<SEC-DOCUMENT>0001752724-20-179324.txt : 20200831
<SEC-HEADER>0001752724-20-179324.hdr.sgml : 20200831
<ACCEPTANCE-DATETIME>20200831140839
ACCESSION NUMBER:		0001752724-20-179324
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20200630
FILED AS OF DATE:		20200831
PERIOD START:           	20201231

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:		201151010

	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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      <repPdEnd>2020-12-31</repPdEnd>
      <repPdDate>2020-06-30</repPdDate>
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        <name>INDONESIA GOVERNMENT 12.80% 06/15/2021</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 7.75% 09/18/2030</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ARGENTINE BONOS DEL TESORO 18.20% 10/03/2021</name>
        <lei>549300KPBYGYF7HCHO27</lei>
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        <cusip>P8S090LT1</cusip>
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        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</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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      <invstOrSec>
        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>TITULOS DE TESORERIA B 7.50% 08/26/2026</name>
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        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
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        <title>USD_KRW_20201123</title>
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          <other otherDesc="Internal Sec ID" value="5024823792366"/>
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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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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <amtCurSold>10835360.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.7465 EXPIRES 02/08/21 AUD Call/USD Put *OTC*</title>
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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>
        <lei>N/A</lei>
        <title>JPY_AUD_20200914</title>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.4635 EXPIRES 09/22/20 USD Put/MXN Call *OTC*</title>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.132 EXPIRES 09/22/20 USD Put/MXN Call *OTC*</title>
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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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      <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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      <invstOrSec>
        <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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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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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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          <other otherDesc="Internal Sec ID" value="4789122815580"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>UBS AG</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.9035 EXPIRES 09/25/20 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1087433"/>
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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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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>MEXICAN FIXED RATE BONDS 6.50% 06/09/2022</name>
        <lei>254900EGTWEU67VP6075</lei>
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        <cusip>P4R0C9EJ8</cusip>
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          <other otherDesc="Internal Identifier" value="518068"/>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-06-09</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ARGENTINE BONOS DEL TESORO 15.50% 10/17/2026</name>
        <lei>549300KPBYGYF7HCHO27</lei>
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        <cusip>P8S090LU8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="648398"/>
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        <balance>512895000.00000000</balance>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2026-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 20.059 EXPIRES 09/17/20 USD Put/MXN Call *OTC*</title>
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      <invstOrSec>
        <name>LETRA TESOURO NACIONAL 07/01/2020 STRIP COUPON</name>
        <lei>254900ZFY40OYEADAP90</lei>
        <title>LETRA TESOURO NACIONAL 07/01/2020 STRIP COUPON</title>
        <cusip>P8T60MYA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="653405"/>
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        <balance>104697.00000000</balance>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-07-01</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 58.95 EXPIRES 06/21/21 AUD Put/JPY Call *OTC*</title>
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          <other otherDesc="Internal Sec ID" value="1086522"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <shareNo>1.00000000</shareNo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.945 EXPIRES 01/14/21 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1061610"/>
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        <balance>4827000.00000000</balance>
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        <valUSD>34107.58000000</valUSD>
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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>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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            <putOrCall>Put</putOrCall>
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              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.945 EXPIRES 01/14/21 USD Put/MXN Call *OTC*</issuerName>
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                  <other otherDesc="Internal Sec ID" value="1061610"/>
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            <shareNo>2.00000000</shareNo>
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            <expDt>2021-01-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>7153.40000000</unrealizedAppr>
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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>
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        <cusip>000000000</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
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                <issuerName>GOLDMAN SACHS BANK USA STRIKE 22.0254 EXPIRES 07/31/20 USD Put/MXN Call *OTC*</issuerName>
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            <unrealizedAppr>-67523.03000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <balance>1.00000000</balance>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <amtCurSold>7245982.31000000</amtCurSold>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1074900"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                <issuerName>JPMORGAN CHASE BANK NA STRIKE 22.4975 EXPIRES 08/31/20 USD Put/MXN Call *OTC*</issuerName>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>80562.75000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.625 EXPIRES 01/27/21 AUD PUT/USD CALL</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1041221"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                <issuerName>HSBC BANK PLC STRIKE 0.625 EXPIRES 01/27/21 AUD PUT/USD CALL</issuerName>
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            <shareNo>1.00000000</shareNo>
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            <unrealizedAppr>-6458.40000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_MXN_20201221</title>
        <cusip>000000000</cusip>
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        <balance>1.00000000</balance>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <amtCurSold>17297104.97000000</amtCurSold>
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            <settlementDt>2020-12-21</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GOLDMAN SACHS BANK USA STRIKE 22.4495 EXPIRES 08/31/20 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1074786"/>
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        <balance>2634000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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              <otherRefInst>
                <issuerName>GOLDMAN SACHS BANK USA STRIKE 22.4495 EXPIRES 08/31/20 USD Put/MXN Call *OTC*</issuerName>
                <issueTitle>GOLDMAN SACHS BANK USA STRIKE 22.4495 EXPIRES 08/31/20 USD Put/MXN Call *OTC*</issueTitle>
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            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
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            <expDt>2020-08-31</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-56362.63000000</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>JPY_EUR_20200930</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4848023019556"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-193.06000000</valUSD>
        <pctVal>-0.00002310984</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">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <amtCurSold>283400.00000000</amtCurSold>
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            <amtCurPur>34383079.00000000</amtCurPur>
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            <settlementDt>2020-09-30</settlementDt>
            <unrealizedAppr>-193.06000000</unrealizedAppr>
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        </derivativeInfo>
        <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>USD_EUR_20201204</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="5049023881753"/>
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        <valUSD>-31647.33000000</valUSD>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 23.4595 EXPIRES 12/07/20 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1076183"/>
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        <balance>-2828000.00000000</balance>
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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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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>CITIBANK NA STRIKE 23.4595 EXPIRES 12/07/20 USD Call/MXN Put *OTC*</issuerName>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-57363.15000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 75.8 EXPIRES 09/11/20 AUD Call/JPY Put *OTC*</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1081213"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <shareNo>1.00000000</shareNo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SEK_USD_20200826</title>
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        <balance>1.00000000</balance>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
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            <amtCurSold>10045046.68000000</amtCurSold>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_MXN_20201016</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="4750822716765"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
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        <valUSD>1018655.85000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <amtCurSold>167775000.00000000</amtCurSold>
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            <settlementDt>2020-10-16</settlementDt>
            <unrealizedAppr>1018655.85000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2021</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 2.125% 12/31/2021</title>
        <cusip>912828G87</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="599500"/>
        </identifiers>
        <balance>3094000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3184825.82000000</valUSD>
        <pctVal>0.381232948064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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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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        <isRestrictedSec>N</isRestrictedSec>

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

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

        <fairValLevel>2</fairValLevel>
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            <unrealizedAppr>-9266.08000000</unrealizedAppr>
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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="1077788"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-937.34999999</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_BRL_20200702</title>
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          <other otherDesc="Internal Sec ID" value="4942423449667"/>
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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>JPMORGAN CHASE BANK NA</counterpartyName>
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            <amtCurSold>20793200.00000000</amtCurSold>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 21.197 EXPIRES 04/09/21 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1060005"/>
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        <balance>7897000.00000000</balance>
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        <valUSD>87735.67000000</valUSD>
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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>CITIBANK NA</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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                <issuerName>CITIBANK NA STRIKE 21.197 EXPIRES 04/09/21 USD Put/MXN Call *OTC*</issuerName>
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            <shareNo>2.00000000</shareNo>
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            <expDt>2021-04-09</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>12867.59000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.5235 EXPIRES 01/22/21 AUD Put/USD Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1065295"/>
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        <balance>-3870000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1074527"/>
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        <balance>-4610000.00000000</balance>
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            <unrealizedAppr>50161.41000000</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_EUR_20200925</title>
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        <invCountry>N/A</invCountry>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE BANK NA STRIKE 24.9 EXPIRES 09/22/20 USD Call/MXN Put *OTC*</title>
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          <other otherDesc="Internal Sec ID" value="1075881"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 112 EXPIRES 02/24/21 USD Call/JPY Put *OTC*</title>
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          <other otherDesc="Internal Sec ID" value="1047538"/>
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        <balance>-62235000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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                <issuerName>CITIBANK NA STRIKE 112 EXPIRES 02/24/21 USD Call/JPY Put *OTC*</issuerName>
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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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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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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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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>KOREA TREASURY BOND 3.00% 09/10/2024</name>
        <lei>549300O0QCVSQGPGDT58</lei>
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        <cusip>Y7277FQM5</cusip>
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        <fairValLevel>2</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>Japan Treasury Discount Bill 09/23/2020 TBLM</name>
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        <name>N/A</name>
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        <name>United States Treasury Note/Bond 1.5% 11/30/2024</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-11-30</maturityDt>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Argentina Treasury Bond BONCER 1.1% 04/17/2021 INDEX LINKED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2021-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="4945923460912"/>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="5101324018595"/>
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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>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 76 EXPIRES 01/22/21 AUD Call/JPY Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1087237"/>
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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 76 EXPIRES 01/22/21 AUD Call/JPY Put *OTC*</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="5035223825333"/>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>NORWEGIAN GOVERNMENT 3.00% 03/14/2024 144A REG S</name>
        <lei>549300O6E2WAK3IAXE34</lei>
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        <cusip>R34155AK8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="592822"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>INDONESIA GOVERNMENT 8.375% 03/15/2024</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 8.375% 03/15/2024</title>
        <cusip>Y39814JK8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="595946"/>
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        <balance>56555000000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>UST</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Korea Treasury Bond 2% 12/10/2021</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>Korea Treasury Bond 2% 12/10/2021</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="KR103501G8C1"/>
          <other otherDesc="Internal Identifier" value="948688"/>
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        <balance>4254000000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-12-10</maturityDt>
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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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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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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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      <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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      <invstOrSec>
        <name>N/A</name>
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              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
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      <invstOrSec>
        <name>LETRA TESOURO NACIONAL 07/01/2021 STRIP COUPON</name>
        <lei>254900ZFY40OYEADAP90</lei>
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        <cusip>P8T60MYN7</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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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        <cusip>000000000</cusip>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200713</title>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE &amp; CO STRIKE 22.3 EXPIRES 07/27/20 USD Call/MXN Put</title>
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        <name>GHANA GOVT 24.75% 07/19/2021</name>
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        <cusip>V3R60FBU7</cusip>
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        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA 7.75% 04/14/2021</name>
        <lei>549300MHDRBVRF6B9117</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 72.9 EXPIRES 04/29/21 AUD Put/JPY Call *OTC*</title>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GOLDMAN SACHS BANK USA STRIKE 19.6085 EXPIRES 06/09/21 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>-2350000.00000000</balance>
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        <valUSD>-9108.60000000</valUSD>
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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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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="1057705"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA 4.375% 03/21/2023</name>
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        <isRestrictedSec>N</isRestrictedSec>

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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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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <amtCurSold>26220000.00000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE BANK NA STRIKE 22.295 EXPIRES 12/04/20 USD Call/MXN Put *OTC*</title>
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          <other otherDesc="Internal Sec ID" value="1075874"/>
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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>JPMORGAN CHASE BANK NA</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <shareNo>1.00000000</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>209549.23000000</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 21.896 EXPIRES 09/25/20 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1087430"/>
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        <balance>-1931000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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            <putOrCall>Put</putOrCall>
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            <shareNo>1.00000000</shareNo>
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            <unrealizedAppr>4282.96000000</unrealizedAppr>
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      <invstOrSec>
        <name>KOREA TREASURY BOND 1.875% 06/10/2026</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>KOREA TREASURY BOND 1.875% 06/10/2026</title>
        <cusip>Y7277FTM2</cusip>
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          <other otherDesc="Internal Identifier" value="639248"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-10</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20201026</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="4993423679487"/>
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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>USD_BRL_20200715</title>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 79 EXPIRES 01/22/21 AUD Call/JPY Put *OTC*</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1087240"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 27.242 EXPIRES 04/09/21 USD Call/MXN Put *OTC*</title>
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          <other otherDesc="Internal Sec ID" value="1076161"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <unrealizedAppr>-59232.94000000</unrealizedAppr>
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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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      <invstOrSec>
        <name>N/A</name>
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        <title>HSBC BANK PLC STRIKE 0.641 EXPIRES 03/22/21 AUD Put/USD Call *OTC*</title>
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        <fairValLevel>2</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>INDONESIA GOVERNMENT 12.90% 06/15/2022</name>
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        <name>Norway Treasury Bill 09/16/2020 TBLM 144A REG S</name>
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      <invstOrSec>
        <name>N/A</name>
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        <title>HSBC BANK PLC STRIKE 0.775 EXPIRES 05/05/21 AUD Call/USD Put</title>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>Korea Treasury Bond 2.25% 09/10/2023</name>
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        <isRestrictedSec>N</isRestrictedSec>

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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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        <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>N/A</name>
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        <name>GHANA GOVT 16.50% 03/22/2021</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.02 EXPIRES 09/28/20 USD Put/MXN Call *OTC*</title>
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          <other otherDesc="Internal Sec ID" value="1087689"/>
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        <name>N/A</name>
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        <name>Letras De La Nacion Argentina Con Ajuste Por CER ZERO 12/04/2020 INDEX LINKED 804620</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                <issuerName>GOLDMAN SACHS BANK USA STRIKE 19.8021 EXPIRES 03/03/21 USD Put/MXN Call *OTC*</issuerName>
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      </invstOrSec>
      <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>
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          <other otherDesc="Internal Sec ID" value="5028723799451"/>
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        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 2.00% 02/15/2025</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912828J27</cusip>
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          <other otherDesc="Internal Identifier" value="597616"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-15</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200917</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="5080223948347"/>
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        <balance>1.00000000</balance>
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        <valUSD>-35393.91000000</valUSD>
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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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            <amtCurSold>2520000.00000000</amtCurSold>
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      </invstOrSec>
      <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"/>
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        <balance>2322000000.00000000</balance>
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        <currencyConditional curCd="KRW" exchangeRt="1199.50000000"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-08-02</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NOK_USD_20200921</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4841022992582"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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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>JPMORGAN CHASE BANK NA</counterpartyName>
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            <amtCurSold>6367667.78000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 71.44 EXPIRES 06/21/21 AUD Put/JPY Call *OTC*</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="1086501"/>
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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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            <putOrCall>Put</putOrCall>
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                <issuerName>CITIBANK NA STRIKE 71.44 EXPIRES 06/21/21 AUD Put/JPY Call *OTC*</issuerName>
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            <shareNo>1.00000000</shareNo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="4969523538537"/>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.3685 EXPIRES 01/14/21 USD Put/MXN Call *OTC*</title>
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      <invstOrSec>
        <name>GHANA GOVT 24.75% 03/01/2021</name>
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          <other otherDesc="Internal Identifier" value="628498"/>
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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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      </invstOrSec>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.823 EXPIRES 09/02/20 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1075410"/>
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        <balance>7810000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <putOrCall>Call</putOrCall>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>TITULOS DE TESORERIA B 7.00% 05/04/2022</name>
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        <name>United States Treasury Bill 09/10/2020 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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        <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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        <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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        <name>N/A</name>
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        <name>Korea Treasury Bond 1.375% 12/10/2029</name>
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        <name>GHANA GOVT 24.50% 06/21/2021</name>
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        <name>Japan Treasury Discount Bill 08/11/2020 TBLM</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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        <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>United States Treasury Bill 08/06/2020 TBLM</name>
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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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        <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>INDIA GOVERNMENT BOND 8.79% 11/08/2021</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>MEXICAN FIXED RATE BONDS 8.00% 12/07/2023</name>
        <lei>254900EGTWEU67VP6075</lei>
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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>Japan Treasury Discount Bill 07/06/2020 TBLM</name>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>United States Treasury Note/Bond 2.625% 12/31/2025</name>
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        <name>Japan Treasury Discount Bill 09/10/2020 TBLM</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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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 25.0175 EXPIRES 09/02/20 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1075414"/>
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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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            <putOrCall>Call</putOrCall>
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            <shareNo>1.00000000</shareNo>
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      <invstOrSec>
        <name>N/A</name>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1074788"/>
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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 BANK USA STRIKE 24.615 EXPIRES 08/31/20 USD Call/MXN Put *OTC*</issuerName>
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            <shareNo>1.00000000</shareNo>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 118.25 EXPIRES 02/24/21 USD Call/JPY Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1047540"/>
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        <balance>62235000.00000000</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>CITIBANK NA</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>CITIBANK NA STRIKE 118.25 EXPIRES 02/24/21 USD Call/JPY Put *OTC*</issuerName>
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            <shareNo>2.00000000</shareNo>
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            <unrealizedAppr>-110218.19000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 25.482 EXPIRES 04/09/21 USD CALL/MXN PUT</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="1060006"/>
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        <balance>7235000.00000000</balance>
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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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                <issuerName>CITIBANK NA STRIKE 25.482 EXPIRES 04/09/21 USD CALL/MXN PUT</issuerName>
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            <shareNo>2.00000000</shareNo>
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      <invstOrSec>
        <name>GHANA GOVT 19.00% 11/02/2026</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 19.00% 11/02/2026</title>
        <cusip>V3R60FBX1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="663247"/>
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        <balance>25560000.00000000</balance>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-11-02</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200827</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4912523292439"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
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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>JPMORGAN CHASE BANK NA</counterpartyName>
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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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548193"/>
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        <balance>117792.73700000</balance>
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        <currencyConditional curCd="MXN" exchangeRt="23.08950000"/>
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        <pctVal>0.061815068723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <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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          <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>HSBC BANK PLC STRIKE 0.626 EXPIRES 10/27/20 AUD Put/USD Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1066103"/>
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        <balance>5160000.00000000</balance>
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        <assetCat>DFE</assetCat>
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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>2.00000000</shareNo>
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      <invstOrSec>
        <name>United States Treasury Bill 07/16/2020 TBLM</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill 07/16/2020 TBLM</title>
        <cusip>912796SZ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="996749"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 1.125% 09/30/2021</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912828T34</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="647000"/>
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        <balance>2737000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 9.50% 07/15/2023</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 9.50% 07/15/2023</title>
        <cusip>Y39814ED9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="420938"/>
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        <balance>11430000000.00000000</balance>
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        <currencyConditional curCd="IDR" exchangeRt="14245.00000000"/>
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        <pctVal>0.104858908599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>KOREA TREASURY BOND 1.375% 09/10/2021</name>
        <lei>549300O0QCVSQGPGDT58</lei>
        <title>KOREA TREASURY BOND 1.375% 09/10/2021</title>
        <cusip>Y7277FUF5</cusip>
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          <other otherDesc="Internal Identifier" value="637054"/>
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        <balance>3483000000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>UST</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-09-10</maturityDt>
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        <securityLending>
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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="1087950"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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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>
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          <other otherDesc="Internal Identifier" value="622932"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TITULOS DE TESORERIA B 11.00% 07/24/2020</name>
        <lei>549300MHDRBVRF6B9117</lei>
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        <cusip>P3772NAZ5</cusip>
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          <other otherDesc="Internal Identifier" value="627625"/>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GHANA GOVT 19.75% 03/15/2032</name>
        <lei>213800PP4399SNNXZ126</lei>
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        <cusip>V3R60FCC6</cusip>
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          <other otherDesc="Internal Identifier" value="663439"/>
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        <balance>25560000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1011700"/>
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        <balance>-48232000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>United States Treasury Note/Bond 2.875% 05/31/2025</name>
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        <cusip>9128284R8</cusip>
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          <other otherDesc="Internal Identifier" value="874948"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-31</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200723</title>
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          <other otherDesc="Internal Sec ID" value="4760222759798"/>
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        <balance>1.00000000</balance>
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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 89.8 EXPIRES 09/16/20 USD Put/JPY Call *OTC*</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1056002"/>
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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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            <shareNo>1.00000000</shareNo>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="4670522520416"/>
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        <valUSD>-315172.61000000</valUSD>
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        <fairValLevel>N/A</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="5031123811963"/>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Note/Bond 1.5% 09/30/2021</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <other otherDesc="Internal Identifier" value="1012796"/>
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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>UBS AG</counterpartyName>
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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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        <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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      <invstOrSec>
        <name>United States Treasury Note/Bond 1.625% 10/31/2026</name>
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        <cusip>912828YQ7</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>INDONESIA GOVERNMENT 11.00% 11/15/2020</name>
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        <cusip>Y39814DG3</cusip>
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          <other otherDesc="Internal Identifier" value="337157"/>
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        <payoffProfile>Long</payoffProfile>
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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>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="1068832"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Korea Treasury Bond 1.375% 09/10/2024</name>
        <lei>549300O0QCVSQGPGDT58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>ARGENTINE BONOS DEL TESORO 16.00% 10/17/2023</name>
        <lei>549300KPBYGYF7HCHO27</lei>
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        <cusip>P8S090LV6</cusip>
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          <other otherDesc="Internal Identifier" value="648397"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="1061605"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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        <name>Japan Treasury Discount Bill 10/12/2020 TBLM</name>
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        <name>TITULOS DE TESORERIA B 10.00% 07/24/2024</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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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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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>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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        <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>CITIBANK NA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GHANA GOVT 19.75% 03/25/2024</name>
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        <cusip>V3R60FCD4</cusip>
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          <other otherDesc="Internal Identifier" value="663440"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Note/Bond 1.5% 10/31/2024</name>
        <lei>254900HROIFWPRGM1V77</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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        <name>Argentina Treasury Bond BONCER 1.5% 03/25/2024</name>
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        <name>N/A</name>
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        <name>Argentina Treasury Bond BONCER 1.2% 03/18/2022</name>
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        <fairValLevel>3</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GOLDMAN SACHS BANK USA STRIKE 23.316 EXPIRES 07/31/20 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
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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>

        <fairValLevel>2</fairValLevel>
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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="1067135"/>
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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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                  <other otherDesc="Internal Sec ID" value="1067135"/>
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            <unrealizedAppr>44552.29000000</unrealizedAppr>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1058807"/>
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        <balance>-5302000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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                  <other otherDesc="Internal Sec ID" value="1058807"/>
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              </otherRefInst>
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            <shareNo>1.00000000</shareNo>
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            <expDt>2021-03-30</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-73485.72000000</unrealizedAppr>
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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 20.8767 EXPIRES 02/11/21 USD PUT/MXN CALL *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1068964"/>
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        <balance>3300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24103.20000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                <issuerName>CITIBANK NA STRIKE 20.8767 EXPIRES 02/11/21 USD PUT/MXN CALL *OTC*</issuerName>
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                  <other otherDesc="Internal Sec ID" value="1068964"/>
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            <delta>XXXX</delta>
            <unrealizedAppr>3824.70000000</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_20200924</title>
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          <other otherDesc="Internal Sec ID" value="4948823462896"/>
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        <balance>1.00000000</balance>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            <settlementDt>2020-09-24</settlementDt>
            <unrealizedAppr>12857.20000000</unrealizedAppr>
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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 100.7 EXPIRES 09/16/20 USD Put/JPY Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1055998"/>
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        <balance>43564000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>49793.65000000</valUSD>
        <pctVal>0.005960445266</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>CITIBANK NA STRIKE 100.7 EXPIRES 09/16/20 USD Put/JPY Call *OTC*</issuerName>
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                <identifiers>
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            <shareNo>1.00000000</shareNo>
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            <expDt>2020-09-16</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1061654.68000000</unrealizedAppr>
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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>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 21.676 EXPIRES 09/22/20 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1074743"/>
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        <balance>-8118000.00000000</balance>
        <units>NC</units>
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        <valUSD>-55348.52000000</valUSD>
        <pctVal>-0.00662537942</pctVal>
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        <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>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                  <other otherDesc="Internal Sec ID" value="1074743"/>
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            <shareNo>1.00000000</shareNo>
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            <expDt>2020-09-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>107173.84000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 18.25% 09/21/2020</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 18.25% 09/21/2020</title>
        <cusip>000000000</cusip>
        <identifiers>
          <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="5.79000000"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <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>BRL_USD_20200702</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="5100623532467"/>
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        <balance>1.00000000</balance>
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        <valUSD>-17664.01000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurSold>5894707.80000000</amtCurSold>
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            <amtCurPur>31955211.00000000</amtCurPur>
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            <unrealizedAppr>-17664.01000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>Mexican Bonos 7.25% 12/09/2021</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>Mexican Bonos 7.25% 12/09/2021</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="MX0MGO000144"/>
          <other otherDesc="Internal Identifier" value="872757"/>
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        <balance>2971800.00000000</balance>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200904</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="5049623883916"/>
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        <balance>1.00000000</balance>
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        <valUSD>-36263.76000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Republic of Ghana Government Bonds 16.25% 05/17/2021</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>Republic of Ghana Government Bonds 16.25% 05/17/2021</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GHGGOG049875"/>
          <other otherDesc="Internal Identifier" value="875004"/>
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        <balance>2040000.00000000</balance>
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        <currencyConditional curCd="GHS" exchangeRt="5.79000000"/>
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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>2021-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>16.25000000</annualizedRt>
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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>NORWEGIAN GOVERNMENT 3.75% 05/25/2021 144A REG S</name>
        <lei>549300O6E2WAK3IAXE34</lei>
        <title>NORWEGIAN GOVERNMENT 3.75% 05/25/2021 144A REG S</title>
        <cusip>R63339GM2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="592821"/>
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        <balance>108862000.00000000</balance>
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        <currencyConditional curCd="NOK" exchangeRt="9.68835000"/>
        <valUSD>11685884.15000000</valUSD>
        <pctVal>1.398834447168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>N/A</name>
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        <name>TITULOS DE TESORERIA B 6.00% 04/28/2028</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>United States Treasury Note/Bond 2.125% 05/31/2026</name>
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        <name>N/A</name>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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            </counterparties>
            <amtCurSold>7079963.19000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>836264012.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-11-24</settlementDt>
            <unrealizedAppr>-217223.91000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20201030</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4998623698893"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-85083.83000000</valUSD>
        <pctVal>-0.01018478283</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>8224008.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>877000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-10-30</settlementDt>
            <unrealizedAppr>-85083.83000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200909</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4923923359272"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-77821.97000000</valUSD>
        <pctVal>-0.00931551699</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <amtCurSold>4907365.51000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>520970830.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-09-09</settlementDt>
            <unrealizedAppr>-77821.97000000</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>GOLDMAN SACHS INTERNATIONAL STRIKE 20.825 EXPIRES 07/31/20 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1079224"/>
        </identifiers>
        <balance>7520000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4888.00000000</valUSD>
        <pctVal>0.000585107869</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>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GOLDMAN SACHS INTERNATIONAL STRIKE 20.825 EXPIRES 07/31/20 USD Put/MXN Call *OTC*</issuerName>
                <issueTitle>GOLDMAN SACHS INTERNATIONAL STRIKE 20.825 EXPIRES 07/31/20 USD Put/MXN Call *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1079224"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>20.82500000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-07-31</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-24457.45000000</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>CITIBANK NA STRIKE 26.0894 EXPIRES 06/18/21 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1085505"/>
        </identifiers>
        <balance>7683000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>267983.04000000</valUSD>
        <pctVal>0.032078352206</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 26.0894 EXPIRES 06/18/21 USD Call/MXN Put *OTC*</issuerName>
                <issueTitle>CITIBANK NA STRIKE 26.0894 EXPIRES 06/18/21 USD Call/MXN Put *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1085505"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>26.08940000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-06-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-15888.44000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </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="14245.00000000"/>
        <valUSD>1119344.62000000</valUSD>
        <pctVal>0.133988818698</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>2020-07-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Robert Kubilis</ncom:nameOfApplicant>
      <ncom:signature>Robert Kubilis</ncom:signature>
      <ncom:signerName>Robert Kubilis</ncom:signerName>
      <ncom:title>Chief Financial Officer, Chief Accounting Officer and Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
</XML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
