
        <pctVal>0.125493630996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-01-29</ncom:dateSigned>
      <ncom:nameOfApplicant>Robert Kubilis</ncom:nameOfApplicant>
      <ncom:signature>Robert Kubilis</ncom:signature>
      <ncom:signerName>Robert Kubilis</ncom:signerName>
      <ncom:title>Chief Financial Officer, Chief Accounting Officer and Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
