<SEC-DOCUMENT>0001752724-20-211986.txt : 20201022
<SEC-HEADER>0001752724-20-211986.hdr.sgml : 20201022
<ACCEPTANCE-DATETIME>20201022132425
ACCESSION NUMBER:		0001752724-20-211986
CONFORMED SUBMISSION TYPE:	NPORT-P/A
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20190930
FILED AS OF DATE:		20201022
PERIOD START:           	20191231

FILER:

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

	FILING VALUES:
		FORM TYPE:		NPORT-P/A
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-05459
		FILM NUMBER:		201253630

	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/A
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
<XML>
<?xml version="1.0" encoding="UTF-8"?><edgarSubmission xmlns="http://www.sec.gov/edgar/nport" xmlns:com="http://www.sec.gov/edgar/common" xmlns:ncom="http://www.sec.gov/edgar/nportcommon" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.sec.gov/edgar/nport eis_NPORT_Filer.xsd">
  <headerData>
    <submissionType>NPORT-P/A</submissionType>
    <isConfidential>false</isConfidential>
    <accessionNumber>0001752724-19-183417</accessionNumber>
    <filerInfo>

      <filer>
        <issuerCredentials>
          <cik>0000828803</cik>
          <ccc>XXXXXXXX</ccc>
        </issuerCredentials>
      </filer>



    </filerInfo>
  </headerData>
  <formData>
    <genInfo>
      <regName>Templeton Global Income Fund</regName>
      <regFileNumber>811-05459</regFileNumber>
      <regCik>0000828803</regCik>
      <regLei>QU1AAXOSV5K4OVMXJP19</regLei>
      <regStreet1>300 S.E. 2nd Street</regStreet1>
      <regCity>Fort Lauderdale</regCity>
      <regStateConditional regCountry="US" regState="US-FL"/>
      <regZipOrPostalCode>33301-1923</regZipOrPostalCode>
      <regPhone>954-527-7500</regPhone>
      <seriesName>Templeton Global Income Fund</seriesName>
      <seriesLei>QU1AAXOSV5K4OVMXJP19</seriesLei>
      <repPdEnd>2019-12-31</repPdEnd>
      <repPdDate>2019-09-30</repPdDate>
      <isFinalFiling>N</isFinalFiling>
    </genInfo>
    <fundInfo>
      <totAssets>921145587.00</totAssets>
      <totLiabs>15250063.00</totLiabs>
      <netAssets>905895524.00</netAssets>
      <assetsAttrMiscSec>0.00000000</assetsAttrMiscSec>
      <assetsInvested>0.00000000</assetsInvested>
      <amtPayOneYrBanksBorr>0.00000000</amtPayOneYrBanksBorr>
      <amtPayOneYrCtrldComp>0.00000000</amtPayOneYrCtrldComp>
      <amtPayOneYrOthAffil>0.00000000</amtPayOneYrOthAffil>
      <amtPayOneYrOther>0.00000000</amtPayOneYrOther>
      <amtPayAftOneYrBanksBorr>0.00000000</amtPayAftOneYrBanksBorr>
      <amtPayAftOneYrCtrldComp>0.00000000</amtPayAftOneYrCtrldComp>
      <amtPayAftOneYrOthAffil>0.00000000</amtPayAftOneYrOthAffil>
      <amtPayAftOneYrOther>0.00000000</amtPayAftOneYrOther>
      <delayDeliv>0.00000000</delayDeliv>
      <standByCommit>0.00000000</standByCommit>
      <liquidPref>0.00000000</liquidPref>
      <cshNotRptdInCorD>20089856.21000000</cshNotRptdInCorD>
      <curMetrics>
        <curMetric>
          <curCd>BRL</curCd>
          <intrstRtRiskdv01 period10Yr="-10483.85000000" period1Yr="-5564.48000000" period30Yr="0.00000000" period3Mon="-484.32000000" period5Yr="-21530.14000000"/>
          <intrstRtRiskdv100 period10Yr="-1048384.53000000" period1Yr="-556448.20000000" period30Yr="0.00000000" period3Mon="-48432.01000000" period5Yr="-2153014.07000000"/>
        </curMetric>
        <curMetric>
          <curCd>MXN</curCd>
          <intrstRtRiskdv01 period10Yr="-151.05000000" period1Yr="-15907.62000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="-8559.57000000"/>
          <intrstRtRiskdv100 period10Yr="-15104.71000000" period1Yr="-1590761.88000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="-855957.31000000"/>
        </curMetric>
        <curMetric>
          <curCd>AUD</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
        </curMetric>
        <curMetric>
          <curCd>INR</curCd>
          <intrstRtRiskdv01 period10Yr="-2235.91000000" period1Yr="-7146.33000000" period30Yr="0.00000000" period3Mon="-190.74000000" period5Yr="-14612.53000000"/>
          <intrstRtRiskdv100 period10Yr="-223591.28000000" period1Yr="-714632.93000000" period30Yr="0.00000000" period3Mon="-19073.69000000" period5Yr="-1461253.27000000"/>
        </curMetric>
        <curMetric>
          <curCd>USD</curCd>
          <intrstRtRiskdv01 period10Yr="30264.86000000" period1Yr="-718.55000000" period30Yr="227412.60000000" period3Mon="-1426.36000000" period5Yr="-217.11000000"/>
          <intrstRtRiskdv100 period10Yr="3026486.37000000" period1Yr="-71855.40000000" period30Yr="22741259.99000000" period3Mon="-142635.98000000" period5Yr="-21711.45000000"/>
        </curMetric>
        <curMetric>
          <curCd>PHP</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
        </curMetric>
        <curMetric>
          <curCd>ARS</curCd>
          <intrstRtRiskdv01 period10Yr="-200.96000000" period1Yr="-142.92000000" period30Yr="0.00000000" period3Mon="-9.02000000" period5Yr="-466.63000000"/>
          <intrstRtRiskdv100 period10Yr="-20095.73000000" period1Yr="-14292.13000000" period30Yr="0.00000000" period3Mon="-901.87000000" period5Yr="-46663.02000000"/>
        </curMetric>
        <curMetric>
          <curCd>ILS</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
        </curMetric>
        <curMetric>
          <curCd>KRW</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="-1242.15000000" period30Yr="0.00000000" period3Mon="-287.88000000" period5Yr="-433.34000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="-124214.67000000" period30Yr="0.00000000" period3Mon="-28788.50000000" period5Yr="-43334.31000000"/>
        </curMetric>
        <curMetric>
          <curCd>PEN</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
        </curMetric>
        <curMetric>
          <curCd>COP</curCd>
          <intrstRtRiskdv01 period10Yr="-2989.51000000" period1Yr="-280.58000000" period30Yr="-20.55000000" period3Mon="-6.99000000" period5Yr="-3569.53000000"/>
          <intrstRtRiskdv100 period10Yr="-298951.48000000" period1Yr="-28057.62000000" period30Yr="-2055.38000000" period3Mon="-699.42000000" period5Yr="-356952.74000000"/>
        </curMetric>
        <curMetric>
          <curCd>HUF</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
        </curMetric>
        <curMetric>
          <curCd>NOK</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
        </curMetric>
        <curMetric>
          <curCd>IDR</curCd>
          <intrstRtRiskdv01 period10Yr="-9348.74000000" period1Yr="-4651.94000000" period30Yr="-205.91000000" period3Mon="0.00000000" period5Yr="-12753.37000000"/>
          <intrstRtRiskdv100 period10Yr="-934873.57000000" period1Yr="-465194.10000000" period30Yr="-20590.54000000" period3Mon="0.00000000" period5Yr="-1275336.95000000"/>
        </curMetric>
        <curMetric>
          <curCd>ZAR</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
        </curMetric>
        <curMetric>
          <curCd>MYR</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
        </curMetric>
        <curMetric>
          <curCd>SGD</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
        </curMetric>
        <curMetric>
          <curCd>EUR</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
        </curMetric>
        <curMetric>
          <curCd>SEK</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
        </curMetric>
        <curMetric>
          <curCd>GHS</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="-8.29000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="-2.07000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="-829.11000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="-206.88000000"/>
        </curMetric>
        <curMetric>
          <curCd>JPY</curCd>
          <intrstRtRiskdv01 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="-316.19000000" period5Yr="0.00000000"/>
          <intrstRtRiskdv100 period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="-31619.02000000" period5Yr="0.00000000"/>
        </curMetric>
      </curMetrics>
      <creditSprdRiskInvstGrade period10Yr="-14475.14000000" period1Yr="-29952.60000000" period30Yr="-220.51000000" period3Mon="-2210.76000000" period5Yr="-39926.44000000"/>
      <creditSprdRiskNonInvstGrade period10Yr="19574.87000000" period1Yr="-5763.85000000" period30Yr="227412.60000000" period3Mon="-503.23000000" period5Yr="-22061.38000000"/>
      <isNonCashCollateral>N</isNonCashCollateral>
      <returnInfo>
        <monthlyTotReturns>
          <monthlyTotReturn rtn1="1.49861590" rtn2="-5.16124400" rtn3="0.70730000"/>
        </monthlyTotReturns>
        <monthlyReturnCats>
          <commodityContracts>
            <mon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <futureCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </optionCategory>
          </commodityContracts>
          <creditContracts>
            <mon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <futureCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </optionCategory>
            <swaptionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swaptionCategory>
            <swapCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swapCategory>
          </creditContracts>
          <equityContracts>
            <mon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <futureCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </optionCategory>
            <swapCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swapCategory>
          </equityContracts>
          <foreignExchgContracts>
            <mon1 netRealizedGain="-1074035.75000000" netUnrealizedAppr="10928222.83999998"/>
            <mon2 netRealizedGain="-817384.09000000" netUnrealizedAppr="12742514.41000003"/>
            <mon3 netRealizedGain="3436954.89000000" netUnrealizedAppr="-7682820.08000003"/>
            <forwardCategory>
              <instrMon1 netRealizedGain="-1074035.75000000" netUnrealizedAppr="10891208.41000000"/>
              <instrMon2 netRealizedGain="-817384.09000000" netUnrealizedAppr="10733182.17000000"/>
              <instrMon3 netRealizedGain="3436954.89000000" netUnrealizedAppr="-6682486.17000000"/>
            </forwardCategory>
            <futureCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="37014.42999998"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="2009332.24000003"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="-1000333.91000003"/>
            </optionCategory>
          </foreignExchgContracts>
          <interestRtContracts>
            <mon1 netRealizedGain="-857181.72000000" netUnrealizedAppr="-689625.10000000"/>
            <mon2 netRealizedGain="-3332234.27000000" netUnrealizedAppr="-20521509.14000000"/>
            <mon3 netRealizedGain="-9241196.31000000" netUnrealizedAppr="14452765.95000000"/>
            <futureCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </futureCategory>
            <swaptionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swaptionCategory>
            <swapCategory>
              <instrMon1 netRealizedGain="-857181.72000000" netUnrealizedAppr="-689625.10000000"/>
              <instrMon2 netRealizedGain="-3332234.27000000" netUnrealizedAppr="-20521509.14000000"/>
              <instrMon3 netRealizedGain="-9241196.31000000" netUnrealizedAppr="14452765.95000000"/>
            </swapCategory>
          </interestRtContracts>
          <otherContracts>
            <mon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            <mon2 netRealizedGain="78513.42000000" netUnrealizedAppr="0.00000000"/>
            <mon3 netRealizedGain="-63022.51000000" netUnrealizedAppr="0.00000000"/>
            <futureCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </futureCategory>
            <optionCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="78513.42000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="-63022.51000000" netUnrealizedAppr="0.00000000"/>
            </optionCategory>
            <swapCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </swapCategory>
            <otherCategory>
              <instrMon1 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon2 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
              <instrMon3 netRealizedGain="0.00000000" netUnrealizedAppr="0.00000000"/>
            </otherCategory>
          </otherContracts>
        </monthlyReturnCats>
        <othMon1 netRealizedGain="-4209.31000000" netUnrealizedAppr="939255.85000000"/>
        <othMon2 netRealizedGain="-869829.75000000" netUnrealizedAppr="-39971157.81000000"/>
        <othMon3 netRealizedGain="-567957.62000000" netUnrealizedAppr="2638397.36000000"/>
      </returnInfo>
      <mon1Flow redemption="0.00000000" reinvestment="0.00000000" sales="0.00000000"/>
      <mon2Flow redemption="0.00000000" reinvestment="0.00000000" sales="0.00000000"/>
      <mon3Flow redemption="0.00000000" reinvestment="0.00000000" sales="0.00000000"/>
    </fundInfo>
    <invstOrSecs>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE &amp; CO STRIKE 20.135 EXPIRES 12/19/19 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="985342"/>
        </identifiers>
        <balance>2670000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>40832.31000000</valUSD>
        <pctVal>0.004507397256</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>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>JPMORGAN CHASE &amp; CO STRIKE 20.135 EXPIRES 12/19/19 USD Call/MXN Put</issuerName>
                <issueTitle>JPMORGAN CHASE &amp; CO STRIKE 20.135 EXPIRES 12/19/19 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="985342"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>20.13500000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-12-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-34229.13000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.27% 06/09/2020</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 8.27% 06/09/2020</title>
        <cusip>Y39157GB5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="581511"/>
        </identifiers>
        <balance>476000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="70.50865000"/>
        <valUSD>6855154.65000000</valUSD>
        <pctVal>0.756726848558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.27000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 75.05 EXPIRES 05/06/20 AUD Put/JPY Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980349"/>
        </identifiers>
        <balance>5796000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>198053.34000000</valUSD>
        <pctVal>0.021862713166</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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 75.05 EXPIRES 05/06/20 AUD Put/JPY Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 75.05 EXPIRES 05/06/20 AUD Put/JPY Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980349"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>75.05000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>69902.63000000</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>USD_EUR_20191011</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4491022037008"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>726119.88000000</valUSD>
        <pctVal>0.080154925238</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>13422374.63000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>15368484.73000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-11</settlementDt>
            <unrealizedAppr>726119.88000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 18.9141 EXPIRES 12/10/19 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1008237"/>
        </identifiers>
        <balance>6147000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9761.44000000</valUSD>
        <pctVal>0.001077545891</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 18.9141 EXPIRES 12/10/19 USD Put/MXN Call</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 18.9141 EXPIRES 12/10/19 USD Put/MXN Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1008237"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>18.91410000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-12-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-29130.63000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LETRA TESOURO NACIONAL 01/01/2020 STRIP COUPON</name>
        <lei>254900ZFY40OYEADAP90</lei>
        <title>LETRA TESOURO NACIONAL 01/01/2020 STRIP COUPON</title>
        <cusip>P8T60MXC2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="632713"/>
        </identifiers>
        <balance>1600.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="4.15700000"/>
        <valUSD>380187.20000000</valUSD>
        <pctVal>0.041968106688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AUD_USD_20191204</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4669922220253"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-102963.40000000</valUSD>
        <pctVal>-0.01136592435</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>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>14199390.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>20841000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2019-12-04</settlementDt>
            <unrealizedAppr>-102963.40000000</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_20191219</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4601622279916"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-35582.77000000</valUSD>
        <pctVal>-0.00392791100</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>12660716.90000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1356630000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-12-19</settlementDt>
            <unrealizedAppr>-35582.77000000</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>USD_INR_20191107</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4691022563003"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-149467.56000000</valUSD>
        <pctVal>-0.01649942582</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>497014060.79000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>6852058.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-07</settlementDt>
            <unrealizedAppr>-149467.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 18.75% 01/24/2022</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 18.75% 01/24/2022</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GHGGOG044074"/>
          <other otherDesc="Internal Identifier" value="659171"/>
        </identifiers>
        <balance>8520000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GHS" exchangeRt="5.39750000"/>
        <valUSD>1554778.51000000</valUSD>
        <pctVal>0.171628898566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>18.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 20.92 EXPIRES 05/12/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981328"/>
        </identifiers>
        <balance>12594000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>318338.54000000</valUSD>
        <pctVal>0.035140756474</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 20.92 EXPIRES 05/12/20 USD Call/MXN Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 20.92 EXPIRES 05/12/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="981328"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>20.92000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-85110.25000000</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 19.0895 EXPIRES 05/21/20 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1005366"/>
        </identifiers>
        <balance>-1360000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11913.60000000</valUSD>
        <pctVal>-0.00131511854</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>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 19.0895 EXPIRES 05/21/20 USD Put/MXN Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 19.0895 EXPIRES 05/21/20 USD Put/MXN Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1005366"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.08950000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1483.76000000</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 20.8674 EXPIRES 05/14/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="983680"/>
        </identifiers>
        <balance>14206000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>375535.61000000</valUSD>
        <pctVal>0.041454626946</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 20.8674 EXPIRES 05/14/20 USD Call/MXN Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 20.8674 EXPIRES 05/14/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="983680"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>20.86740000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-115494.78000000</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 79.45 EXPIRES 02/12/20 AUD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981289"/>
        </identifiers>
        <balance>-2608000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>-1487.43000000</valUSD>
        <pctVal>-0.00016419443</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 79.45 EXPIRES 02/12/20 AUD Call/JPY Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 79.45 EXPIRES 02/12/20 AUD Call/JPY Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="981289"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>79.45000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-02-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>22706.19000000</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 65.55 EXPIRES 05/07/20 AUD Put/JPY Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980879"/>
        </identifiers>
        <balance>7728000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>38681.96000000</valUSD>
        <pctVal>0.004270024409</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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 65.55 EXPIRES 05/07/20 AUD Put/JPY Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 65.55 EXPIRES 05/07/20 AUD Put/JPY Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980879"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>65.55000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-07</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-20661.10000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bill 01/30/2020 TBLM</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill 01/30/2020 TBLM</title>
        <cusip>912796RY7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="957705"/>
        </identifiers>
        <balance>3052000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3033783.31000000</valUSD>
        <pctVal>0.334893288422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA 7.75% 04/14/2021</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>REPUBLIC OF COLOMBIA 7.75% 04/14/2021</title>
        <cusip>P8056HAA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="627433"/>
        </identifiers>
        <balance>983000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="3459.80000000"/>
        <valUSD>294244.63000000</valUSD>
        <pctVal>0.032481077806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TITULOS DE TESORERIA B 6.00% 04/28/2028</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>TITULOS DE TESORERIA B 6.00% 04/28/2028</title>
        <cusip>P28714AP1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="627612"/>
        </identifiers>
        <balance>13320000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="3459.80000000"/>
        <valUSD>3875258.20000000</valUSD>
        <pctVal>0.427782023128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 19.811 EXPIRES 12/09/19 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007384"/>
        </identifiers>
        <balance>-7377000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-149797.36000000</valUSD>
        <pctVal>-0.01653583178</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 19.811 EXPIRES 12/09/19 USD Call/MXN Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 19.811 EXPIRES 12/09/19 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007384"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.81100000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-12-09</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>5252.42999999</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>USD_EUR_20200228</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4679122540078"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>46400.25000000</valUSD>
        <pctVal>0.005122031047</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>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>2175778.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2445019.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-02-28</settlementDt>
            <unrealizedAppr>46400.25000000</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>JPMORGAN CHASE &amp; CO STRIKE 19.4353 EXPIRES 11/13/19 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="982097"/>
        </identifiers>
        <balance>-4059000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15789.51000000</valUSD>
        <pctVal>-0.00174297251</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>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>JPMORGAN CHASE &amp; CO STRIKE 19.4353 EXPIRES 11/13/19 USD Put/MXN Call</issuerName>
                <issueTitle>JPMORGAN CHASE &amp; CO STRIKE 19.4353 EXPIRES 11/13/19 USD Put/MXN Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="982097"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.43530000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-11-13</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>64314.86000000</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>USD_EUR_20191121</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4562122178079"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>51364.85000000</valUSD>
        <pctVal>0.005670063339</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>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>1285077.59000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1457470.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-21</settlementDt>
            <unrealizedAppr>51364.85000000</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>USD_EUR_20200323</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4716922618775"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>21305.21000000</valUSD>
        <pctVal>0.002351839636</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>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>1285077.59000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1440289.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-03-23</settlementDt>
            <unrealizedAppr>21305.21000000</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>AUD_USD_20191114</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4665222148397"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-32791.79000000</valUSD>
        <pctVal>-0.00361982029</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>9866900.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14547500.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2019-11-14</settlementDt>
            <unrealizedAppr>-32791.79000000</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_20191206</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4584422232028"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-36407.61000000</valUSD>
        <pctVal>-0.00401896344</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>4220605.76000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>450247630.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-12-06</settlementDt>
            <unrealizedAppr>-36407.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 9.00% 03/15/2029</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 9.00% 03/15/2029</title>
        <cusip>Y39814JN2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="606091"/>
        </identifiers>
        <balance>45298000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14165.00000000"/>
        <valUSD>3527468.51000000</valUSD>
        <pctVal>0.389390212949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NOK_USD_20191126</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4672322523923"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-69679.89000000</valUSD>
        <pctVal>-0.00769182407</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>4888156.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>43803500.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2019-11-26</settlementDt>
            <unrealizedAppr>-69679.89000000</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_EUR_20200225</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4668822516118"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7481.24000000</valUSD>
        <pctVal>0.000825839161</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>7079963.19000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>835461144.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-02-25</settlementDt>
            <unrealizedAppr>7481.24000000</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>CITIBANK NA STRIKE 22.908 EXPIRES 05/21/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1005367"/>
        </identifiers>
        <balance>-1360000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12656.16000000</valUSD>
        <pctVal>-0.00139708825</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 22.908 EXPIRES 05/21/20 USD Call/MXN Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 22.908 EXPIRES 05/21/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1005367"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>22.90800000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-21</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>5676.64000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Japan Treasury Discount Bill 10/07/2019 TBLM</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japan Treasury Discount Bill 10/07/2019 TBLM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP1748421K72"/>
          <other otherDesc="Internal Identifier" value="996081"/>
        </identifiers>
        <balance>1535400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="107.93000000"/>
        <valUSD>14201970.65000000</valUSD>
        <pctVal>1.567727212878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_INR_20200113</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4696222569092"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-26175.04000000</valUSD>
        <pctVal>-0.00288941045</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>BNP PARIBAS SA</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <amtCurSold>102165000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>1400527.78000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-01-13</settlementDt>
            <unrealizedAppr>-26175.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bill 11/07/2019 TBLM</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill 11/07/2019 TBLM</title>
        <cusip>912796RM3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="941585"/>
        </identifiers>
        <balance>13600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13576051.35000000</valUSD>
        <pctVal>1.498633229807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20191011</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4490322035451"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>385470.85000000</valUSD>
        <pctVal>0.042551358273</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>7083553.73000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8112864.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-11</settlementDt>
            <unrealizedAppr>385470.85000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Argentina Treasury Bill 07/29/2020</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>Argentina Treasury Bill 07/29/2020</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ARARGE5206H3"/>
          <other otherDesc="Internal Identifier" value="940859"/>
        </identifiers>
        <balance>68265000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="62.78200000"/>
        <valUSD>645889.65000000</valUSD>
        <pctVal>0.071298470175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-29</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.7378 EXPIRES 12/03/19 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1006634"/>
        </identifiers>
        <balance>-32087000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-348946.13000000</valUSD>
        <pctVal>-0.03851946728</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.7378 EXPIRES 12/03/19 USD Put/MXN Call *OTC*</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.7378 EXPIRES 12/03/19 USD Put/MXN Call *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1006634"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.73780000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-12-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-36418.75000000</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>USD_EUR_20191218</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4599422272829"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>283233.48000000</valUSD>
        <pctVal>0.031265578921</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>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>6549290.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7466190.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-18</settlementDt>
            <unrealizedAppr>283233.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 7.00% 05/15/2022</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 7.00% 05/15/2022</title>
        <cusip>Y39814HE4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548763"/>
        </identifiers>
        <balance>18449000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14165.00000000"/>
        <valUSD>1320282.39000000</valUSD>
        <pctVal>0.145743339603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Argentina Treasury Bill 03/30/2020</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>Argentina Treasury Bill 03/30/2020</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ARARGE5206A8"/>
          <other otherDesc="Internal Identifier" value="932962"/>
        </identifiers>
        <balance>222316500.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="62.78200000"/>
        <valUSD>3004926.74000000</valUSD>
        <pctVal>0.331707869217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_JPY_20200622</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4670222287218"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>103940.36000000</valUSD>
        <pctVal>0.011473769021</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>666398580.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>6378912.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-06-22</settlementDt>
            <unrealizedAppr>103940.36000000</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>USD_EUR_20191121</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4561122176782"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>242778.06000000</valUSD>
        <pctVal>0.026799785799</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>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>6199607.04000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7026262.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-21</settlementDt>
            <unrealizedAppr>242778.06000000</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>SEK_USD_20191129</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4678822540565"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-32655.76000000</valUSD>
        <pctVal>-0.00360480421</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>2050233.27000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>19786801.32000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2019-11-29</settlementDt>
            <unrealizedAppr>-32655.76000000</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_EUR_20191230</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4725722664898"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-40.50000000</valUSD>
        <pctVal>-0.00000447071</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>283400.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>33393952.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-12-30</settlementDt>
            <unrealizedAppr>-40.50000000</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>JPMORGAN CHASE &amp; CO STRIKE 20.894 EXPIRES 03/05/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007020"/>
        </identifiers>
        <balance>5348000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>86942.44000000</valUSD>
        <pctVal>0.009597402536</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>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>JPMORGAN CHASE &amp; CO STRIKE 20.894 EXPIRES 03/05/20 USD Call/MXN Put</issuerName>
                <issueTitle>JPMORGAN CHASE &amp; CO STRIKE 20.894 EXPIRES 03/05/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007020"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>20.89400000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-29697.44000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NOTA DO TESOURO NACIONAL NTNF 01/01/2023 STATED RATE 10%</name>
        <lei>N/A</lei>
        <title>NOTA DO TESOURO NACIONAL NTNF 01/01/2023 STATED RATE 10%</title>
        <cusip>P8T63WAA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="557993"/>
        </identifiers>
        <balance>6218.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="4.15700000"/>
        <valUSD>1663795.66000000</valUSD>
        <pctVal>0.183663084309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.46138200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20191004</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4479022011162"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>126805.06000000</valUSD>
        <pctVal>0.013997757648</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>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>2676375.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3044751.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-04</settlementDt>
            <unrealizedAppr>126805.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bill 01/09/2020 TBLM</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill 01/09/2020 TBLM</title>
        <cusip>912796TA7</cusip>
        <identifiers>
          <ticker value="B"/>
          <other otherDesc="Internal Identifier" value="994257"/>
        </identifiers>
        <balance>8660000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8616754.13000000</valUSD>
        <pctVal>0.951186301479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 21.5785 EXPIRES 03/05/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007010"/>
        </identifiers>
        <balance>12294000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>121636.84000000</valUSD>
        <pctVal>0.013427248151</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 21.5785 EXPIRES 03/05/20 USD Call/MXN Put</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 21.5785 EXPIRES 03/05/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007010"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>21.57850000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-59502.96000000</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>NOK_USD_20200324</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4719922628494"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29708.26000000</valUSD>
        <pctVal>-0.00327943556</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>2992738.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>26911000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-03-24</settlementDt>
            <unrealizedAppr>-29708.26000000</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>JPMORGAN CHASE &amp; CO STRIKE 21 EXPIRES 11/14/19 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="987799"/>
        </identifiers>
        <balance>-14207000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29309.04000000</valUSD>
        <pctVal>-0.00323536646</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>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>JPMORGAN CHASE &amp; CO STRIKE 21 EXPIRES 11/14/19 USD Call/MXN Put</issuerName>
                <issueTitle>JPMORGAN CHASE &amp; CO STRIKE 21 EXPIRES 11/14/19 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="987799"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>21.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-11-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>228135.15000000</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 23.85 EXPIRES 05/12/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981322"/>
        </identifiers>
        <balance>-5038000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28459.66000000</valUSD>
        <pctVal>-0.00314160510</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 23.85 EXPIRES 05/12/20 USD Call/MXN Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 23.85 EXPIRES 05/12/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="981322"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>23.85000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>20157.04000000</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>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.8135 EXPIRES 12/10/19 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1008238"/>
        </identifiers>
        <balance>-12294000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-160301.47000000</valUSD>
        <pctVal>-0.01769535953</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.8135 EXPIRES 12/10/19 USD Put/MXN Call</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.8135 EXPIRES 12/10/19 USD Put/MXN Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1008238"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.81350000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-12-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>87090.69000000</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 111.4 EXPIRES 03/30/20 USD Call/ JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1013075"/>
        </identifiers>
        <balance>21782000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>68264.79000000</valUSD>
        <pctVal>0.007535614007</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 111.4 EXPIRES 03/30/20 USD Call/ JPY Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 111.4 EXPIRES 03/30/20 USD Call/ JPY Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1013075"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>111.40000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-30</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-5162.32999999</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>USD_AUD_20191203</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4576522215923"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>50359.94000000</valUSD>
        <pctVal>0.005559133328</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>2549800.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1774941.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-03</settlementDt>
            <unrealizedAppr>50359.94000000</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>AUD_USD_20191121</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4664222178864"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8825.26000000</valUSD>
        <pctVal>-0.00097420284</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>2663312.03000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>3926000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2019-11-21</settlementDt>
            <unrealizedAppr>-8825.26000000</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>USD_AUD_20191204</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4578622220252"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>549142.51000000</valUSD>
        <pctVal>0.060618746362</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>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>26618090.21000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>18553075.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-04</settlementDt>
            <unrealizedAppr>549142.51000000</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>USD_KRW_20200130</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4636422416970"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>225625.53000000</valUSD>
        <pctVal>0.024906352225</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>12970000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>11082628.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-01-30</settlementDt>
            <unrealizedAppr>225625.53000000</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>USD_AUD_20191114</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4546422148396"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>383328.35000000</valUSD>
        <pctVal>0.042314851971</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>14547500.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>10217436.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-14</settlementDt>
            <unrealizedAppr>383328.35000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREA MONETARY STAB BOND 2.06% 12/02/2019</name>
        <lei>RVHOHKPBCJ2GSJ37YH94</lei>
        <title>KOREA MONETARY STAB BOND 2.06% 12/02/2019</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="KR310101G7C8"/>
          <other otherDesc="Internal Identifier" value="681888"/>
        </identifiers>
        <balance>20034000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1202.87000000"/>
        <valUSD>16728480.15000000</valUSD>
        <pctVal>1.846623557221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.06000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.8065 EXPIRES 04/29/2021 AUD CALL/USD PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="979889"/>
        </identifiers>
        <balance>-9660000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>-20655.42000000</valUSD>
        <pctVal>-0.00228011061</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.8065 EXPIRES 04/29/2021 AUD CALL/USD PUT</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.8065 EXPIRES 04/29/2021 AUD CALL/USD PUT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="979889"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>0.80650000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2021-04-29</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>44028.80000000</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 21.943 EXPIRES 09/03/20 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1006806"/>
        </identifiers>
        <balance>15368000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>395679.90000000</valUSD>
        <pctVal>0.043678314939</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 21.943 EXPIRES 09/03/20 USD Call/MXN Put *OTC*</issuerName>
                <issueTitle>CITIBANK NA STRIKE 21.943 EXPIRES 09/03/20 USD Call/MXN Put *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1006806"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>21.94300000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-97294.80000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200323</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4603022287156"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24742.70000000</valUSD>
        <pctVal>-0.00273129730</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>6265388.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>666398580.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-03-23</settlementDt>
            <unrealizedAppr>-24742.70000000</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>USD_JPY_20191028</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4725222636237"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6056.88000000</valUSD>
        <pctVal>0.000668606902</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>166818000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>1552209.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-28</settlementDt>
            <unrealizedAppr>6056.88000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 12.80% 06/15/2021</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 12.80% 06/15/2021</title>
        <cusip>Y39814DL2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="356425"/>
        </identifiers>
        <balance>64492000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14165.00000000"/>
        <valUSD>5027151.40000000</valUSD>
        <pctVal>0.554937215916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>12.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NOK_USD_20191223</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4717422619166"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-60618.07000000</valUSD>
        <pctVal>-0.00669150783</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>3998267.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35776500.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2019-12-23</settlementDt>
            <unrealizedAppr>-60618.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA 9.85% 06/28/2027</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>REPUBLIC OF COLOMBIA 9.85% 06/28/2027</title>
        <cusip>P3772NBA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="452850"/>
        </identifiers>
        <balance>237000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="3459.80000000"/>
        <valUSD>86624.85000000</valUSD>
        <pctVal>0.009562344410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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"/>
        </identifiers>
        <balance>115006.99300000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.69225000"/>
        <valUSD>578295.72000000</valUSD>
        <pctVal>0.063836911065</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>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_JPY_20200323</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4667122280751"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>267656.14000000</valUSD>
        <pctVal>0.029546027429</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>1583000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>15092029.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-03-23</settlementDt>
            <unrealizedAppr>267656.14000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 11.00% 11/15/2020</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 11.00% 11/15/2020</title>
        <cusip>Y39814DG3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="337157"/>
        </identifiers>
        <balance>145557000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14165.00000000"/>
        <valUSD>10816035.00000000</valUSD>
        <pctVal>1.193960530044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200114</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4701922578554"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>44504.65000000</valUSD>
        <pctVal>0.004912779544</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>6470000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>474567965.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-01-14</settlementDt>
            <unrealizedAppr>44504.65000000</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_20191028</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4722622636236"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-22398.61000000</valUSD>
        <pctVal>-0.00247253788</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>4575175.50000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>491209600.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-10-28</settlementDt>
            <unrealizedAppr>-22398.61000000</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_AUD_20200521</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4665522509345"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-140993.37000000</valUSD>
        <pctVal>-0.01556397688</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>16082875.09000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1147022609.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-05-21</settlementDt>
            <unrealizedAppr>-140993.37000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NOTA DO TESOURO NACIONAL NTNF 01/01/2021 STATED RATE 10%</name>
        <lei>N/A</lei>
        <title>NOTA DO TESOURO NACIONAL NTNF 01/01/2021 STATED RATE 10%</title>
        <cusip>P80551PC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="498212"/>
        </identifiers>
        <balance>73235.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="4.15700000"/>
        <valUSD>18636246.30000000</valUSD>
        <pctVal>2.057218057299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.46138200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 104.61 EXPIRES 03/30/20 USD Put/JPY Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1013074"/>
        </identifiers>
        <balance>43564000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>514795.79000000</valUSD>
        <pctVal>0.056827280449</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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 104.61 EXPIRES 03/30/20 USD Put/JPY Call *OTC*</issuerName>
                <issueTitle>CITIBANK NA STRIKE 104.61 EXPIRES 03/30/20 USD Put/JPY Call *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1013074"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>104.61000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-30</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-18122.62000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200221</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4665422509295"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-142181.44000000</valUSD>
        <pctVal>-0.01569512556</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>16082875.08000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1150914665.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-02-21</settlementDt>
            <unrealizedAppr>-142181.44000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARGENTINE BONOS DEL TESORO 16.00% 10/17/2023</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>ARGENTINE BONOS DEL TESORO 16.00% 10/17/2023</title>
        <cusip>P8S090LV6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="648397"/>
        </identifiers>
        <balance>283431000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="62.78200000"/>
        <valUSD>1507970.18000000</valUSD>
        <pctVal>0.166461820380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>16.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 21.453 EXPIRES 06/15/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1009910"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>89832.00000000</valUSD>
        <pctVal>0.009916375301</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 21.453 EXPIRES 06/15/20 USD Call/MXN Put</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 21.453 EXPIRES 06/15/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1009910"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>21.45300000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-06-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1112.00000000</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>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.049 EXPIRES 06/15/20 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1009909"/>
        </identifiers>
        <balance>-3000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-27510.00000000</valUSD>
        <pctVal>-0.00303677402</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.049 EXPIRES 06/15/20 USD Put/MXN Call *OTC*</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.049 EXPIRES 06/15/20 USD Put/MXN Call *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1009909"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.04900000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-06-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>12090.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>149967000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14165.00000000"/>
        <valUSD>11222960.41000000</valUSD>
        <pctVal>1.238880214403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.15% 06/11/2022</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 8.15% 06/11/2022</title>
        <cusip>Y39157FK6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="662538"/>
        </identifiers>
        <balance>540000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="70.50865000"/>
        <valUSD>8032007.95000000</valUSD>
        <pctVal>0.886637337000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_AUD_20191113</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4542522143884"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>156733.48000000</valUSD>
        <pctVal>0.017301496237</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>6321500.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>4429949.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-13</settlementDt>
            <unrealizedAppr>156733.48000000</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>SEK_EUR_20200313</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4705922584900"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16829.45000000</valUSD>
        <pctVal>-0.00185776941</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>2367666.06000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>25286200.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-03-13</settlementDt>
            <unrealizedAppr>-16829.45000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>2763800.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.69225000"/>
        <valUSD>14170049.21000000</valUSD>
        <pctVal>1.564203468787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AUD_USD_20191015</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4667522050039"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20592.57000000</valUSD>
        <pctVal>-0.00227317272</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>3825791.65000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5634533.13000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2019-10-15</settlementDt>
            <unrealizedAppr>-20592.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TITULOS DE TESORERIA B 11.00% 07/24/2020</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>TITULOS DE TESORERIA B 11.00% 07/24/2020</title>
        <cusip>P3772NAZ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="627625"/>
        </identifiers>
        <balance>1144000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="3459.80000000"/>
        <valUSD>345984.38000000</valUSD>
        <pctVal>0.038192525609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20191016</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4497822056347"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>363750.31000000</valUSD>
        <pctVal>0.040153671186</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>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>6265500.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7201565.70000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-16</settlementDt>
            <unrealizedAppr>363750.31000000</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>USD_INR_20200116</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4690522562891"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-240852.55000000</valUSD>
        <pctVal>-0.02658723259</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>793162000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>10831107.47000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-01-16</settlementDt>
            <unrealizedAppr>-240852.55000000</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>CITIBANK NA IRS PAY FIXED 2.97981% 02/20/48 USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="685061"/>
        </identifiers>
        <balance>-12196000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3591324.78000000</valUSD>
        <pctVal>-0.39643917922</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US0003M" floatingRtSpread="0.00000000" pmntAmt="12196000.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="12196000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.97981000"/>
            <terminationDt>2048-02-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-12196000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3591466.75000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE &amp; CO STRIKE 20.11 EXPIRES 11/14/19 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="987801"/>
        </identifiers>
        <balance>7103000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>63081.74000000</valUSD>
        <pctVal>0.006963467456</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>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>JPMORGAN CHASE &amp; CO STRIKE 20.11 EXPIRES 11/14/19 USD Call/MXN Put</issuerName>
                <issueTitle>JPMORGAN CHASE &amp; CO STRIKE 20.11 EXPIRES 11/14/19 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="987801"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>20.11000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-11-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-164940.03000000</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>HSBC BANK PLC STRIKE 0.7133 EXPIRES 11/05/20 AUD Call/USD Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980670"/>
        </identifiers>
        <balance>-3864000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>-39253.11000000</valUSD>
        <pctVal>-0.00433307251</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.7133 EXPIRES 11/05/20 AUD Call/USD Put *OTC*</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.7133 EXPIRES 11/05/20 AUD Call/USD Put *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980670"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>0.71330000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-11-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>68141.85000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200831</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4678022538846"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-199088.52000000</valUSD>
        <pctVal>-0.02197698462</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>8710603.96000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>900237000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-08-31</settlementDt>
            <unrealizedAppr>-199088.52000000</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>HSBC BANK PLC STRIKE 0.7065 EXPIRES 05/04/20 AUD Call/USD Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980081"/>
        </identifiers>
        <balance>-6086000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>-33962.84000000</valUSD>
        <pctVal>-0.00374909016</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.7065 EXPIRES 05/04/20 AUD Call/USD Put *OTC*</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.7065 EXPIRES 05/04/20 AUD Call/USD Put *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980081"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>0.70650000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-04</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>107940.17000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200323</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4603322288547"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-36803.55000000</valUSD>
        <pctVal>-0.00406267047</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>8925767.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>949195540.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-03-23</settlementDt>
            <unrealizedAppr>-36803.55000000</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>NOK_USD_20200323</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4717122619241"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-62380.23000000</valUSD>
        <pctVal>-0.00688602916</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>4001532.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35776500.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-03-23</settlementDt>
            <unrealizedAppr>-62380.23000000</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_EUR_20200325</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4721722632193"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>20420.80000000</valUSD>
        <pctVal>0.002254211380</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>7080147.24000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>837015006.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-03-25</settlementDt>
            <unrealizedAppr>20420.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Argentina Treasury Bill 10/29/2020</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>Argentina Treasury Bill 10/29/2020</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ARARGE5206V4"/>
          <other otherDesc="Internal Identifier" value="959678"/>
        </identifiers>
        <balance>13797000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="62.78200000"/>
        <valUSD>104212.91000000</valUSD>
        <pctVal>0.011503855272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-29</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 18.6805 EXPIRES 03/09/20 USD PUT/MXN CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007388"/>
        </identifiers>
        <balance>4610000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15037.82000000</valUSD>
        <pctVal>0.001659994955</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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 18.6805 EXPIRES 03/09/20 USD PUT/MXN CALL</issuerName>
                <issueTitle>CITIBANK NA STRIKE 18.6805 EXPIRES 03/09/20 USD PUT/MXN CALL</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007388"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>18.68050000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-09</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-10672.15000000</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 108.77 EXPIRES 09/22/20 USD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1011700"/>
        </identifiers>
        <balance>-48232000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-640376.26000000</valUSD>
        <pctVal>-0.07068985805</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 108.77 EXPIRES 09/22/20 USD Call/JPY Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 108.77 EXPIRES 09/22/20 USD Call/JPY Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1011700"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>108.77000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-68344.74000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 19.75% 03/25/2024</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 19.75% 03/25/2024</title>
        <cusip>V3R60FCD4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="663440"/>
        </identifiers>
        <balance>8520000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GHS" exchangeRt="5.39750000"/>
        <valUSD>1574416.05000000</valUSD>
        <pctVal>0.173796647437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>19.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EUR_USD_20191115</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4725822154889"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5170.14000000</valUSD>
        <pctVal>-0.00057072144</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>1555015.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1417000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2019-11-15</settlementDt>
            <unrealizedAppr>-5170.14000000</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 19.4925 EXPIRES 03/12/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1009895"/>
        </identifiers>
        <balance>-4920000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-237409.68000000</valUSD>
        <pctVal>-0.02620718103</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>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GOLDMAN SACHS INTERNATIONAL STRIKE 19.4925 EXPIRES 03/12/20 USD Call/MXN Put</issuerName>
                <issueTitle>GOLDMAN SACHS INTERNATIONAL STRIKE 19.4925 EXPIRES 03/12/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1009895"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.49250000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-26843.52000000</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>AUD_USD_20191120</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4665022172833"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10374.61000000</valUSD>
        <pctVal>-0.00114523250</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>3129953.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4614000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2019-11-20</settlementDt>
            <unrealizedAppr>-10374.61000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MEXICAN FIXED RATE BONDS 6.50% 06/09/2022</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEXICAN FIXED RATE BONDS 6.50% 06/09/2022</title>
        <cusip>P4R0C9EJ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="518068"/>
        </identifiers>
        <balance>2067400.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.69225000"/>
        <valUSD>10430503.19000000</valUSD>
        <pctVal>1.151402442518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_AUD_20191008</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4484122021963"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>98943.87000000</valUSD>
        <pctVal>0.010922216456</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>2549800.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1820455.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-08</settlementDt>
            <unrealizedAppr>98943.87000000</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>USD_INR_20200316</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4708922592702"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-34826.57000000</valUSD>
        <pctVal>-0.00384443559</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>220854500.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>3024368.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-03-16</settlementDt>
            <unrealizedAppr>-34826.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.048 EXPIRES 03/12/20 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1009908"/>
        </identifiers>
        <balance>-3000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17835.00000000</valUSD>
        <pctVal>-0.00196877007</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.048 EXPIRES 03/12/20 USD Put/MXN Call</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.048 EXPIRES 03/12/20 USD Put/MXN Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1009908"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.04800000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>13344.00000000</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>HSBC BANK PLC STRIKE 0.7692 EXPIRES 04/30/20 AUD Call/USD Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="979893"/>
        </identifiers>
        <balance>4830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>1962.53000000</valUSD>
        <pctVal>0.000216639772</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.7692 EXPIRES 04/30/20 AUD Call/USD Put</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.7692 EXPIRES 04/30/20 AUD Call/USD Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="979893"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>0.76920000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-04-30</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-19417.78000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 7.68% 12/15/2023</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 7.68% 12/15/2023</title>
        <cusip>Y39157GH2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="662644"/>
        </identifiers>
        <balance>730000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="70.50865000"/>
        <valUSD>10829151.42000000</valUSD>
        <pctVal>1.195408425486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.68000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_KRW_20200320</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4713322602530"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>27996.97000000</valUSD>
        <pctVal>0.003090529675</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>2579000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>2190884.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-03-20</settlementDt>
            <unrealizedAppr>27996.97000000</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>USD_KRW_20200306</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4687122558060"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-38033.57000000</valUSD>
        <pctVal>-0.00419844993</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>5874000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>4885635.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-03-06</settlementDt>
            <unrealizedAppr>-38033.57000000</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>CITIBANK NA STRIKE 80.32 EXPIRES 02/12/20 AUD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981281"/>
        </identifiers>
        <balance>-2898000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>-1067.98000000</valUSD>
        <pctVal>-0.00011789218</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 80.32 EXPIRES 02/12/20 AUD Call/JPY Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 80.32 EXPIRES 02/12/20 AUD Call/JPY Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="981281"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>80.32000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-02-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>20047.82000000</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>USD_INR_20191216</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4709122592639"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-132977.56000000</valUSD>
        <pctVal>-0.01467912761</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>805429500.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>11156692.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-16</settlementDt>
            <unrealizedAppr>-132977.56000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TITULOS DE TESORERIA B 7.50% 08/26/2026</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>TITULOS DE TESORERIA B 7.50% 08/26/2026</title>
        <cusip>P3107FAR6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="627609"/>
        </identifiers>
        <balance>9469300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="3459.80000000"/>
        <valUSD>3023753.92000000</valUSD>
        <pctVal>0.333786164065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 66.78 EXPIRES 11/12/20 AUD Put/JPY Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981282"/>
        </identifiers>
        <balance>1449000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>19351.74000000</valUSD>
        <pctVal>0.002136199979</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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 66.78 EXPIRES 11/12/20 AUD Put/JPY Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 66.78 EXPIRES 11/12/20 AUD Put/JPY Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="981282"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>66.78000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-11-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3107.24000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>4254000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1202.87000000"/>
        <valUSD>3599072.03000000</valUSD>
        <pctVal>0.397294382701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_KRW_20191112</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4651022460821"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-70518.81000000</valUSD>
        <pctVal>-0.00778443077</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>7321000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>6042423.24000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-12</settlementDt>
            <unrealizedAppr>-70518.81000000</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>SEK_EUR_20191213</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4705822584740"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16738.49000000</valUSD>
        <pctVal>-0.00184772852</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>2370184.98000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>25286200.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2019-12-13</settlementDt>
            <unrealizedAppr>-16738.49000000</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>USD_EUR_20191031</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4516722099702"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>67236.29000000</valUSD>
        <pctVal>0.007422079943</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>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>1784250.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>2016853.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-31</settlementDt>
            <unrealizedAppr>67236.29000000</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>USD_AUD_20191015</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4495122050298"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>427181.71000000</valUSD>
        <pctVal>0.047155736912</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>10311000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>7390563.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-15</settlementDt>
            <unrealizedAppr>427181.71000000</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_20191021</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4603422288912"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15846.20000000</valUSD>
        <pctVal>-0.00174923041</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>2685430.11000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>288176190.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-10-21</settlementDt>
            <unrealizedAppr>-15846.20000000</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>SEK_EUR_20200213</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4706022584802"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16831.16000000</valUSD>
        <pctVal>-0.00185795818</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>2368543.81000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>25286100.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-02-13</settlementDt>
            <unrealizedAppr>-16831.16000000</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>USD_AUD_20200115</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4624222377083"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>241957.24000000</valUSD>
        <pctVal>0.026709177116</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>10311000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>7224041.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-01-15</settlementDt>
            <unrealizedAppr>241957.24000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.763 EXPIRES 09/10/20 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1009021"/>
        </identifiers>
        <balance>-4610000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-100018.56000000</valUSD>
        <pctVal>-0.01104084934</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.763 EXPIRES 09/10/20 USD Put/MXN Call *OTC*</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.763 EXPIRES 09/10/20 USD Put/MXN Call *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1009021"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.76300000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>14853.42000000</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>USD_EUR_20200224</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4666822511591"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>79998.75000000</valUSD>
        <pctVal>0.008830902447</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>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
            </counterparties>
            <amtCurSold>3955000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4438894.25000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-02-24</settlementDt>
            <unrealizedAppr>79998.75000000</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_20200306</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4584522232148"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-40074.02000000</valUSD>
        <pctVal>-0.00442369113</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>4668861.92000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>494791690.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-03-06</settlementDt>
            <unrealizedAppr>-40074.02000000</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_20200226</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4673222525764"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-187857.14000000</valUSD>
        <pctVal>-0.02073717498</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>10447014.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1097248900.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-02-26</settlementDt>
            <unrealizedAppr>-187857.14000000</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>USD_JPY_20191021</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4664822288792"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>127275.17000000</valUSD>
        <pctVal>0.014049652153</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>822634530.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>7747932.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-21</settlementDt>
            <unrealizedAppr>127275.17000000</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>USD_EUR_20191204</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4578522220211"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>102886.13000000</valUSD>
        <pctVal>0.011357394674</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>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>2676375.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3034259.87000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-04</settlementDt>
            <unrealizedAppr>102886.13000000</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_AUD_20200306</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4688122559764"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-46012.76000000</valUSD>
        <pctVal>-0.00507925679</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>5777000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>413734493.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-03-06</settlementDt>
            <unrealizedAppr>-46012.76000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 8.25% 07/15/2021</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 8.25% 07/15/2021</title>
        <cusip>Y39814FZ9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="532482"/>
        </identifiers>
        <balance>144200000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14165.00000000"/>
        <valUSD>10493232.12000000</valUSD>
        <pctVal>1.158326963982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20191115</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4550322154888"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>69643.64000000</valUSD>
        <pctVal>0.007687822508</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>1417000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1619489.30000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-15</settlementDt>
            <unrealizedAppr>69643.64000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>2040000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GHS" exchangeRt="5.39750000"/>
        <valUSD>363326.44000000</valUSD>
        <pctVal>0.040106881022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>16.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.6530 EXPIRES 05/04/20 AUD Put/USD Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980086"/>
        </identifiers>
        <balance>16228000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>65247.55000000</valUSD>
        <pctVal>0.007202546902</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.6530 EXPIRES 05/04/20 AUD Put/USD Call</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.6530 EXPIRES 05/04/20 AUD Put/USD Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980086"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>0.65300000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-04</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-67475.04000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 19.75% 03/15/2032</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 19.75% 03/15/2032</title>
        <cusip>V3R60FCC6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="663439"/>
        </identifiers>
        <balance>25560000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GHS" exchangeRt="5.39750000"/>
        <valUSD>4597413.95000000</valUSD>
        <pctVal>0.507499355963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>19.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 6.84% 12/19/2022</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 6.84% 12/19/2022</title>
        <cusip>Y725633V2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="669875"/>
        </identifiers>
        <balance>111000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="70.50865000"/>
        <valUSD>1603431.10000000</valUSD>
        <pctVal>0.176999560933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.84000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.3265 EXPIRES 09/04/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007014"/>
        </identifiers>
        <balance>12294000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>270726.17000000</valUSD>
        <pctVal>0.029884921917</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.3265 EXPIRES 09/04/20 USD Call/MXN Put</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.3265 EXPIRES 09/04/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007014"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>22.32650000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-04</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-64764.80000000</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>NOK_USD_20191219</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4659022492279"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-66103.62000000</valUSD>
        <pctVal>-0.00729704676</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>6569132.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>59090000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2019-12-19</settlementDt>
            <unrealizedAppr>-66103.62000000</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>USD_EUR_20191120</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4558522172681"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1519610.98000000</valUSD>
        <pctVal>0.167746825074</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>36690813.66000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>41663336.18000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-20</settlementDt>
            <unrealizedAppr>1519610.98000000</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>HSBC BANK PLC STRIKE 0.6755 EXPIRES 05/04/20 AUD PUT/USD CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980090"/>
        </identifiers>
        <balance>8050000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>116393.17000000</valUSD>
        <pctVal>0.012848409879</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.6755 EXPIRES 05/04/20 AUD PUT/USD CALL</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.6755 EXPIRES 05/04/20 AUD PUT/USD CALL</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980090"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>0.67550000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-04</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>17237.29000000</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>USD_EUR_20191008</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4483922021601"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>60374.93000000</valUSD>
        <pctVal>0.006664668099</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>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>1257587.64000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1431927.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-08</settlementDt>
            <unrealizedAppr>60374.93000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TITULOS DE TESORERIA B 7.75% 09/18/2030</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>TITULOS DE TESORERIA B 7.75% 09/18/2030</title>
        <cusip>P6S32JH78</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="627613"/>
        </identifiers>
        <balance>1645700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="3459.80000000"/>
        <valUSD>538564.71000000</valUSD>
        <pctVal>0.059451084118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 19.55 EXPIRES 05/11/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981105"/>
        </identifiers>
        <balance>-7053000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-398974.10000000</valUSD>
        <pctVal>-0.04404195510</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 19.55 EXPIRES 05/11/20 USD Call/MXN Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 19.55 EXPIRES 05/11/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="981105"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.55000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-11</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>46775.50000000</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 77.35 EXPIRES 05/07/20 AUD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980885"/>
        </identifiers>
        <balance>-15455000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>-56172.84000000</valUSD>
        <pctVal>-0.00620080776</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 77.35 EXPIRES 05/07/20 AUD Call/JPY Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 77.35 EXPIRES 05/07/20 AUD Call/JPY Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980885"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>77.35000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-07</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>250335.97000000</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>USD_EUR_20191029</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4513922094956"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1291.87000000</valUSD>
        <pctVal>0.000142606952</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>33330.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>37705.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-29</settlementDt>
            <unrealizedAppr>1291.87000000</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_20200608</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4584222233497"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-37622.49000000</valUSD>
        <pctVal>-0.00415307162</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>4939067.36000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>520970850.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-06-08</settlementDt>
            <unrealizedAppr>-37622.49000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 12.90% 06/15/2022</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 12.90% 06/15/2022</title>
        <cusip>Y39814DM0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="356968"/>
        </identifiers>
        <balance>42438000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14165.00000000"/>
        <valUSD>3463500.98000000</valUSD>
        <pctVal>0.382328964901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>12.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20191212</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4591822250387"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>159091.09000000</valUSD>
        <pctVal>0.017561748102</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>7320000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>549658800.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-12-12</settlementDt>
            <unrealizedAppr>159091.09000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bill 12/05/2019 TBLM</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill 12/05/2019 TBLM</title>
        <cusip>912796RN1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="947226"/>
        </identifiers>
        <balance>9675000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9643971.11000000</valUSD>
        <pctVal>1.064578735019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200203</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4643622440071"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>26496.07000000</valUSD>
        <pctVal>0.002924848318</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>893000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1009304.32000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-02-03</settlementDt>
            <unrealizedAppr>26496.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.20% 02/15/2022</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 8.20% 02/15/2022</title>
        <cusip>Y39157DJ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="662988"/>
        </identifiers>
        <balance>282000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="70.50865000"/>
        <valUSD>4186349.78000000</valUSD>
        <pctVal>0.462122802143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20191129</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4570322191647"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>164840.29000000</valUSD>
        <pctVal>0.018196390823</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>MORGAN STANLEY</counterpartyName>
              <counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei>
            </counterparties>
            <amtCurSold>4545000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>5140485.90000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-29</settlementDt>
            <unrealizedAppr>164840.29000000</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>CITIBANK NA STRIKE 86.63 EXPIRES 05/06/20 AUD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980491"/>
        </identifiers>
        <balance>4250000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>654.03000000</valUSD>
        <pctVal>0.000072197067</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 86.63 EXPIRES 05/06/20 AUD Call/JPY Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 86.63 EXPIRES 05/06/20 AUD Call/JPY Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980491"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>86.63000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-9804.27000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_EUR_20200522</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4669122516166"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8997.30000000</valUSD>
        <pctVal>0.000993194001</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>7079963.19000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>835990017.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-05-22</settlementDt>
            <unrealizedAppr>8997.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>75890.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="4.15700000"/>
        <valUSD>17630664.96000000</valUSD>
        <pctVal>1.946213938904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20191127</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4674822526903"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-120259.24000000</valUSD>
        <pctVal>-0.01327517763</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>6986125.08000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>739460800.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-11-27</settlementDt>
            <unrealizedAppr>-120259.24000000</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>CITIBANK NA STRIKE 21.699 EXPIRES 12/09/19 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007382"/>
        </identifiers>
        <balance>3688000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7693.17000000</valUSD>
        <pctVal>0.000849233691</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 21.699 EXPIRES 12/09/19 USD Call/MXN Put *OTC*</issuerName>
                <issueTitle>CITIBANK NA STRIKE 21.699 EXPIRES 12/09/19 USD Call/MXN Put *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007382"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>21.69900000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-12-09</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-4285.45000000</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>JPMORGAN CHASE &amp; CO STRIKE 23.7613 EXPIRES 05/13/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="982099"/>
        </identifiers>
        <balance>-4059000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24021.16000000</valUSD>
        <pctVal>-0.00265164793</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>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>JPMORGAN CHASE &amp; CO STRIKE 23.7613 EXPIRES 05/13/20 USD Call/MXN Put</issuerName>
                <issueTitle>JPMORGAN CHASE &amp; CO STRIKE 23.7613 EXPIRES 05/13/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="982099"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>23.76130000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-13</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>21744.07000000</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>GOLDMAN SACHS INTERNATIONAL IRS PAY FIXED 2.537% 04/13/47 USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="664078"/>
        </identifiers>
        <balance>-12300000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2375048.37000000</valUSD>
        <pctVal>-0.26217685230</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>W22LROWP2IHZNBB6K528</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US0003M" floatingRtSpread="0.00000000" pmntAmt="12300000.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="12300000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.53700000"/>
            <terminationDt>2047-04-13</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-12300000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2375323.73000000</unrealizedAppr>
          </swapDeriv>
        </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 20.778 EXPIRES 03/09/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007386"/>
        </identifiers>
        <balance>6147000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>112065.96000000</valUSD>
        <pctVal>0.012370737798</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 20.778 EXPIRES 03/09/20 USD Call/MXN Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 20.778 EXPIRES 03/09/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007386"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>20.77800000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-09</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-12589.05000000</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>USD_EUR_20191017</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4499522060226"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>392831.09000000</valUSD>
        <pctVal>0.043363840486</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>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
            </counterparties>
            <amtCurSold>6873000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>7894259.07000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-17</settlementDt>
            <unrealizedAppr>392831.09000000</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_20200227</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4674722526983"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-119006.01000000</valUSD>
        <pctVal>-0.01313683607</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>7033438.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>739475000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-02-27</settlementDt>
            <unrealizedAppr>-119006.01000000</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>USD_EUR_20191205</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4580722225630"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>242117.29000000</valUSD>
        <pctVal>0.026726844717</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>6016524.12000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6832515.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-05</settlementDt>
            <unrealizedAppr>242117.29000000</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_20200608</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4584622232286"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-41193.30000000</valUSD>
        <pctVal>-0.00454724622</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>4696337.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>494791690.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-06-08</settlementDt>
            <unrealizedAppr>-41193.30000000</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>USD_EUR_20191023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4503922074377"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>71176.12000000</valUSD>
        <pctVal>0.007856989919</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>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>1285391.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1474793.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-23</settlementDt>
            <unrealizedAppr>71176.12000000</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>CITIBANK NA STRIKE 19.82 EXPIRES 05/12/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981323"/>
        </identifiers>
        <balance>-5038000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-244710.77000000</valUSD>
        <pctVal>-0.02701313380</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 19.82 EXPIRES 05/12/20 USD Call/MXN Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 19.82 EXPIRES 05/12/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="981323"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.82000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>15879.78000000</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>USD_AUD_20191015</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4495322050038"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>232845.43000000</valUSD>
        <pctVal>0.025703342585</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>5634533.13000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>4038044.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-15</settlementDt>
            <unrealizedAppr>232845.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NOTA DO TESOURO NACIONAL NTNF 01/01/2025 STATED RATE 10%</name>
        <lei>N/A</lei>
        <title>NOTA DO TESOURO NACIONAL NTNF 01/01/2025 STATED RATE 10%</title>
        <cusip>P8T60MDK6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="594402"/>
        </identifiers>
        <balance>75193.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="4.15700000"/>
        <valUSD>20730909.93000000</valUSD>
        <pctVal>2.288443797410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.46138200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE &amp; CO STRIKE 18.744 EXPIRES 03/05/20 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007022"/>
        </identifiers>
        <balance>4011000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13910.15000000</valUSD>
        <pctVal>0.001535513713</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>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>JPMORGAN CHASE &amp; CO STRIKE 18.744 EXPIRES 03/05/20 USD Put/MXN Call</issuerName>
                <issueTitle>JPMORGAN CHASE &amp; CO STRIKE 18.744 EXPIRES 03/05/20 USD Put/MXN Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007022"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>18.74400000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-8016.65000000</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>USD_JPY_20200324</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4670122296997"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>55271.75000000</valUSD>
        <pctVal>0.006101338237</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>345545070.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>3291406.98000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-03-24</settlementDt>
            <unrealizedAppr>55271.75000000</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>CITIBANK NA STRIKE 24.2953 EXPIRES 09/08/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007185"/>
        </identifiers>
        <balance>-5117000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-54593.27000000</valUSD>
        <pctVal>-0.00602644218</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 24.2953 EXPIRES 09/08/20 USD Call/MXN Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 24.2953 EXPIRES 09/08/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007185"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>24.29530000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>5997.13000000</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>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.559 EXPIRES 03/05/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007013"/>
        </identifiers>
        <balance>-9221000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-47866.21000000</valUSD>
        <pctVal>-0.00528385544</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.559 EXPIRES 03/05/20 USD Call/MXN Put</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.559 EXPIRES 03/05/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007013"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>22.55900000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>24306.56000000</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>USD_INR_20191106</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4679322540164"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-96573.87000000</valUSD>
        <pctVal>-0.01066059688</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>BNP PARIBAS SA</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <amtCurSold>366171300.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>5062369.35000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-06</settlementDt>
            <unrealizedAppr>-96573.87000000</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>AUD_USD_20191008</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4667422021964"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9318.40000000</valUSD>
        <pctVal>-0.00102863958</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>1730829.74000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2549800.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2019-10-08</settlementDt>
            <unrealizedAppr>-9318.40000000</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>CITIBANK NA STRIKE 19.3839 EXPIRES 03/06/20 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007187"/>
        </identifiers>
        <balance>-3685000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-35350.21000000</valUSD>
        <pctVal>-0.00390223917</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>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 19.3839 EXPIRES 03/06/20 USD Put/MXN Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 19.3839 EXPIRES 03/06/20 USD Put/MXN Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007187"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.38390000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>15034.80000000</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>USD_JPY_20191205</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4664922229408"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>65966.77000000</valUSD>
        <pctVal>0.007281940163</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>432810070.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>4087678.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-05</settlementDt>
            <unrealizedAppr>65966.77000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bill 11/29/2019 TBLM</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill 11/29/2019 TBLM</title>
        <cusip>912796SU4</cusip>
        <identifiers>
          <ticker value="B"/>
          <other otherDesc="Internal Identifier" value="986299"/>
        </identifiers>
        <balance>10148000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10118105.01000000</valUSD>
        <pctVal>1.116917430535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bill 10/24/2019 TBLM</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill 10/24/2019 TBLM</title>
        <cusip>912796SP5</cusip>
        <identifiers>
          <ticker value="B"/>
          <other otherDesc="Internal Identifier" value="977707"/>
        </identifiers>
        <balance>16300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16281437.23000000</valUSD>
        <pctVal>1.797275380952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EUR_USD_20191001</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4726421998387"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10431.43000000</valUSD>
        <pctVal>-0.00115150475</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>3249882.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2972000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2019-10-01</settlementDt>
            <unrealizedAppr>-10431.43000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.79% 11/08/2021</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 8.79% 11/08/2021</title>
        <cusip>Y39157FJ9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="662534"/>
        </identifiers>
        <balance>225000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="70.50865000"/>
        <valUSD>3357562.46000000</valUSD>
        <pctVal>0.370634622983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.79000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 24.562 EXPIRES 09/04/20 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007012"/>
        </identifiers>
        <balance>-18441000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-176609.46000000</valUSD>
        <pctVal>-0.01949556602</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 24.562 EXPIRES 09/04/20 USD Call/MXN Put *OTC*</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 24.562 EXPIRES 09/04/20 USD Call/MXN Put *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007012"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>24.56200000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-04</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>42358.97000000</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>USD_AUD_20191121</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4562822178863"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>56848.09000000</valUSD>
        <pctVal>0.006275347266</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>3926000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>2711334.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-21</settlementDt>
            <unrealizedAppr>56848.09000000</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_20200624</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4605622299113"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-225319.47000000</valUSD>
        <pctVal>-0.02487256687</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>BNP PARIBAS SA</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <amtCurSold>16084717.05000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1684055930.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-06-24</settlementDt>
            <unrealizedAppr>-225319.47000000</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>JPMORGAN CHASE &amp; CO STRIKE 20.11 EXPIRES 11/14/19 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="982900"/>
        </identifiers>
        <balance>7103000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>63081.74000000</valUSD>
        <pctVal>0.006963467456</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>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>JPMORGAN CHASE &amp; CO STRIKE 20.11 EXPIRES 11/14/19 USD Call/MXN Put</issuerName>
                <issueTitle>JPMORGAN CHASE &amp; CO STRIKE 20.11 EXPIRES 11/14/19 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="982900"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>20.11000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-11-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-105459.45000000</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>JPY_AUD_20200821</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4665622509399"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-139466.02000000</valUSD>
        <pctVal>-0.01539537576</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>16082874.75000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1143008300.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-08-21</settlementDt>
            <unrealizedAppr>-139466.02000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
          <other otherDesc="Internal Identifier" value="1007416"/>
        </identifiers>
        <balance>2322000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1202.87000000"/>
        <valUSD>1931136.81000000</valUSD>
        <pctVal>0.213174340620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.18000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AUD_USD_20191113</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4667622143142"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19700.51000000</valUSD>
        <pctVal>-0.00217470000</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>3815155.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5614733.43000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2019-11-13</settlementDt>
            <unrealizedAppr>-19700.51000000</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>INR_USD_20191003</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4726622326524"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8528.57000000</valUSD>
        <pctVal>0.000941451831</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>4377150.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>309946000.00000000</amtCurPur>
            <curPur>INR</curPur>
            <settlementDt>2019-10-03</settlementDt>
            <unrealizedAppr>8528.57000000</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_AUD_20200612</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4593222254273"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>44438.16000000</valUSD>
        <pctVal>0.004905439846</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>2510000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>185915449.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-06-12</settlementDt>
            <unrealizedAppr>44438.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.4881 EXPIRES 03/10/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1008241"/>
        </identifiers>
        <balance>-7684000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-175379.62000000</valUSD>
        <pctVal>-0.01935980644</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.4881 EXPIRES 03/10/20 USD Call/MXN Put</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.4881 EXPIRES 03/10/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1008241"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>20.48810000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>7929.88000000</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 79.77 EXPIRES 11/06/19 AUD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980474"/>
        </identifiers>
        <balance>-9273000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>-81.36000000</valUSD>
        <pctVal>-0.00000898116</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 79.77 EXPIRES 11/06/19 AUD Call/JPY Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 79.77 EXPIRES 11/06/19 AUD Call/JPY Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980474"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>79.77000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2019-11-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>70843.98000000</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>USD_EUR_20200401</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4726322667381"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9872.70000000</valUSD>
        <pctVal>0.001089827660</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>2972000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3293510.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-04-01</settlementDt>
            <unrealizedAppr>9872.70000000</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_20191220</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4602822287037"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-20189.65000000</valUSD>
        <pctVal>-0.00222869519</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>6222534.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>666398580.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-12-20</settlementDt>
            <unrealizedAppr>-20189.65000000</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_20200306</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4584122233385"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-36881.30000000</valUSD>
        <pctVal>-0.00407125314</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>4910575.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>520970830.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-03-06</settlementDt>
            <unrealizedAppr>-36881.30000000</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_20200227</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4674422526200"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-120641.57000000</valUSD>
        <pctVal>-0.01331738228</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>7116495.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>748182800.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-02-27</settlementDt>
            <unrealizedAppr>-120641.57000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 24.808 EXPIRES 03/05/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007011"/>
        </identifiers>
        <balance>6147000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9527.85000000</valUSD>
        <pctVal>0.001051760357</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 24.808 EXPIRES 03/05/20 USD Call/MXN Put</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 24.808 EXPIRES 03/05/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007011"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>24.80800000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-8747.18000000</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>JPMORGAN CHASE &amp; CO STRIKE 19.355 EXPIRES 11/14/19 USD Put/MXN</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="982894"/>
        </identifiers>
        <balance>-7103000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-21280.59000000</valUSD>
        <pctVal>-0.00234912188</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>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>JPMORGAN CHASE &amp; CO STRIKE 19.355 EXPIRES 11/14/19 USD Put/MXN</issuerName>
                <issueTitle>JPMORGAN CHASE &amp; CO STRIKE 19.355 EXPIRES 11/14/19 USD Put/MXN</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="982894"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.35500000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-11-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>114945.72000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 1.25% 01/31/2020</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 1.25% 01/31/2020</title>
        <cusip>912828H52</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="598160"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2993554.68000000</valUSD>
        <pctVal>0.330452530197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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"/>
        </identifiers>
        <balance>25560000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GHS" exchangeRt="5.39750000"/>
        <valUSD>4524957.11000000</valUSD>
        <pctVal>0.499500989917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>19.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 84.33 EXPIRES 11/12/20 AUD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981291"/>
        </identifiers>
        <balance>2898000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>4312.99000000</valUSD>
        <pctVal>0.000476102363</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 84.33 EXPIRES 11/12/20 AUD Call/JPY Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 84.33 EXPIRES 11/12/20 AUD Call/JPY Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="981291"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>84.33000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-11-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-15038.93000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bonos de la Nacion Argentina con Ajuste por CER 4.00% 03/06/2020 INDEX LINKED TO ARCECOES</name>
        <lei>N/A</lei>
        <title>Bonos de la Nacion Argentina con Ajuste por CER 4.00% 03/06/2020 INDEX LINKED TO ARCECOES</title>
        <cusip>P8S090PR1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="933097"/>
        </identifiers>
        <balance>1274000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="62.78200000"/>
        <valUSD>13668.75000000</valUSD>
        <pctVal>0.001508866048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_JPY_20191206</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4664622232029"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>68427.06000000</valUSD>
        <pctVal>0.007553526669</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>450247630.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>4252625.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-06</settlementDt>
            <unrealizedAppr>68427.06000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 5.625% 05/15/2023</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 5.625% 05/15/2023</title>
        <cusip>Y39814HP9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="532472"/>
        </identifiers>
        <balance>16137000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14165.00000000"/>
        <valUSD>1106228.47000000</valUSD>
        <pctVal>0.122114354325</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>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_INR_20191007</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4614322333600"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>68649.40000000</valUSD>
        <pctVal>0.007578070338</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>BNP PARIBAS SA</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <amtCurSold>363139700.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>5204363.96000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-07</settlementDt>
            <unrealizedAppr>68649.40000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 10.25% 07/15/2022</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 10.25% 07/15/2022</title>
        <cusip>Y39814DY4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="381954"/>
        </identifiers>
        <balance>4826000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14165.00000000"/>
        <valUSD>372837.94000000</valUSD>
        <pctVal>0.041156836536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_JPY_20200306</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4664122232149"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>74393.32000000</valUSD>
        <pctVal>0.008212130210</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>494791690.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>4703181.22000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-03-06</settlementDt>
            <unrealizedAppr>74393.32000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>140000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GHS" exchangeRt="5.39750000"/>
        <valUSD>25865.35000000</valUSD>
        <pctVal>0.002855224395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>18.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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 100.13 EXPIRES 03/30/20 USD Put/JPY Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1013077"/>
        </identifiers>
        <balance>-21782000.0000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-101983.32000000</valUSD>
        <pctVal>-0.01125773527</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>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 100.13 EXPIRES 03/30/20 USD Put/JPY Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 100.13 EXPIRES 03/30/20 USD Put/JPY Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1013077"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>100.13000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-30</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>718.80999999</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 20.5 EXPIRES 05/11/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981106"/>
        </identifiers>
        <balance>21158000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>682980.24000000</valUSD>
        <pctVal>0.075392826424</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 20.5 EXPIRES 05/11/20 USD Call/MXN Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 20.5 EXPIRES 05/11/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="981106"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>20.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-11</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-212955.27000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MEXICAN FIXED RATE BONDS 8.00% 12/07/2023</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEXICAN FIXED RATE BONDS 8.00% 12/07/2023</title>
        <cusip>P9767GWU1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="451483"/>
        </identifiers>
        <balance>16500.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.69225000"/>
        <valUSD>87589.99000000</valUSD>
        <pctVal>0.009668884289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SEK_USD_20191009</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4721322632723"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-23763.92000000</valUSD>
        <pctVal>-0.00262325172</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>2653557.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>25875233.03000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2019-10-09</settlementDt>
            <unrealizedAppr>-23763.92000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 18.6802 EXPIRES 12/10/19 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1008242"/>
        </identifiers>
        <balance>6147000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5255.69000000</valUSD>
        <pctVal>0.000580165136</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 18.6802 EXPIRES 12/10/19 USD Put/MXN Call</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 18.6802 EXPIRES 12/10/19 USD Put/MXN Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1008242"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>18.68020000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-12-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-19897.83000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200323</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4601722280750"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-55071.47000000</valUSD>
        <pctVal>-0.00607922972</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>9583978.53000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1017531000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-03-23</settlementDt>
            <unrealizedAppr>-55071.47000000</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>AUD_USD_20191011</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4664422035384"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15288.50000000</valUSD>
        <pctVal>-0.00168766702</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>4283770.80000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6321500.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2019-10-11</settlementDt>
            <unrealizedAppr>-15288.50000000</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>CITIBANK NA STRIKE 79.1 EXPIRES 05/06/20 AUD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980342"/>
        </identifiers>
        <balance>-3864000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>-7010.32000000</valUSD>
        <pctVal>-0.00077385524</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 79.1 EXPIRES 05/06/20 AUD Call/JPY Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 79.1 EXPIRES 05/06/20 AUD Call/JPY Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980342"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>79.10000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>53523.39000000</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 74 EXPIRES 11/12/20 AUD Put/JPY Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981284"/>
        </identifiers>
        <balance>2608000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>100442.75000000</valUSD>
        <pctVal>0.011087674829</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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 74 EXPIRES 11/12/20 AUD Put/JPY Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 74 EXPIRES 11/12/20 AUD Put/JPY Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="981284"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>74.00000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-11-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>11887.89000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200228</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4677922538919"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-327084.46000000</valUSD>
        <pctVal>-0.03610620113</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>13762748.62000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1436811000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-02-28</settlementDt>
            <unrealizedAppr>-327084.46000000</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>USD_KRW_20191121</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4649022456233"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-58791.13000000</valUSD>
        <pctVal>-0.00648983557</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>6847000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>5659613.16000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-21</settlementDt>
            <unrealizedAppr>-58791.13000000</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>CITIBANK NA STRIKE 78.18 EXPIRES 02/12/20 AUD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981300"/>
        </identifiers>
        <balance>-1739000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>-1929.63000000</valUSD>
        <pctVal>-0.00021300800</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 78.18 EXPIRES 02/12/20 AUD Call/JPY Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 78.18 EXPIRES 02/12/20 AUD Call/JPY Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="981300"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>78.18000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-02-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>20814.79000000</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>USD_EUR_20191129</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4570022191781"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>39107.97000000</valUSD>
        <pctVal>0.004317050803</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>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>1087889.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1230076.09000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-29</settlementDt>
            <unrealizedAppr>39107.97000000</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>CITIBANK NA STRIKE 85.5 EXPIRES 05/07/20 AUD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980880"/>
        </identifiers>
        <balance>15455000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>3045.95000000</valUSD>
        <pctVal>0.000336236345</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 85.5 EXPIRES 05/07/20 AUD Call/JPY Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 85.5 EXPIRES 05/07/20 AUD Call/JPY Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980880"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>85.50000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-07</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-48246.27000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LETRA TESOURO NACIONAL 07/01/2021 STRIP COUPON</name>
        <lei>254900ZFY40OYEADAP90</lei>
        <title>LETRA TESOURO NACIONAL 07/01/2021 STRIP COUPON</title>
        <cusip>P8T60MYN7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="669982"/>
        </identifiers>
        <balance>75960.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="4.15700000"/>
        <valUSD>16713003.89000000</valUSD>
        <pctVal>1.844915163749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 109.16 EXPIRES 03/30/20 USD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1013073"/>
        </identifiers>
        <balance>-43564000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-361058.43000000</valUSD>
        <pctVal>-0.03985651992</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 109.16 EXPIRES 03/30/20 USD Call/JPY Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 109.16 EXPIRES 03/30/20 USD Call/JPY Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1013073"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>109.16000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-30</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-8277.15999999</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20191126</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4673022525684"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-178746.50000000</valUSD>
        <pctVal>-0.01973146960</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>9834996.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1040048500.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-11-26</settlementDt>
            <unrealizedAppr>-178746.50000000</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>USD_JPY_20191219</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4668622279917"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>182812.39000000</valUSD>
        <pctVal>0.020180295095</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>1019822880.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>9673536.20000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-19</settlementDt>
            <unrealizedAppr>182812.39000000</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>USD_EUR_20191023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4503422072541"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>618245.15000000</valUSD>
        <pctVal>0.068246848960</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>11085000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>12722808.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-23</settlementDt>
            <unrealizedAppr>618245.15000000</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>AUD_USD_20191115</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4665122155124"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-17980.83000000</valUSD>
        <pctVal>-0.00198486795</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>5411932.29000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>7979000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2019-11-15</settlementDt>
            <unrealizedAppr>-17980.83000000</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>JPMORGAN CHASE &amp; CO STRIKE 22.35 EXPIRES 11/14/19 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="987800"/>
        </identifiers>
        <balance>7103000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2486.05000000</valUSD>
        <pctVal>0.000274430100</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>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>JPMORGAN CHASE &amp; CO STRIKE 22.35 EXPIRES 11/14/19 USD Call/MXN Put</issuerName>
                <issueTitle>JPMORGAN CHASE &amp; CO STRIKE 22.35 EXPIRES 11/14/19 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="987800"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>22.35000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-11-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-62343.03000000</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>USD_EUR_20191120</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4559122173413"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>124950.36000000</valUSD>
        <pctVal>0.013793021015</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>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>3105000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3522156.75000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-20</settlementDt>
            <unrealizedAppr>124950.36000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 21.50% 03/09/2020</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 21.50% 03/09/2020</title>
        <cusip>V3R60FCB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="666680"/>
        </identifiers>
        <balance>370000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GHS" exchangeRt="5.39750000"/>
        <valUSD>69045.06000000</valUSD>
        <pctVal>0.007621746456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>21.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200331</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4727022667643"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3490.15000000</valUSD>
        <pctVal>0.000385270697</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>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>1087889.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1205375.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-03-31</settlementDt>
            <unrealizedAppr>3490.15000000</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_EUR_20200630</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4725622664989"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-384.94000000</valUSD>
        <pctVal>-0.00004249275</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>283400.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>33390126.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-06-30</settlementDt>
            <unrealizedAppr>-384.94000000</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>SEK_EUR_20191113</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4706122584654"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16997.42000000</valUSD>
        <pctVal>-0.00187631129</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>2370962.83000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>25286200.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2019-11-13</settlementDt>
            <unrealizedAppr>-16997.42000000</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_AUD_20191212</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4592822252779"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>91705.59000000</valUSD>
        <pctVal>0.010123197164</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>4480000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>335794368.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-12-12</settlementDt>
            <unrealizedAppr>91705.59000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 25.6797 EXPIRES 09/10/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1008246"/>
        </identifiers>
        <balance>-1537000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10663.71000000</valUSD>
        <pctVal>-0.00117714567</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 25.6797 EXPIRES 09/10/20 USD Call/MXN Put</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 25.6797 EXPIRES 09/10/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1008246"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>25.67970000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>926.80999999</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.83% 11/25/2023</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 8.83% 11/25/2023</title>
        <cusip>Y39157FY6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="581510"/>
        </identifiers>
        <balance>966400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="70.50865000"/>
        <valUSD>14875268.71000000</valUSD>
        <pctVal>1.642051242765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.83000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 84 EXPIRES 05/06/20 AUD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980343"/>
        </identifiers>
        <balance>3864000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>1197.07000000</valUSD>
        <pctVal>0.000132142169</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 84 EXPIRES 05/06/20 AUD Call/JPY Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 84 EXPIRES 05/06/20 AUD Call/JPY Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980343"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>84.00000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-17800.28000000</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>USD_EUR_20200331</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4727122668497"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>16459.98000000</valUSD>
        <pctVal>0.001816984361</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>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
            </counterparties>
            <amtCurSold>4385600.51000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4861613.59000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-03-31</settlementDt>
            <unrealizedAppr>16459.98000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 25.97 EXPIRES 09/04/20 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007016"/>
        </identifiers>
        <balance>12294000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>75681.86000000</valUSD>
        <pctVal>0.008354369570</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 25.97 EXPIRES 09/04/20 USD Call/MXN Put *OTC*</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 25.97 EXPIRES 09/04/20 USD Call/MXN Put *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007016"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>25.97000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-04</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-22768.49000000</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 22.9955 EXPIRES 09/03/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1006802"/>
        </identifiers>
        <balance>-7684000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-128922.15000000</valUSD>
        <pctVal>-0.01423145899</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 22.9955 EXPIRES 09/03/20 USD Call/MXN Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 22.9955 EXPIRES 09/03/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1006802"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>22.99550000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>33287.09000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>11430000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14165.00000000"/>
        <valUSD>882030.24000000</valUSD>
        <pctVal>0.097365558900</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>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK USA NA IRS PAY FIXED 3.019% 02/23/48 USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="685292"/>
        </identifiers>
        <balance>-12196000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3702558.37000000</valUSD>
        <pctVal>-0.40871803336</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>HSBC BANK USA NA</counterpartyName>
              <counterpartyLei>1IE8VN30JCEQV1H4R804</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US0003M" floatingRtSpread="0.00000000" pmntAmt="12196000.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="12196000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.01900000"/>
            <terminationDt>2048-02-23</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-12196000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3702700.38000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 16.50% 03/22/2021</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 16.50% 03/22/2021</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GHGGOG048935"/>
          <other otherDesc="Internal Identifier" value="687463"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GHS" exchangeRt="5.39750000"/>
        <valUSD>88178.36000000</valUSD>
        <pctVal>0.009733833280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>16.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20191204</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4578922220154"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>171727.67000000</valUSD>
        <pctVal>0.018956674964</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>4550000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>5155241.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-04</settlementDt>
            <unrealizedAppr>171727.67000000</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_AUD_20200313</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4593622256674"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>44829.21000000</valUSD>
        <pctVal>0.004948607075</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>2520000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>187363260.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-03-13</settlementDt>
            <unrealizedAppr>44829.21000000</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>CITIBANK NA STRIKE 20.5 EXPIRES 12/05/19 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="987782"/>
        </identifiers>
        <balance>5844000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>45717.61000000</valUSD>
        <pctVal>0.005046675779</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 20.5 EXPIRES 12/05/19 USD Call/MXN Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 20.5 EXPIRES 12/05/19 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="987782"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>20.50000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-12-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-121420.79000000</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>USD_EUR_20191108</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4531022125807"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>182561.66000000</valUSD>
        <pctVal>0.020152617510</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>4312000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4896664.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-08</settlementDt>
            <unrealizedAppr>182561.66000000</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_AUD_20191212</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4593522254068"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>50186.87000000</valUSD>
        <pctVal>0.005540028476</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>2560000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>191644160.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-12-12</settlementDt>
            <unrealizedAppr>50186.87000000</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>SEK_USD_20191029</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4677422536938"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-85557.50000000</valUSD>
        <pctVal>-0.00944452177</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>4180334.75000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>40231959.67000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2019-10-29</settlementDt>
            <unrealizedAppr>-85557.50000000</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>USD_EUR_20191011</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4490622035309"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>221865.00000000</valUSD>
        <pctVal>0.024491234819</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>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>4094000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4687977.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-11</settlementDt>
            <unrealizedAppr>221865.00000000</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>SEK_EUR_20191015</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4705622584494"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16982.16000000</valUSD>
        <pctVal>-0.00187462676</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>2371596.59000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>25286200.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2019-10-15</settlementDt>
            <unrealizedAppr>-16982.16000000</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>CITIBANK NA STRIKE 19.105 EXPIRES 09/03/20 USD put/MXN call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1006807"/>
        </identifiers>
        <balance>7684000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>91447.28000000</valUSD>
        <pctVal>0.010094682838</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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 19.105 EXPIRES 09/03/20 USD put/MXN call *OTC*</issuerName>
                <issueTitle>CITIBANK NA STRIKE 19.105 EXPIRES 09/03/20 USD put/MXN call *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1006807"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.10500000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>437.97999999</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>HSBC BANK PLC STRIKE 0.6645 EXPIRES 05/05/20 AUD Put/USD Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980325"/>
        </identifiers>
        <balance>6440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>66673.69000000</valUSD>
        <pctVal>0.007359975652</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.6645 EXPIRES 05/05/20 AUD Put/USD Call</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.6645 EXPIRES 05/05/20 AUD Put/USD Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980325"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>0.66450000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-2111.61000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20191021</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4602222281073"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-60283.54000000</valUSD>
        <pctVal>-0.00665457973</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>9486407.12000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>1017531000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-10-21</settlementDt>
            <unrealizedAppr>-60283.54000000</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>HSBC BANK PLC STRIKE 0.7961 EXPIRES 11/05/20 AUD Call/USD Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980671"/>
        </identifiers>
        <balance>-7728000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>-8679.45000000</valUSD>
        <pctVal>-0.00095810717</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.7961 EXPIRES 11/05/20 AUD Call/USD Put</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.7961 EXPIRES 11/05/20 AUD Call/USD Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980671"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>0.79610000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-11-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>32870.96000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 18.50% 06/01/2020</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 18.50% 06/01/2020</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GHGGOG045386"/>
          <other otherDesc="Internal Identifier" value="670335"/>
        </identifiers>
        <balance>140000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GHS" exchangeRt="5.39750000"/>
        <valUSD>25868.96000000</valUSD>
        <pctVal>0.002855622896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>18.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.6795 EXPIRES 04/30/20 AUD PUT/USD CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="979894"/>
        </identifiers>
        <balance>6440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>103816.06000000</valUSD>
        <pctVal>0.011460047792</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.6795 EXPIRES 04/30/20 AUD PUT/USD CALL</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.6795 EXPIRES 04/30/20 AUD PUT/USD CALL</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="979894"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>0.67950000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-04-30</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>21573.28000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20191206</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4583222230374"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-72933.77000000</valUSD>
        <pctVal>-0.00805101339</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>7585182.22000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>808368040.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-12-06</settlementDt>
            <unrealizedAppr>-72933.77000000</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>USD_AUD_20191115</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4550022155123"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>195736.99000000</valUSD>
        <pctVal>0.021607015910</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>7979000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>5589688.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-15</settlementDt>
            <unrealizedAppr>195736.99000000</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>CITIBANK NA STRIKE 111.15 EXPIRES 03/20/20 USD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1011702"/>
        </identifiers>
        <balance>18670000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>61218.93000000</valUSD>
        <pctVal>0.006757835575</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 111.15 EXPIRES 03/20/20 USD Call/JPY Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 111.15 EXPIRES 03/20/20 USD Call/JPY Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1011702"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>111.15000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>3136.56000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 8.75% 05/15/2031</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 8.75% 05/15/2031</title>
        <cusip>Y6S86ZCW7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="652777"/>
        </identifiers>
        <balance>41805000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14165.00000000"/>
        <valUSD>3219971.60000000</valUSD>
        <pctVal>0.355446242385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 19.3685 EXPIRES 03/09/20 USD PUT/MXN CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007385"/>
        </identifiers>
        <balance>-9221000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-88457.05000000</valUSD>
        <pctVal>-0.00976459731</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>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 19.3685 EXPIRES 03/09/20 USD PUT/MXN CALL</issuerName>
                <issueTitle>CITIBANK NA STRIKE 19.3685 EXPIRES 03/09/20 USD PUT/MXN CALL</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007385"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.36850000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-09</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>33794.97000000</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 78.6 EXPIRES 05/06/20 AUD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980489"/>
        </identifiers>
        <balance>-6182000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>-13648.38000000</valUSD>
        <pctVal>-0.00150661744</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 78.6 EXPIRES 05/06/20 AUD Call/JPY Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 78.6 EXPIRES 05/06/20 AUD Call/JPY Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980489"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>78.60000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>87473.62000000</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>USD_EUR_20200325</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4721022632521"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>29761.68000000</valUSD>
        <pctVal>0.003285332492</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>3359036.80000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3739313.36000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-03-25</settlementDt>
            <unrealizedAppr>29761.68000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 18.9578 EXPIRES 12/03/19 USD PUT/MXN CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1006635"/>
        </identifiers>
        <balance>21391000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>32771.01000000</valUSD>
        <pctVal>0.003617526429</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 18.9578 EXPIRES 12/03/19 USD PUT/MXN CALL</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 18.9578 EXPIRES 12/03/19 USD PUT/MXN CALL</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1006635"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>18.95780000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-12-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-18460.44000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200324</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4605522296996"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-44238.64000000</valUSD>
        <pctVal>-0.00488341523</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>3280373.87000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>345545070.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-03-24</settlementDt>
            <unrealizedAppr>-44238.64000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bill 10/31/2019 TBLM</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill 10/31/2019 TBLM</title>
        <cusip>912796SQ3</cusip>
        <identifiers>
          <ticker value="B"/>
          <other otherDesc="Internal Identifier" value="978558"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2995603.11000000</valUSD>
        <pctVal>0.330678652298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Brazil Letras do Tesouro Nacional ZERO 04/01/2021</name>
        <lei>254900ZFY40OYEADAP90</lei>
        <title>Brazil Letras do Tesouro Nacional ZERO 04/01/2021</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="BRSTNCLTN7P7"/>
          <other otherDesc="Internal Identifier" value="996019"/>
        </identifiers>
        <balance>2770.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="4.15700000"/>
        <valUSD>618632.38000000</valUSD>
        <pctVal>0.068289594507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 21.8204 EXPIRES 03/06/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007184"/>
        </identifiers>
        <balance>-3821000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-32329.48000000</valUSD>
        <pctVal>-0.00356878681</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 21.8204 EXPIRES 03/06/20 USD Call/MXN Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 21.8204 EXPIRES 03/06/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007184"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>21.82040000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>7962.97000000</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 112.24 EXPIRES 09/22/20 USD Call/JPY Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1011687"/>
        </identifiers>
        <balance>24116000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>120965.86000000</valUSD>
        <pctVal>0.013353180007</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 112.24 EXPIRES 09/22/20 USD Call/JPY Put *OTC*</issuerName>
                <issueTitle>CITIBANK NA STRIKE 112.24 EXPIRES 09/22/20 USD Call/JPY Put *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1011687"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>112.24000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>7958.28000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.08% 08/02/2022</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 8.08% 08/02/2022</title>
        <cusip>Y39157DH5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="662432"/>
        </identifiers>
        <balance>549000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="70.50865000"/>
        <valUSD>8176909.93000000</valUSD>
        <pctVal>0.902632777551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.08000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Argentina Treasury Bill 04/28/2020 TBLM</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>Argentina Treasury Bill 04/28/2020 TBLM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ARARGE5206F7"/>
          <other otherDesc="Internal Identifier" value="939531"/>
        </identifiers>
        <balance>98792000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="62.78200000"/>
        <valUSD>1335331.45000000</valUSD>
        <pctVal>0.147404575320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-28</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20191009</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4483522021434"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>653166.57000000</valUSD>
        <pctVal>0.072101754859</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>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>13525000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>15405042.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-09</settlementDt>
            <unrealizedAppr>653166.57000000</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>HSBC BANK PLC STRIKE 0.71 EXPIRES 04/30/2020 AUD CALL/USD PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="979899"/>
        </identifiers>
        <balance>-4830000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>-22683.14000000</valUSD>
        <pctVal>-0.00250394658</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.71 EXPIRES 04/30/2020 AUD CALL/USD PUT</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.71 EXPIRES 04/30/2020 AUD CALL/USD PUT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="979899"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>0.71000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-04-30</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>82070.46000000</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>HSBC BANK PLC STRIKE 0.6529 EXPIRES 05/07/20 AUD Put/USD Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980669"/>
        </identifiers>
        <balance>7728000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>55879.16000000</valUSD>
        <pctVal>0.006168389016</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.6529 EXPIRES 05/07/20 AUD Put/USD Call *OTC*</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.6529 EXPIRES 05/07/20 AUD Put/USD Call *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980669"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>0.65290000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-07</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-11251.15000000</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>HSBC BANK USA NA IRS PAY FIXED 3.002% 02/22/48 USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="685159"/>
        </identifiers>
        <balance>-12196000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3654594.48000000</valUSD>
        <pctVal>-0.40342339521</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>HSBC BANK USA NA</counterpartyName>
              <counterpartyLei>1IE8VN30JCEQV1H4R804</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US0003M" floatingRtSpread="0.00000000" pmntAmt="12196000.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="12196000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00200000"/>
            <terminationDt>2048-02-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-12196000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3654736.48000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200225</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4668022514834"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-103333.40000000</valUSD>
        <pctVal>-0.01140676791</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>10996440.13000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>786149250.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-02-25</settlementDt>
            <unrealizedAppr>-103333.40000000</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>NOK_USD_20191114</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4655322475402"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-83034.45000000</valUSD>
        <pctVal>-0.00916600731</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>3977632.07000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>35409000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2019-11-14</settlementDt>
            <unrealizedAppr>-83034.45000000</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_20191206</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4583922233326"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-36814.45000000</valUSD>
        <pctVal>-0.00406387370</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>4878250.77000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>520970840.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-12-06</settlementDt>
            <unrealizedAppr>-36814.45000000</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>CITIBANK NA STRIKE 80.6 EXPIRES 11/08/19 AUD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980871"/>
        </identifiers>
        <balance>-7728000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>-41.73000000</valUSD>
        <pctVal>-0.00000460649</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 80.6 EXPIRES 11/08/19 AUD Call/JPY Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 80.6 EXPIRES 11/08/19 AUD Call/JPY Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980871"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>80.60000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2019-11-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>41246.01000000</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>GOLDMAN SACHS INTERNATIONAL STRIKE 22.1125 EXPIRES 03/12/20 USD Call/MXN Put *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1009898"/>
        </identifiers>
        <balance>-4920000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-36624.48000000</valUSD>
        <pctVal>-0.00404290329</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>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GOLDMAN SACHS INTERNATIONAL STRIKE 22.1125 EXPIRES 03/12/20 USD Call/MXN Put *OTC*</issuerName>
                <issueTitle>GOLDMAN SACHS INTERNATIONAL STRIKE 22.1125 EXPIRES 03/12/20 USD Call/MXN Put *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1009898"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>22.11250000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1702.32000000</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>NOK_USD_20200226</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4672022523999"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-69087.81000000</valUSD>
        <pctVal>-0.00762646554</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>4891677.00000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>43803500.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-02-26</settlementDt>
            <unrealizedAppr>-69087.81000000</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>CITIBANK NA STRIKE 21.699 EXPIRES 09/08/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007182"/>
        </identifiers>
        <balance>15352000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>445545.74000000</valUSD>
        <pctVal>0.049182905555</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 21.699 EXPIRES 09/08/20 USD Call/MXN Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 21.699 EXPIRES 09/08/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007182"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>21.69900000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-08</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-49218.52000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 10.00% 09/15/2024</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 10.00% 09/15/2024</title>
        <cusip>Y39814EA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="394359"/>
        </identifiers>
        <balance>1618000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14165.00000000"/>
        <valUSD>129098.12000000</valUSD>
        <pctVal>0.014250883968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 8.375% 09/15/2026</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 8.375% 09/15/2026</title>
        <cusip>Y20721AS8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="607174"/>
        </identifiers>
        <balance>292968000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14165.00000000"/>
        <valUSD>22170206.92000000</valUSD>
        <pctVal>2.447324921322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 19.69 EXPIRES 05/12/20 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981325"/>
        </identifiers>
        <balance>-2519000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-43261.31000000</valUSD>
        <pctVal>-0.00477552972</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>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 19.69 EXPIRES 05/12/20 USD Put/MXN Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 19.69 EXPIRES 05/12/20 USD Put/MXN Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="981325"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.69000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>28958.42000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Argentina Treasury Bill 05/28/2020 TBLM</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>Argentina Treasury Bill 05/28/2020 TBLM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ARARGE520718"/>
          <other otherDesc="Internal Identifier" value="966968"/>
        </identifiers>
        <balance>312000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="62.78200000"/>
        <valUSD>2679.12000000</valUSD>
        <pctVal>0.000295742713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-28</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTER-AMERICAN DEVELOPMENT BANK 7.50% 12/05/2024</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>INTER-AMERICAN DEVELOPMENT BANK 7.50% 12/05/2024</title>
        <cusip>U45818VJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="387889"/>
        </identifiers>
        <balance>185000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.69225000"/>
        <valUSD>9640557.22000000</valUSD>
        <pctVal>1.064201882512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 18.8335 EXPIRES 12/09/19 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007380"/>
        </identifiers>
        <balance>3688000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>211669.07000000</valUSD>
        <pctVal>0.023365726443</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 18.8335 EXPIRES 12/09/19 USD Call/MXN Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 18.8335 EXPIRES 12/09/19 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007380"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>18.83350000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-12-09</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>11163.57000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 24.50% 06/21/2021</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 24.50% 06/21/2021</title>
        <cusip>V3R60FBT0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="639090"/>
        </identifiers>
        <balance>50000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GHS" exchangeRt="5.39750000"/>
        <valUSD>9937.58000000</valUSD>
        <pctVal>0.001096989634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>24.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 73.25 EXPIRES 05/07/20 AUD Put/JPY Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980883"/>
        </identifiers>
        <balance>7728000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>186691.56000000</valUSD>
        <pctVal>0.020608508934</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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 73.25 EXPIRES 05/07/20 AUD Put/JPY Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 73.25 EXPIRES 05/07/20 AUD Put/JPY Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980883"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>73.25000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-07</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>21451.09000000</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 18.3529 EXPIRES 03/06/20 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007189"/>
        </identifiers>
        <balance>6550000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11855.50000000</valUSD>
        <pctVal>0.001308704998</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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 18.3529 EXPIRES 03/06/20 USD Put/MXN Call *OTC*</issuerName>
                <issueTitle>CITIBANK NA STRIKE 18.3529 EXPIRES 03/06/20 USD Put/MXN Call *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007189"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>18.35290000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-10715.80000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20191121</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4665322509244"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-143636.36000000</valUSD>
        <pctVal>-0.01585573128</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>16082875.08000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1156086917.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-11-21</settlementDt>
            <unrealizedAppr>-143636.36000000</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>USD_JPY_20200608</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4670322232287"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>77938.55000000</valUSD>
        <pctVal>0.008603481078</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>494791690.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>4733082.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-06-08</settlementDt>
            <unrealizedAppr>77938.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>India Government Bond 6.79% 05/15/2027</name>
        <lei>N/A</lei>
        <title>India Government Bond 6.79% 05/15/2027</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IN0020170026"/>
          <other otherDesc="Internal Identifier" value="871097"/>
        </identifiers>
        <balance>492800000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="70.50865000"/>
        <valUSD>6982629.66000000</valUSD>
        <pctVal>0.770798560651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.79000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TITULOS DE TESORERIA B 10.00% 07/24/2024</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>TITULOS DE TESORERIA B 10.00% 07/24/2024</title>
        <cusip>P3772NBN1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="552460"/>
        </identifiers>
        <balance>12183000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="3459.80000000"/>
        <valUSD>4221234.06000000</valUSD>
        <pctVal>0.465973608232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.8135 EXPIRES 12/10/19 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1008243"/>
        </identifiers>
        <balance>-12294000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-252223.70000000</valUSD>
        <pctVal>-0.02784247115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.8135 EXPIRES 12/10/19 USD Call/MXN Put</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 19.8135 EXPIRES 12/10/19 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1008243"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.81350000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-12-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-4831.54000000</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>GOLDMAN SACHS INTERNATIONAL STRIKE 21.201 EXPIRES 03/12/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1009899"/>
        </identifiers>
        <balance>14800000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>204595.20000000</valUSD>
        <pctVal>0.022584856043</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>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GOLDMAN SACHS INTERNATIONAL STRIKE 21.201 EXPIRES 03/12/20 USD Call/MXN Put</issuerName>
                <issueTitle>GOLDMAN SACHS INTERNATIONAL STRIKE 21.201 EXPIRES 03/12/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1009899"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>21.20100000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-737.03999999</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bill 10/29/2019 TBLM</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill 10/29/2019 TBLM</title>
        <cusip>912796WB1</cusip>
        <identifiers>
          <ticker value="B"/>
          <other otherDesc="Internal Identifier" value="1006756"/>
        </identifiers>
        <balance>6970000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6959848.96000000</valUSD>
        <pctVal>0.768283844616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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="4725922665007"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-430.72000000</valUSD>
        <pctVal>-0.00004754632</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>283400.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>33401462.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-09-30</settlementDt>
            <unrealizedAppr>-430.72000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA 4.375% 03/21/2023</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>REPUBLIC OF COLOMBIA 4.375% 03/21/2023</title>
        <cusip>195325BP9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="534753"/>
        </identifiers>
        <balance>149000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="3459.80000000"/>
        <valUSD>42056.50000000</valUSD>
        <pctVal>0.004642533149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HSBC BANK PLC STRIKE 0.773 EXPIRES 05/07/20 AUD Call/USD Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980675"/>
        </identifiers>
        <balance>3864000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>1494.39000000</valUSD>
        <pctVal>0.000164962731</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.773 EXPIRES 05/07/20 AUD Call/USD Put</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.773 EXPIRES 05/07/20 AUD Call/USD Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980675"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>0.77300000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-07</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-15558.87000000</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>USD_JPY_20200323</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4664022280508"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>199093.98000000</valUSD>
        <pctVal>0.021977587340</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>1331363580.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>12666959.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-03-23</settlementDt>
            <unrealizedAppr>199093.98000000</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>SEK_USD_20191119</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4659622492137"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11495.78000000</valUSD>
        <pctVal>-0.00126899622</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>503905.48000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>4832000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2019-11-19</settlementDt>
            <unrealizedAppr>-11495.78000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 10.00% 02/15/2028</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 10.00% 02/15/2028</title>
        <cusip>Y39814EE7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="400024"/>
        </identifiers>
        <balance>1052000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14165.00000000"/>
        <valUSD>86368.46000000</valUSD>
        <pctVal>0.009534042029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20191129</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4570222191718"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>49261.74000000</valUSD>
        <pctVal>0.005437905221</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>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>1348768.67000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1525828.28000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-29</settlementDt>
            <unrealizedAppr>49261.74000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bonos De La Nacion Argentina En Moneda Dua 4.5% 02/13/2020</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>Bonos De La Nacion Argentina En Moneda Dua 4.5% 02/13/2020</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ARARGE320622"/>
          <other otherDesc="Internal Identifier" value="913945"/>
        </identifiers>
        <balance>2821000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>924498.12000000</valUSD>
        <pctVal>0.102053503467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Japan Treasury Discount Bill 12/10/2019 TBLM</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japan Treasury Discount Bill 12/10/2019 TBLM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP1748361K66"/>
          <other otherDesc="Internal Identifier" value="996103"/>
        </identifiers>
        <balance>1287000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="107.93000000"/>
        <valUSD>11907740.86000000</valUSD>
        <pctVal>1.314471762419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 20.5768 EXPIRES 05/15/20 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1003404"/>
        </identifiers>
        <balance>-4433000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-171162.56000000</valUSD>
        <pctVal>-0.01889429359</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>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 20.5768 EXPIRES 05/15/20 USD Put/MXN Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 20.5768 EXPIRES 05/15/20 USD Put/MXN Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1003404"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>20.57680000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>6738.16000000</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>USD_EUR_20191121</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4563522178746"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>490992.06000000</valUSD>
        <pctVal>0.054199634173</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>12683778.89000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>14369326.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-21</settlementDt>
            <unrealizedAppr>490992.06000000</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>CITIBANK NA STRIKE 18.9597 EXPIRES 03/06/20 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007183"/>
        </identifiers>
        <balance>-6141000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-30606.74000000</valUSD>
        <pctVal>-0.00337861698</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>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 18.9597 EXPIRES 03/06/20 USD Put/MXN Call *OTC*</issuerName>
                <issueTitle>CITIBANK NA STRIKE 18.9597 EXPIRES 03/06/20 USD Put/MXN Call *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007183"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>18.95970000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>18545.82000000</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>USD_KRW_20191115</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4546722148348"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>107719.00000000</valUSD>
        <pctVal>0.011890885554</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>5173000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>4427422.12000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-15</settlementDt>
            <unrealizedAppr>107719.00000000</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>USD_JPY_20191220</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4663922287038"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>96948.59000000</valUSD>
        <pctVal>0.010701961476</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>666398580.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>6299293.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-20</settlementDt>
            <unrealizedAppr>96948.59000000</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>USD_KRW_20200210</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4649322456176"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-50805.78000000</valUSD>
        <pctVal>-0.00560834871</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>5870000000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>4864909.66000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-02-10</settlementDt>
            <unrealizedAppr>-50805.78000000</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_AUD_20200612</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4593022252903"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>86090.92000000</valUSD>
        <pctVal>0.009503404942</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>4480000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>332553088.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-06-12</settlementDt>
            <unrealizedAppr>86090.92000000</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>HSBC BANK PLC STRIKE 0.6766 EXPIRES 05/07/20 AUD Put/USD Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980674"/>
        </identifiers>
        <balance>3864000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>58103.78000000</valUSD>
        <pctVal>0.006413960380</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.6766 EXPIRES 05/07/20 AUD Put/USD Call</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.6766 EXPIRES 05/07/20 AUD Put/USD Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980674"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>0.67660000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-07</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>5793.57000000</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 104.48 EXPIRES 09/22/20 USD Put/JPY Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1011689"/>
        </identifiers>
        <balance>48232000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1085509.39000000</valUSD>
        <pctVal>0.119827216410</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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 104.48 EXPIRES 09/22/20 USD Put/JPY Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 104.48 EXPIRES 09/22/20 USD Put/JPY Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1011689"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>104.48000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-13842.59000000</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>AUD_USD_20191113</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4664722143885"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14259.52000000</valUSD>
        <pctVal>-0.00157407997</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>4287475.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6321500.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2019-11-13</settlementDt>
            <unrealizedAppr>-14259.52000000</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>USD_EUR_20191023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4501422065221"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>331112.78000000</valUSD>
        <pctVal>0.036550879348</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>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>5829129.04000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>6696386.86000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-23</settlementDt>
            <unrealizedAppr>331112.78000000</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>CITIBANK NA STRIKE 80.15 11/06/19 AUD CALL/JPY PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980346"/>
        </identifiers>
        <balance>-3864000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>-23.47000000</valUSD>
        <pctVal>-0.00000259080</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 80.15 11/06/19 AUD CALL/JPY PUT</issuerName>
                <issueTitle>CITIBANK NA STRIKE 80.15 11/06/19 AUD CALL/JPY PUT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980346"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>80.15000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2019-11-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>26382.85000000</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>USD_JPY_20191126</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4688222525685"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>73176.41000000</valUSD>
        <pctVal>0.008077797942</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>417000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>3944780.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-26</settlementDt>
            <unrealizedAppr>73176.41000000</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_AUD_20200612</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4593422254119"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>47096.48000000</valUSD>
        <pctVal>0.005198886488</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>2560000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>189807360.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-06-12</settlementDt>
            <unrealizedAppr>47096.48000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 9.15% 11/14/2024</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 9.15% 11/14/2024</title>
        <cusip>Y39157FH3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="622485"/>
        </identifiers>
        <balance>387000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="70.50865000"/>
        <valUSD>6081671.18000000</valUSD>
        <pctVal>0.671343551091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GOLDMAN SACHS INTERNATIONAL STRIKE 18.5675 EXPIRES 03/12/20 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1009897"/>
        </identifiers>
        <balance>2460000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6745.32000000</valUSD>
        <pctVal>0.000744602420</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 18.5675 EXPIRES 03/12/20 USD Put/MXN Call *OTC*</issuerName>
                <issueTitle>GOLDMAN SACHS INTERNATIONAL STRIKE 18.5675 EXPIRES 03/12/20 USD Put/MXN Call *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1009897"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>18.56750000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-6078.66000000</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>USD_EUR_20191113</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4653822470937"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>107567.87000000</valUSD>
        <pctVal>0.011874202615</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>3156669.41000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3559728.74000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-13</settlementDt>
            <unrealizedAppr>107567.87000000</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>CITIBANK NA STRIKE 72.78 EXPIRES 11/12/20 AUD Put/JPY Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981283"/>
        </identifiers>
        <balance>3622000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>117021.41000000</valUSD>
        <pctVal>0.012917760039</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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 72.78 EXPIRES 11/12/20 AUD Put/JPY Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 72.78 EXPIRES 11/12/20 AUD Put/JPY Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="981283"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>72.78000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-11-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>5592.86000000</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>USD_INR_20191216</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4705022584317"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-49966.63000000</valUSD>
        <pctVal>-0.00551571662</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>213251757.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>2939173.83000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-16</settlementDt>
            <unrealizedAppr>-49966.63000000</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>CITIBANK NA STRIKE 82.35 EXPIRES 02/12/20 AUD CALL/JPY PUT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981285"/>
        </identifiers>
        <balance>869000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>123.76000000</valUSD>
        <pctVal>0.000013661619</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 82.35 EXPIRES 02/12/20 AUD CALL/JPY PUT</issuerName>
                <issueTitle>CITIBANK NA STRIKE 82.35 EXPIRES 02/12/20 AUD CALL/JPY PUT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="981285"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>82.35000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-02-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3499.64000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 7.16% 05/20/2023</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 7.16% 05/20/2023</title>
        <cusip>Y39157FR1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="584513"/>
        </identifiers>
        <balance>42900000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="70.50865000"/>
        <valUSD>623105.12000000</valUSD>
        <pctVal>0.068783331354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.16000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AUD_USD_20191203</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4667822215924"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8823.70000000</valUSD>
        <pctVal>-0.00097403064</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>1733405.04000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>2549800.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2019-12-03</settlementDt>
            <unrealizedAppr>-8823.70000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 24.75% 03/01/2021</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 24.75% 03/01/2021</title>
        <cusip>V3R60FBQ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="628498"/>
        </identifiers>
        <balance>220000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GHS" exchangeRt="5.39750000"/>
        <valUSD>43610.60000000</valUSD>
        <pctVal>0.004814087148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>24.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_INR_20191120</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4651522460705"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-53612.09000000</valUSD>
        <pctVal>-0.00591813168</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>299959000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>4165345.15000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-20</settlementDt>
            <unrealizedAppr>-53612.09000000</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>CITIBANK NA STRIKE 100.03 EXPIRES 09/22/20 USD Put/JPY Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1011697"/>
        </identifiers>
        <balance>-24116000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-280324.38000000</valUSD>
        <pctVal>-0.03094444917</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>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 100.03 EXPIRES 09/22/20 USD Put/JPY Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 100.03 EXPIRES 09/22/20 USD Put/JPY Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1011697"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>100.03000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>4654.39000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200824</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4667922514878"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-103687.34000000</valUSD>
        <pctVal>-0.01144583864</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>10967159.87000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>778434201.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-08-24</settlementDt>
            <unrealizedAppr>-103687.34000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 17.60% 11/28/2022</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 17.60% 11/28/2022</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GHGGOG047440"/>
          <other otherDesc="Internal Identifier" value="681215"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GHS" exchangeRt="5.39750000"/>
        <valUSD>17728.33000000</valUSD>
        <pctVal>0.001956994987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>17.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 18.3052 EXPIRES 05/14/20 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="983692"/>
        </identifiers>
        <balance>3552000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11014.75000000</valUSD>
        <pctVal>0.001215896282</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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 18.3052 EXPIRES 05/14/20 USD Put/MXN Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 18.3052 EXPIRES 05/14/20 USD Put/MXN Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="983692"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>18.30520000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-16229.09000000</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 69.54 EXPIRES 05/06/20 AUD Put/JPY Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980478"/>
        </identifiers>
        <balance>3091000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>34705.11000000</valUSD>
        <pctVal>0.003831027870</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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 69.54 EXPIRES 05/06/20 AUD Put/JPY Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 69.54 EXPIRES 05/06/20 AUD Put/JPY Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980478"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>69.54000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1259.69000000</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 69.18 EXPIRES 11/12/20 AUD Put/JPY Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981301"/>
        </identifiers>
        <balance>869000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>16497.96000000</valUSD>
        <pctVal>0.001821176897</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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 69.18 EXPIRES 11/12/20 AUD Put/JPY Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 69.18 EXPIRES 11/12/20 AUD Put/JPY Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="981301"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>69.18000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-11-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-859.08000000</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>USD_INR_20191205</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4685022554084"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-119514.15000000</valUSD>
        <pctVal>-0.01319292863</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>308587000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>4212504.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-05</settlementDt>
            <unrealizedAppr>-119514.15000000</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>CITIBANK NA STRIKE 105.29 EXPIRES 03/20/20 USD Put/JPY Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1011688"/>
        </identifiers>
        <balance>37341000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>484387.45000000</valUSD>
        <pctVal>0.053470564448</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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 105.29 EXPIRES 03/20/20 USD Put/JPY Call *OTC*</issuerName>
                <issueTitle>CITIBANK NA STRIKE 105.29 EXPIRES 03/20/20 USD Put/JPY Call *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1011688"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>105.29000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-31366.44000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200622</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4602922287217"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-26556.35000000</valUSD>
        <pctVal>-0.00293150250</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>6301528.20000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>666398580.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-06-22</settlementDt>
            <unrealizedAppr>-26556.35000000</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_20200323</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4603222280507"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-27428.38000000</valUSD>
        <pctVal>-0.00302776415</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>6254648.66000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>664965000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-03-23</settlementDt>
            <unrealizedAppr>-27428.38000000</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>HSBC BANK PLC STRIKE 0.657 EXPIRES 04/30/20 AUD Put/USD Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="979898"/>
        </identifiers>
        <balance>12880000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>103120.59000000</valUSD>
        <pctVal>0.011383276246</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.657 EXPIRES 04/30/20 AUD Put/USD Call</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.657 EXPIRES 04/30/20 AUD Put/USD Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="979898"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>0.65700000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-04-30</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1505.61000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.35% 05/14/2022</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 8.35% 05/14/2022</title>
        <cusip>Y2835DAM3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="584480"/>
        </identifiers>
        <balance>68200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="70.50865000"/>
        <valUSD>1017424.87000000</valUSD>
        <pctVal>0.112311502049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARGENTINA POM POLITICA MONETARIA FRN 06/21/2020</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>ARGENTINA POM POLITICA MONETARIA FRN 06/21/2020</title>
        <cusip>P8S090NH5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="668473"/>
        </identifiers>
        <balance>3380000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="62.78200000"/>
        <valUSD>25373.37000000</valUSD>
        <pctVal>0.002800915704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>67.55879700</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARGENTINE BONOS DEL TESORO 18.20% 10/03/2021</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>ARGENTINE BONOS DEL TESORO 18.20% 10/03/2021</title>
        <cusip>P8S090LT1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="647124"/>
        </identifiers>
        <balance>252627000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="62.78200000"/>
        <valUSD>1218096.43000000</valUSD>
        <pctVal>0.134463235299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>18.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SEK_USD_20191129</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4677822537104"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-85621.47000000</valUSD>
        <pctVal>-0.00945158329</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>4187911.14000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>40232005.98000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2019-11-29</settlementDt>
            <unrealizedAppr>-85621.47000000</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>CITIBANK NA STRIKE 20.5768 EXPIRES 05/15/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1003405"/>
        </identifiers>
        <balance>4433000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>139759.19000000</valUSD>
        <pctVal>0.015427738221</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 20.5768 EXPIRES 05/15/20 USD Call/MXN Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 20.5768 EXPIRES 05/15/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1003405"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>20.57680000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-38141.53000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 7.80% 04/11/2021</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 7.80% 04/11/2021</title>
        <cusip>Y39157EX9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="642588"/>
        </identifiers>
        <balance>697700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="70.50865000"/>
        <valUSD>10145611.81000000</valUSD>
        <pctVal>1.119953851322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 24.1965 EXPIRES 06/15/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1009907"/>
        </identifiers>
        <balance>-2000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-12664.00000000</valUSD>
        <pctVal>-0.00139795370</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 24.1965 EXPIRES 06/15/20 USD Call/MXN Put</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 24.1965 EXPIRES 06/15/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1009907"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>24.19650000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-06-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>216.00000000</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>USD_EUR_20191120</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4559622174201"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>533788.89000000</valUSD>
        <pctVal>0.058923890874</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>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>13098580.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>14865054.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-20</settlementDt>
            <unrealizedAppr>533788.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Japan Treasury Discount Bill 10/15/2019 TBLM</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japan Treasury Discount Bill 10/15/2019 TBLM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP1748441K78"/>
          <other otherDesc="Internal Identifier" value="996902"/>
        </identifiers>
        <balance>1819600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="107.93000000"/>
        <valUSD>16831236.86000000</valUSD>
        <pctVal>1.857966665480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_AUD_20191113</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4542122143141"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>133735.74000000</valUSD>
        <pctVal>0.014762821590</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>5614733.43000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>3929190.45000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-13</settlementDt>
            <unrealizedAppr>133735.74000000</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>USD_EUR_20191015</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4495722051863"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>38961.08000000</valUSD>
        <pctVal>0.004300835909</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>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>748726.91000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>856011.99000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-15</settlementDt>
            <unrealizedAppr>38961.08000000</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_20191205</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4581122229407"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-34419.49000000</valUSD>
        <pctVal>-0.00379949884</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>4056131.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>432810070.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-12-05</settlementDt>
            <unrealizedAppr>-34419.49000000</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>NOK_USD_20191003</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4680622544561"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8459.82000000</valUSD>
        <pctVal>-0.00093386265</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>1972844.68000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>17872000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2019-10-03</settlementDt>
            <unrealizedAppr>-8459.82000000</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>USD_EUR_20191115</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4549622155033"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>46004.09000000</valUSD>
        <pctVal>0.005078299735</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>932603.76000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1066040.71000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-15</settlementDt>
            <unrealizedAppr>46004.09000000</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>USD_INR_20200203</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4726822667358"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11750.62000000</valUSD>
        <pctVal>-0.00129712750</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>309946000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>4304805.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-02-03</settlementDt>
            <unrealizedAppr>-11750.62000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MEXICAN FIXED RATE BONDS 6.50% 06/10/2021</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEXICAN FIXED RATE BONDS 6.50% 06/10/2021</title>
        <cusip>P9767HCU1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="622932"/>
        </identifiers>
        <balance>18789460.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="19.69225000"/>
        <valUSD>94980388.95000000</valUSD>
        <pctVal>10.48469568881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</name>
        <lei>N/A</lei>
        <title>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</title>
        <cusip>457756500</cusip>
        <identifiers>
          <ticker value="INFXX"/>
          <other otherDesc="Internal Identifier" value="170875"/>
        </identifiers>
        <balance>226360461.62100000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>226360461.62000000</valUSD>
        <pctVal>24.98747986086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_JPY_20191206</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4668522230375"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>246086.62000000</valUSD>
        <pctVal>0.027165011138</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>1329338880.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>12599771.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-06</settlementDt>
            <unrealizedAppr>246086.62000000</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>HSBC BANK PLC STRIKE 0.8 EXPIRES 05/04/21 AUD Call/USD Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980079"/>
        </identifiers>
        <balance>-12172000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>-30208.36000000</valUSD>
        <pctVal>-0.00333464060</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.8 EXPIRES 05/04/21 AUD Call/USD Put</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.8 EXPIRES 05/04/21 AUD Call/USD Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980079"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>0.80000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2021-05-04</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>66277.93000000</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>USD_EUR_20191209</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4586022236277"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>61064.07000000</valUSD>
        <pctVal>0.006740740889</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>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>1258386.36000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1440009.26000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-09</settlementDt>
            <unrealizedAppr>61064.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 10.50% 08/15/2030</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 10.50% 08/15/2030</title>
        <cusip>Y39814FJ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="451467"/>
        </identifiers>
        <balance>3390000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14165.00000000"/>
        <valUSD>291666.45000000</valUSD>
        <pctVal>0.032196477659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_INR_20191118</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4713722602574"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-119165.04000000</valUSD>
        <pctVal>-0.01315439107</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>553716000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>7670790.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-18</settlementDt>
            <unrealizedAppr>-119165.04000000</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>USD_EUR_20191001</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4476021998386"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>147292.03000000</valUSD>
        <pctVal>0.016259273403</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>2972000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>3386742.60000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-01</settlementDt>
            <unrealizedAppr>147292.03000000</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>USD_EUR_20200615</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4596722262749"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>47557.88000000</valUSD>
        <pctVal>0.005249819514</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>916524.12000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1065111.01000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-06-15</settlementDt>
            <unrealizedAppr>47557.88000000</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_AUD_20200312</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4593122250776"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>118969.94000000</valUSD>
        <pctVal>0.013132854379</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>5850000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>436559526.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-03-12</settlementDt>
            <unrealizedAppr>118969.94000000</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>CITIBANK NA STRIKE 100.11 EXPIRES 03/20/20 USD Put/JPY Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1011699"/>
        </identifiers>
        <balance>18670000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>79534.20000000</valUSD>
        <pctVal>0.008779621699</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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 100.11 EXPIRES 03/20/20 USD Put/JPY Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 100.11 EXPIRES 03/20/20 USD Put/JPY Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1011699"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>100.11000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-9671.06000000</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>AUD_USD_20200115</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4664322377084"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-21910.18000000</valUSD>
        <pctVal>-0.00241862106</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>7003994.21000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10311000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-01-15</settlementDt>
            <unrealizedAppr>-21910.18000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOREA MONETARY STAB BOND 1.85% 10/02/2019</name>
        <lei>RVHOHKPBCJ2GSJ37YH94</lei>
        <title>KOREA MONETARY STAB BOND 1.85% 10/02/2019</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="KR310101G7A2"/>
          <other otherDesc="Internal Identifier" value="677429"/>
        </identifiers>
        <balance>17190000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1202.87000000"/>
        <valUSD>14335607.38000000</valUSD>
        <pctVal>1.582479104952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-10-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NOK_USD_20191118</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4657222485400"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-29853.38000000</valUSD>
        <pctVal>-0.00329545507</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>1636855.58000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>14610000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2019-11-18</settlementDt>
            <unrealizedAppr>-29853.38000000</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_EUR_20200331</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4725522664949"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-201.96000000</valUSD>
        <pctVal>-0.00002229396</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>283400.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>33395794.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-03-31</settlementDt>
            <unrealizedAppr>-201.96000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.895 EXPIRES 03/12/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1009906"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>68976.00000000</valUSD>
        <pctVal>0.007614123060</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.895 EXPIRES 03/12/20 USD Call/MXN Put</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.895 EXPIRES 03/12/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1009906"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>20.89500000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>976.00000000</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>USD_INR_20191113</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4650622460785"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-75091.13000000</valUSD>
        <pctVal>-0.00828916006</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>425413000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>5913441.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-13</settlementDt>
            <unrealizedAppr>-75091.13000000</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>CITIBANK NA STRIKE 19.2441 EXPIRES 05/14/20 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="983689"/>
        </identifiers>
        <balance>-10655000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-110183.36000000</valUSD>
        <pctVal>-0.01216292133</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>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 19.2441 EXPIRES 05/14/20 USD Put/MXN Call *OTC*</issuerName>
                <issueTitle>CITIBANK NA STRIKE 19.2441 EXPIRES 05/14/20 USD Put/MXN Call *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="983689"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.24410000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>94499.19000000</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>USD_AUD_20191120</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4558422172832"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>79330.84000000</valUSD>
        <pctVal>0.008757173194</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>4614000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>3198909.27000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-20</settlementDt>
            <unrealizedAppr>79330.84000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 11.75% 08/15/2023</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 11.75% 08/15/2023</title>
        <cusip>Y39814DS7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="370530"/>
        </identifiers>
        <balance>2703000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14165.00000000"/>
        <valUSD>223371.32000000</valUSD>
        <pctVal>0.024657514479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Brazil Letras do Tesouro Nacional ZERO 04/01/2020</name>
        <lei>254900ZFY40OYEADAP90</lei>
        <title>Brazil Letras do Tesouro Nacional ZERO 04/01/2020</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="BRSTNCLTN7J0"/>
          <other otherDesc="Internal Identifier" value="972136"/>
        </identifiers>
        <balance>5860.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="4.15700000"/>
        <valUSD>1376862.07000000</valUSD>
        <pctVal>0.151989057625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 22.8512 EXPIRES 05/14/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="983683"/>
        </identifiers>
        <balance>-7103000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-64530.76000000</valUSD>
        <pctVal>-0.00712342188</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 22.8512 EXPIRES 05/14/20 USD Call/MXN Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 22.8512 EXPIRES 05/14/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="983683"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>22.85120000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-14</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>42618.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_EUR_20191031</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4725322664852"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-211.35000000</valUSD>
        <pctVal>-0.00002333050</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>283400.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>33380916.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-10-31</settlementDt>
            <unrealizedAppr>-211.35000000</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>USD_EUR_20191114</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4545822148365"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>358658.38000000</valUSD>
        <pctVal>0.039591583190</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>7662000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8738434.38000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-14</settlementDt>
            <unrealizedAppr>358658.38000000</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>USD_EUR_20191029</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4513722094837"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>340486.05000000</valUSD>
        <pctVal>0.037585575927</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>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>8723695.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9871297.08000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-29</settlementDt>
            <unrealizedAppr>340486.05000000</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>USD_EUR_20191218</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4599222273064"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>31481.31000000</valUSD>
        <pctVal>0.003475159018</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>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>748726.91000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>852650.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-18</settlementDt>
            <unrealizedAppr>31481.31000000</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 19.402 EXPIRES 03/12/20 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1009900"/>
        </identifiers>
        <balance>-6100000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-61433.10000000</valUSD>
        <pctVal>-0.00678147737</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>GOLDMAN SACHS INTERNATIONAL STRIKE 19.402 EXPIRES 03/12/20 USD Put/MXN Call</issuerName>
                <issueTitle>GOLDMAN SACHS INTERNATIONAL STRIKE 19.402 EXPIRES 03/12/20 USD Put/MXN Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1009900"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.40200000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>36972.10000000</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>SEK_USD_20191003</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4680522544471"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-31366.86000000</valUSD>
        <pctVal>-0.00346252511</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>2500308.64000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>24303000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2019-10-03</settlementDt>
            <unrealizedAppr>-31366.86000000</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>USD_EUR_20191029</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4514322095331"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>168059.72000000</valUSD>
        <pctVal>0.018551777279</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>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
            </counterparties>
            <amtCurSold>4300311.49000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>4866235.92000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-29</settlementDt>
            <unrealizedAppr>168059.72000000</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>AUD_USD_20191204</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4687622220253"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28483.51000000</valUSD>
        <pctVal>-0.00314423785</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>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>3935989.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5777090.21000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2019-12-04</settlementDt>
            <unrealizedAppr>-28483.51000000</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>USD_JPY_20191021</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4668422281074"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>245337.01000000</valUSD>
        <pctVal>0.027082263186</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>1305707190.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>12341044.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-21</settlementDt>
            <unrealizedAppr>245337.01000000</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_EUR_20191122</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4669022516088"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6509.63000000</valUSD>
        <pctVal>0.000718585071</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>7079963.19000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>835331580.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-11-22</settlementDt>
            <unrealizedAppr>6509.63000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NOTA DO TESOURO NACIONAL NTNF 01/01/2027 STATED RATE 10%</name>
        <lei>N/A</lei>
        <title>NOTA DO TESOURO NACIONAL NTNF 01/01/2027 STATED RATE 10%</title>
        <cusip>P8T60MXG3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="623340"/>
        </identifiers>
        <balance>145600.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="4.15700000"/>
        <valUSD>41083435.43000000</valUSD>
        <pctVal>4.535118492317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.46138200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 19.7395 EXPIRES 09/03/20 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1006804"/>
        </identifiers>
        <balance>-15368000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-323788.39000000</valUSD>
        <pctVal>-0.03574235454</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>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 19.7395 EXPIRES 09/03/20 USD Put/MXN Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 19.7395 EXPIRES 09/03/20 USD Put/MXN Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1006804"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.73950000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-13155.01000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="637054"/>
        </identifiers>
        <balance>3483000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="KRW" exchangeRt="1202.87000000"/>
        <valUSD>2906688.54000000</valUSD>
        <pctVal>0.320863550265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.3095 EXPIRES 12/03/19 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1006633"/>
        </identifiers>
        <balance>10696000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>300450.64000000</valUSD>
        <pctVal>0.033166146872</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.3095 EXPIRES 12/03/19 USD Put/MXN Call</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.3095 EXPIRES 12/03/19 USD Put/MXN Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1006633"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>20.30950000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-12-03</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>55512.24000000</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>USD_EUR_20191016</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4497322055704"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>68597.52000000</valUSD>
        <pctVal>0.007572343408</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>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>1183000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1359657.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-16</settlementDt>
            <unrealizedAppr>68597.52000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.873 EXPIRES 03/12/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1009911"/>
        </identifiers>
        <balance>-3000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14001.00000000</valUSD>
        <pctVal>-0.00154554246</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.873 EXPIRES 03/12/20 USD Call/MXN Put</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 22.873 EXPIRES 03/12/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1009911"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>22.87300000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>279.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200225</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4670422520561"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-76171.25000000</valUSD>
        <pctVal>-0.00840839235</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>10420500.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>747300947.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-02-25</settlementDt>
            <unrealizedAppr>-76171.25000000</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>CITIBANK NA STRIKE 108.91 EXPIRES 03/20/20 USD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1011701"/>
        </identifiers>
        <balance>-37341000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-328712.82000000</valUSD>
        <pctVal>-0.03628595255</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 108.91 EXPIRES 03/20/20 USD Call/JPY Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 108.91 EXPIRES 03/20/20 USD Call/JPY Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1011701"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>108.91000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-32113.26000000</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>HSBC BANK PLC STRIKE 0.775 EXPIRES 05/05/21 AUD Call/USD Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980327"/>
        </identifiers>
        <balance>-6440000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>-26832.04000000</valUSD>
        <pctVal>-0.00296193537</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.775 EXPIRES 05/05/21 AUD Call/USD Put</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.775 EXPIRES 05/05/21 AUD Call/USD Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980327"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>0.77500000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2021-05-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>55055.22000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDIA GOVERNMENT BOND 8.13% 09/21/2022</name>
        <lei>N/A</lei>
        <title>INDIA GOVERNMENT BOND 8.13% 09/21/2022</title>
        <cusip>Y39157DG7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="662433"/>
        </identifiers>
        <balance>15000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="INR" exchangeRt="70.50865000"/>
        <valUSD>224049.83000000</valUSD>
        <pctVal>0.024732413845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.13000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AUD_USD_20191015</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4664522050299"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-24660.89000000</valUSD>
        <pctVal>-0.00272226645</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>6988043.10000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>10311000.00000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2019-10-15</settlementDt>
            <unrealizedAppr>-24660.89000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Note/Bond 1.5% 09/30/2021</name>
        <lei>N/A</lei>
        <title>United States Treasury Note/Bond 1.5% 09/30/2021</title>
        <cusip>912828YJ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1012796"/>
        </identifiers>
        <balance>2577000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2570859.50000000</valUSD>
        <pctVal>0.283792052382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AUD_USD_20191115</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4667722154968"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-19660.10000000</valUSD>
        <pctVal>-0.00217023922</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>3815323.67000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>5614733.44000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2019-11-15</settlementDt>
            <unrealizedAppr>-19660.10000000</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>CITIBANK NA STRIKE 70.65 EXPIRES 05/06/20 AUD PUT/JPY CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980341"/>
        </identifiers>
        <balance>1932000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>27316.26000000</valUSD>
        <pctVal>0.003015387456</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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 70.65 EXPIRES 05/06/20 AUD PUT/JPY CALL</issuerName>
                <issueTitle>CITIBANK NA STRIKE 70.65 EXPIRES 05/06/20 AUD PUT/JPY CALL</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980341"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>70.65000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>4180.20000000</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 22.55 EXPIRES 05/11/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981107"/>
        </identifiers>
        <balance>-7053000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-72511.89000000</valUSD>
        <pctVal>-0.00800444290</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 22.55 EXPIRES 05/11/20 USD Call/MXN Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 22.55 EXPIRES 05/11/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="981107"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>22.55000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-11</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>52890.45000000</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>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.5553 EXPIRES 12/10/19 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1008240"/>
        </identifiers>
        <balance>6147000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>48954.71000000</valUSD>
        <pctVal>0.005404012792</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.5553 EXPIRES 12/10/19 USD Call/MXN Put</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.5553 EXPIRES 12/10/19 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1008240"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>20.55530000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-12-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-4782.36000000</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>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 21.3641 EXPIRES 03/10/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1008244"/>
        </identifiers>
        <balance>23052000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>276900.62000000</valUSD>
        <pctVal>0.030566507137</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 21.3641 EXPIRES 03/10/20 USD Call/MXN Put</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 21.3641 EXPIRES 03/10/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1008244"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>21.36410000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-39395.87000000</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>USD_EUR_20191029</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4514422095664"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17634.13000000</valUSD>
        <pctVal>0.001946596437</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>GOLDMAN SACHS BANK USA HOLDINGS LLC</counterpartyName>
              <counterpartyLei>KD3XUN7C6T14HNAYLU02</counterpartyLei>
            </counterparties>
            <amtCurSold>451231.33000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>510613.37000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-29</settlementDt>
            <unrealizedAppr>17634.13000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 6.125% 05/15/2028</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 6.125% 05/15/2028</title>
        <cusip>Y39814HQ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="617528"/>
        </identifiers>
        <balance>3157000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14165.00000000"/>
        <valUSD>206611.76000000</valUSD>
        <pctVal>0.022807460079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SEK_USD_20191126</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4671722523791"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-209629.65000000</valUSD>
        <pctVal>-0.02314059893</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>10110092.60000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>97113000.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2019-11-26</settlementDt>
            <unrealizedAppr>-209629.65000000</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>USD_EUR_20191031</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4516222099660"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>331921.12000000</valUSD>
        <pctVal>0.036640110388</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>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>8723695.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>9864143.65000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-31</settlementDt>
            <unrealizedAppr>331921.12000000</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>JPMORGAN CHASE &amp; CO STRIKE 19.364 EXPIRES 12/19/19 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="985343"/>
        </identifiers>
        <balance>-2670000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-14695.68000000</valUSD>
        <pctVal>-0.00162222680</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>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>JPMORGAN CHASE &amp; CO STRIKE 19.364 EXPIRES 12/19/19 USD Put/MXN Call</issuerName>
                <issueTitle>JPMORGAN CHASE &amp; CO STRIKE 19.364 EXPIRES 12/19/19 USD Put/MXN Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="985343"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.36400000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-12-19</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>40028.11000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Note/Bond 1.5% 08/31/2021</name>
        <lei>N/A</lei>
        <title>United States Treasury Note/Bond 1.5% 08/31/2021</title>
        <cusip>912828YC8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1006166"/>
        </identifiers>
        <balance>2143000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2136847.25000000</valUSD>
        <pctVal>0.235882305783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARGENTINA BONAR BONDS FRN 04/03/2022</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>ARGENTINA BONAR BONDS FRN 04/03/2022</title>
        <cusip>P8S090MS2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="663409"/>
        </identifiers>
        <balance>20588000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="62.78200000"/>
        <valUSD>152155.98000000</valUSD>
        <pctVal>0.016796195142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>54.83684000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARGENTINE BONOS DEL TESORO 15.50% 10/17/2026</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>ARGENTINE BONOS DEL TESORO 15.50% 10/17/2026</title>
        <cusip>P8S090LU8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="648398"/>
        </identifiers>
        <balance>512895000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ARS" exchangeRt="62.78200000"/>
        <valUSD>2719407.14000000</valUSD>
        <pctVal>0.300189930069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>15.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TITULOS DE TESORERIA B 7.00% 05/04/2022</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>TITULOS DE TESORERIA B 7.00% 05/04/2022</title>
        <cusip>P6S34QCM2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="627611"/>
        </identifiers>
        <balance>3111000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="3459.80000000"/>
        <valUSD>941712.14000000</valUSD>
        <pctVal>0.103953724800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.7686 EXPIRES 12/10/19 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1008245"/>
        </identifiers>
        <balance>6147000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>37625.79000000</valUSD>
        <pctVal>0.004153435909</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.7686 EXPIRES 12/10/19 USD Call/MXN Put</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 20.7686 EXPIRES 12/10/19 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1008245"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>20.76860000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2019-12-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-2335.86000000</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>USD_INR_20191003</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4613122326523"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>55762.88000000</valUSD>
        <pctVal>0.006155553098</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>309946000.00000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>4441441.57000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-03</settlementDt>
            <unrealizedAppr>55762.88000000</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>USD_KRW_20191017</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4489922035060"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>28290.91000000</valUSD>
        <pctVal>0.003122977126</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>616384000.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>542591.55000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-17</settlementDt>
            <unrealizedAppr>28290.91000000</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>HSBC BANK PLC STRIKE 0.7665 EXPIRES 05/04/20 AUD Call/USD Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980078"/>
        </identifiers>
        <balance>6086000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>2879.53000000</valUSD>
        <pctVal>0.000317865573</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>HSBC BANK PLC</counterpartyName>
              <counterpartyLei>MP6I5ZYZBEU3UXPYFY54</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>HSBC BANK PLC STRIKE 0.7665 EXPIRES 05/04/20 AUD Call/USD Put</issuerName>
                <issueTitle>HSBC BANK PLC STRIKE 0.7665 EXPIRES 05/04/20 AUD Call/USD Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980078"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>2.00000000</shareNo>
            <exercisePrice>0.76650000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-04</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-27452.57000000</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>CITIGROUP INC IRS PAY FIXED 2.3782% 11/18/46 USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="653438"/>
        </identifiers>
        <balance>-56100000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8681665.98000000</valUSD>
        <pctVal>-0.95835179112</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US0003M" floatingRtSpread="0.00000000" pmntAmt="56100000.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="56100000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.37820000"/>
            <terminationDt>2046-11-18</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-56100000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-8681937.35000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_AUD_20191115</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4550122154967"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>137457.20000000</valUSD>
        <pctVal>0.015173626136</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>5614733.44000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>3933120.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-15</settlementDt>
            <unrealizedAppr>137457.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GHANA GOVT 24.75% 07/19/2021</name>
        <lei>213800PP4399SNNXZ126</lei>
        <title>GHANA GOVT 24.75% 07/19/2021</title>
        <cusip>V3R60FBU7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="641155"/>
        </identifiers>
        <balance>360000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GHS" exchangeRt="5.39750000"/>
        <valUSD>71742.01000000</valUSD>
        <pctVal>0.007919457387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>24.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_AUD_20200824</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4670522520416"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-75242.56000000</valUSD>
        <pctVal>-0.00830587611</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>10420500.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>742095907.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-08-24</settlementDt>
            <unrealizedAppr>-75242.56000000</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>USD_EUR_20191205</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4580322225196"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>53293.48000000</valUSD>
        <pctVal>0.005882960958</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>STANDARD CHARTERED BANK</counterpartyName>
              <counterpartyLei>RILFO74KP1CM8P6PCT96</counterpartyLei>
            </counterparties>
            <amtCurSold>1325805.75000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1505558.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-05</settlementDt>
            <unrealizedAppr>53293.48000000</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>CITIBANK NA STRIKE 74.475 EXPIRES 05/06/20 AUD Put/JPY Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="980475"/>
        </identifiers>
        <balance>14296000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>438377.25000000</valUSD>
        <pctVal>0.048391590242</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>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 74.475 EXPIRES 05/06/20 AUD Put/JPY Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 74.475 EXPIRES 05/06/20 AUD Put/JPY Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="980475"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>4.00000000</shareNo>
            <exercisePrice>74.47500000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-05-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>111278.64000000</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 77.28 EXPIRES 02/12/20 AUD Call/JPY Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981315"/>
        </identifiers>
        <balance>-2898000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.47819660"/>
        <valUSD>-5197.11000000</valUSD>
        <pctVal>-0.00057369860</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>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 77.28 EXPIRES 02/12/20 AUD Call/JPY Put</issuerName>
                <issueTitle>CITIBANK NA STRIKE 77.28 EXPIRES 02/12/20 AUD Call/JPY Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="981315"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>77.28000000</exercisePrice>
            <exercisePriceCurCd>AUD</exercisePriceCurCd>
            <expDt>2020-02-12</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>42336.24000000</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>USD_INR_20191106</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4687422558203"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-204018.85000000</valUSD>
        <pctVal>-0.02252123391</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>602804357.21000000</amtCurSold>
            <curSold>INR</curSold>
            <amtCurPur>8288818.94000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-06</settlementDt>
            <unrealizedAppr>-204018.85000000</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_20191021</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4604522288791"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-42091.60000000</valUSD>
        <pctVal>-0.00464640776</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>7662748.61000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>822634530.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2019-10-21</settlementDt>
            <unrealizedAppr>-42091.60000000</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>USD_AUD_20191011</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4490222035383"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>268395.04000000</valUSD>
        <pctVal>0.029627593126</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>6321500.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>4536877.34000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-11</settlementDt>
            <unrealizedAppr>268395.04000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 18.9245 EXPIRES 03/10/20 USD Put/MXN Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1009022"/>
        </identifiers>
        <balance>3074000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>15041.08000000</valUSD>
        <pctVal>0.001660354820</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Currency" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 18.9245 EXPIRES 03/10/20 USD Put/MXN Call *OTC*</issuerName>
                <issueTitle>MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 18.9245 EXPIRES 03/10/20 USD Put/MXN Call *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1009022"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>18.92450000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-10</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-9366.48000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_EUR_20200824</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4668922516214"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>11352.80000000</valUSD>
        <pctVal>0.001253212947</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>7079963.19000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>836619426.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-08-24</settlementDt>
            <unrealizedAppr>11352.80000000</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>NOK_USD_20191119</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4658922492176"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-67555.09000000</valUSD>
        <pctVal>-0.00745727164</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>6567124.37000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>59090000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2019-11-19</settlementDt>
            <unrealizedAppr>-67555.09000000</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>CITIBANK NA STRIKE 102.84 EXPIRES 03/20/20 USD Put/JPY Call *OTC*</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1011692"/>
        </identifiers>
        <balance>-37341000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-283455.53000000</valUSD>
        <pctVal>-0.03129009057</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>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 102.84 EXPIRES 03/20/20 USD Put/JPY Call *OTC*</issuerName>
                <issueTitle>CITIBANK NA STRIKE 102.84 EXPIRES 03/20/20 USD Put/JPY Call *OTC*</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1011692"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>102.84000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-20</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>16542.06000000</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>USD_EUR_20191204</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4578122219868"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>270015.75000000</valUSD>
        <pctVal>0.029806500070</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>BANK OF AMERICA NA</counterpartyName>
              <counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei>
            </counterparties>
            <amtCurSold>7200930.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>8157033.48000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-12-04</settlementDt>
            <unrealizedAppr>270015.75000000</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>CITIBANK NA STRIKE 19.55 EXPIRES 05/11/20 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="981111"/>
        </identifiers>
        <balance>-7053000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-103756.68000000</valUSD>
        <pctVal>-0.01145349295</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>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CITIBANK NA STRIKE 19.55 EXPIRES 05/11/20 USD Put/MXN Call</issuerName>
                <issueTitle>CITIBANK NA STRIKE 19.55 EXPIRES 05/11/20 USD Put/MXN Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="981111"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.55000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-11</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>67737.02000000</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>JPMORGAN CHASE &amp; CO STRIKE 20.9283 EXPIRES 05/13/20 USD Call/MXN Put</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="982100"/>
        </identifiers>
        <balance>8118000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>205287.98000000</valUSD>
        <pctVal>0.022661330645</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>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>JPMORGAN CHASE &amp; CO STRIKE 20.9283 EXPIRES 05/13/20 USD Call/MXN Put</issuerName>
                <issueTitle>JPMORGAN CHASE &amp; CO STRIKE 20.9283 EXPIRES 05/13/20 USD Call/MXN Put</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="982100"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>20.92830000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-05-13</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-79988.69000000</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>USD_EUR_20191122</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4666922511555"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>263934.21000000</valUSD>
        <pctVal>0.029135171000</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>12683778.91000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>14143174.51000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-11-22</settlementDt>
            <unrealizedAppr>263934.21000000</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>JPMORGAN CHASE &amp; CO STRIKE 19.4535 EXPIRES 03/05/20 USD Put/MXN Call</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1007021"/>
        </identifiers>
        <balance>-8022000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-84720.34000000</valUSD>
        <pctVal>-0.00935210934</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>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>JPMORGAN CHASE &amp; CO STRIKE 19.4535 EXPIRES 03/05/20 USD Put/MXN Call</issuerName>
                <issueTitle>JPMORGAN CHASE &amp; CO STRIKE 19.4535 EXPIRES 03/05/20 USD Put/MXN Call</issueTitle>
                <identifiers>
                  <other otherDesc="Internal Sec ID" value="1007021"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1.00000000</shareNo>
            <exercisePrice>19.45350000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-03-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>23801.28000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bill 12/12/2019 TBLM</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill 12/12/2019 TBLM</title>
        <cusip>912796SW0</cusip>
        <identifiers>
          <ticker value="B"/>
          <other otherDesc="Internal Identifier" value="987957"/>
        </identifiers>
        <balance>18440000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18374491.90000000</valUSD>
        <pctVal>2.028323511177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20191024</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4502922072789"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>69170.35000000</valUSD>
        <pctVal>0.007635576969</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>UBS AG</counterpartyName>
              <counterpartyLei>BFM8T61CT2L1QCEMIK50</counterpartyLei>
            </counterparties>
            <amtCurSold>1228000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>1410229.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2019-10-24</settlementDt>
            <unrealizedAppr>69170.35000000</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>SEK_EUR_20200615</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4705722584939"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16754.16000000</valUSD>
        <pctVal>-0.00184945830</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>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <amtCurSold>2364645.48000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>25286100.00000000</amtCurPur>
            <curPur>SEK</curPur>
            <settlementDt>2020-06-15</settlementDt>
            <unrealizedAppr>-16754.16000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INDONESIA GOVERNMENT 10.25% 07/15/2027</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 10.25% 07/15/2027</title>
        <cusip>Y39814DX6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="379614"/>
        </identifiers>
        <balance>3595000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="IDR" exchangeRt="14165.00000000"/>
        <valUSD>296818.66000000</valUSD>
        <pctVal>0.032765219844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.25000000</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>2019-10-30</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>
  <documents>XXXX</documents>
</edgarSubmission>
</XML>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>TGIF_146.htm
<TEXT>
<HTML>
<HEAD>
<!--Document created using ArcReporting-->
<!--Copyright 2019 DFIN-->
</HEAD>
<BODY bgcolor="white">
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:uppercase;">Templeton Global Income Fund<BR>
</DIV>
</DIV>
<DIV
style="margin-top:55pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:13pt;font-style:Normal;font-weight:Normal;line-height:16pt;text-align:left;text-decoration:none;text-transform:none;">Statement of Investments, September 30, 2019
(unaudited)<BR>
</DIV>
</DIV>
<DIV
style="width:100%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.80%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:0.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:1.5pt;text-align:left;vertical-align:top;width:58.06%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;line-height:0pt;padding-bottom:4pt;padding-right:5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:5pt;padding-right:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">Principal<BR>
Amount*<FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:3pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:3pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Foreign Government and Agency Securities 51.7%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Argentina 1.3%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Argentina Treasury Bill,
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">Strip, 3/30/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;222,316,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">ARS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;$<FONT
style="padding-left:8.89pt;"></FONT>3,004,927
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">Strip, 4/28/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;98,792,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">ARS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;1,335,332
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">Strip, 5/28/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;312,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">ARS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;2,679
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">Strip, 7/29/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;68,265,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">ARS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;645,890
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">Strip, 10/29/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;13,797,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">ARS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;104,213
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Argentine Bonos del Tesoro,
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">18.20%, 10/03/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;252,627,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">ARS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;1,218,096
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">16.00%, 10/17/23</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;283,431,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">ARS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;1,507,970
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior note, 15.50%, 10/17/26</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;512,895,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">ARS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;2,719,407
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Government of Argentina,
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">a</SUP> FRN, 67.42%, (ARPP7DRR), 6/21/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;3,380,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">ARS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;25,373
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">a</SUP> FRN, 55.469%, (ARS Badlar + 2.00%), 4/03/22</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;20,588,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">ARS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;152,156
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">b</SUP> Index Linked, 4.00%, 3/06/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;1,274,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">ARS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;13,669
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior note, 4.50%, 2/13/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;2,821,000
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;924,498
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:58.06%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:13.89pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">11,654,210
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Brazil 12.9%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Letra Tesouro Nacional,
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">Strip, 7/01/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;75,890<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">c</SUP>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">BRL
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;17,630,665
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">Strip, 4/01/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;2,770<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">c</SUP>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">BRL
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;618,632
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">Strip, 7/01/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;75,960<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">c</SUP>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">BRL
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;16,713,004
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Nota do Tesouro Nacional,
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">10.00%, 1/01/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;73,235<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">c</SUP>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">BRL
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;18,636,246
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">10.00%, 1/01/23</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;6,218<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">c</SUP>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">BRL
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;1,663,796
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">10.00%, 1/01/25</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;75,193<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">c</SUP>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">BRL
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;20,730,910
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">10.00%, 1/01/27</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;145,600<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">c</SUP>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">BRL
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;41,083,436
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:58.06%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:9.45pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">117,076,689
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Colombia 1.5%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Government of Colombia,
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, 7.75%, 4/14/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;983,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">COP
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;294,245
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, 4.375%, 3/21/23</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;149,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">COP
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;42,056
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, 9.85%, 6/28/27</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;237,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">COP
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;86,625
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Titulos de Tesoreria,
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">B, 7.75%, 9/18/30</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8199;&#8199;1,645,700,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">COP
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;538,565
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, B, 11.00%, 7/24/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8199;&#8199;1,144,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">COP
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;345,984
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, B, 7.00%, 5/04/22</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8199;&#8199;3,111,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">COP
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;941,712
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, B, 10.00%, 7/24/24</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8199;12,183,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">COP
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;4,221,234
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, B, 7.50%, 8/26/26</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8199;&#8199;9,469,300,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">COP
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;3,023,754
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, B, 6.00%, 4/28/28</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8199;13,320,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">COP
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;3,875,258
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:58.06%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:13.89pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">13,369,433
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Ghana 1.4%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Government of Ghana,
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">24.75%, 3/01/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;220,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">GHS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;43,611
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">16.25%, 5/17/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;2,040,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">GHS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;363,326
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">24.50%, 6/21/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;50,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">GHS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;9,938
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:23pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">Quarterly Statement of
Investments&nbsp;&nbsp;|&nbsp;&nbsp;See Notes to Statement of Investments.&nbsp;&nbsp;|&nbsp;&nbsp;0</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:left;text-decoration:none;text-transform:uppercase;">Templeton Global Income Fund<BR>
Statement of Investments (unaudited)</DIV>
</DIV>
<DIV
style="margin-top:40pt;width:100%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.80%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:0.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:1.5pt;text-align:left;vertical-align:top;width:58.06%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;line-height:0pt;padding-bottom:4pt;padding-right:5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:5pt;padding-right:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">Principal<BR>
Amount*<FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:3pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:3pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Foreign Government and Agency Securities <FONT
style="font-size:8pt;font-weight:Normal;line-height:11pt;">(continued)</FONT>
</TD><TD
style="line-height:10pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Ghana <FONT
style="font-weight:Normal;">(continued)</FONT>
</TD><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Government of Ghana, (continued)
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">24.75%, 7/19/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;360,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">GHS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;$<FONT
style="padding-left:20.01pt;"></FONT>71,742
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">18.75%, 1/24/22</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;8,520,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">GHS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;1,554,779
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">17.60%, 11/28/22</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;100,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">GHS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;17,728
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">19.75%, 3/25/24</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;8,520,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">GHS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;1,574,416
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">19.00%, 11/02/26</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;25,560,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">GHS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;4,524,957
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, 19.75%, 3/15/32</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;25,560,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">GHS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;4,597,414
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior note, 21.50%, 3/09/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;370,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">GHS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;69,045
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior note, 18.50%, 6/01/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;140,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">GHS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;25,869
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior note, 18.25%, 9/21/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;140,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">GHS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;25,865
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior note, 16.50%, 3/22/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;490,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">GHS
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;88,178
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:58.06%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:13.89pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">12,966,868
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">India 9.1%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Government of India,
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, 8.20%, 2/15/22</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;282,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">INR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;4,186,350
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, 8.35%, 5/14/22</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;68,200,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">INR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;1,017,425
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, 8.08%, 8/02/22</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;549,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">INR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;8,176,910
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, 8.13%, 9/21/22</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;15,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">INR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;224,050
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, 9.15%, 11/14/24</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;387,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">INR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;6,081,671
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior note, 8.27%, 6/09/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;476,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">INR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;6,855,154
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior note, 7.80%, 4/11/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;697,700,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">INR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;10,145,612
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior note, 8.79%, 11/08/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;225,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">INR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;3,357,562
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior note, 8.15%, 6/11/22</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;540,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">INR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;8,032,008
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior note, 6.84%, 12/19/22</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;111,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">INR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;1,603,431
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior note, 7.16%, 5/20/23</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;42,900,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">INR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;623,105
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior note, 8.83%, 11/25/23</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;966,400,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">INR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;14,875,269
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior note, 7.68%, 12/15/23</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;730,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">INR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;10,829,151
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior note, 6.79%, 5/15/27</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;492,800,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">INR
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;6,982,630
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:58.06%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:13.89pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">82,990,328
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Indonesia 8.3%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Government of Indonesia,
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, FR31, 11.00%, 11/15/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">145,557,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">IDR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;10,816,035
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, FR34, 12.80%, 6/15/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8199;64,492,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">IDR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;5,027,151
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, FR35, 12.90%, 6/15/22</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8199;42,438,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">IDR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;3,463,501
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, FR39, 11.75%, 8/15/23</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8199;&#8199;2,703,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">IDR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;223,371
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, FR42, 10.25%, 7/15/27</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8199;&#8199;3,595,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">IDR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;296,819
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, FR43, 10.25%, 7/15/22</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8199;&#8199;4,826,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">IDR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;372,838
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, FR44, 10.00%, 9/15/24</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8199;&#8199;1,618,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">IDR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;129,098
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, FR46, 9.50%, 7/15/23</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8199;11,430,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">IDR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;882,030
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, FR47, 10.00%, 2/15/28</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8199;&#8199;1,052,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">IDR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;86,369
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, FR52, 10.50%, 8/15/30</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8199;&#8199;3,390,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">IDR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;291,666
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, FR53, 8.25%, 7/15/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">144,200,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">IDR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;10,493,232
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, FR56, 8.375%, 9/15/26</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">292,968,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">IDR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;22,170,207
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, FR61, 7.00%, 5/15/22</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8199;18,449,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">IDR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;1,320,282
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, FR63, 5.625%, 5/15/23</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8199;16,137,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">IDR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;&#8199;1,106,229
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, FR64, 6.125%, 5/15/28</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8199;&#8199;3,157,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">IDR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;206,612
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">senior bond, FR70, 8.375%, 3/15/24</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">149,967,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">IDR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8199;11,222,960
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:25pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;|&nbsp;&nbsp;1</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:uppercase;">Templeton Global Income Fund</DIV>
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:uppercase;">Statement of Investments
(unaudited)</DIV>
</DIV>
<DIV
style="margin-top:40pt;width:100%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:0.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:1.5pt;text-align:left;vertical-align:top;width:57.95%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;line-height:0pt;padding-bottom:4pt;padding-right:5pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;line-height:0pt;padding-bottom:4pt;padding-right:2pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:2pt;padding-right:5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">Principal<BR>
Amount*<FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:3pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:3pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">Foreign Government and Agency Securities <FONT
style="font-size:8pt;font-weight:Normal;line-height:11pt;">(continued)</FONT>
</TD><TD
style="line-height:10pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:3pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">Indonesia <FONT
style="font-weight:Normal;">(continued)</FONT>
</TD><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">Government of Indonesia, (continued)
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">senior bond, FR71, 9.00%, 3/15/29</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8199;45,298,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">IDR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;&#8199;$<FONT
style="padding-left:8.89pt;"></FONT>3,527,469
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">senior bond, FR73, 8.75%, 5/15/31</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8199;41,805,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">IDR
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;&#8199;3,219,972
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:57.95%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:13.89pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">74,855,841
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">Mexico 13.3%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">Government of Mexico,
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">senior bond, M, 6.50%, 6/10/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8201;&#8199;&#8199;&#8199;&#8199;18,789,460<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">d</SUP>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">MXN
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;94,980,389
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">senior bond, M, 6.50%, 6/09/22</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;2,067,400<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">d</SUP>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">MXN
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;10,430,503
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">senior bond, M, 8.00%, 12/07/23</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;16,500<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">d</SUP>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">MXN
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.69%;">&#8201;&#8199;&#8199;&#8199;&#8199;87,590
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">senior note, M, 7.25%, 12/09/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;2,763,800<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">d</SUP>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">MXN
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;14,170,049
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:top;width:1.29%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">e</SUP>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">Mexican Udibonos, Index Linked, 2.50%, 12/10/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:33.12pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.80%;">115,007<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">f</SUP>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">MXN
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">578,296
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:57.95%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:9.45pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">120,246,827
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">South Korea 2.8%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">Korea Monetary Stabilization Bond,
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">senior note, 2.06%, 12/02/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8199;20,034,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">KRW
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;16,728,480
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">senior note, 1.18%, 8/02/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8199;&#8199;2,322,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">KRW
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;&#8199;1,931,137
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">Korea Treasury Bond,
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">senior note, 1.375%, 9/10/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8199;&#8199;3,483,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">KRW
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;&#8199;2,906,689
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">senior note, 2.00%, 12/10/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8199;&#8199;4,254,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">KRW
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;&#8199;3,599,072
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:57.95%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:13.89pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">25,165,378
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:top;width:1.29%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">g</SUP>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">Supranational 1.1%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">Inter-American Development Bank, senior bond, 7.50%, 12/05/24</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:17.56pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.80%;">185,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">MXN
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:18.34pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">9,640,557
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">Total Foreign Government and Agency Securities</DIV><BR>
<DIV
style="float:left;">(Cost $547,853,296)</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:9.45pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">467,966,131
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:2.25pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.25pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">U.S. Government and Agency Securities 0.5%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:2.25pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.25pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:2.25pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">United States 0.5%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">U.S. Treasury Note,
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">1.50%, 8/31/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;2,143,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;&#8199;2,136,847
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">1.50%, 9/30/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-top:0.5pt;" noshade="noshade">
</TD><TD
style="line-height:0pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:13.80%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;2,577,000
</TD><TD
style="line-height:0pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;&#8199;2,570,860
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">Total U.S. Government and Agency Securities</DIV><BR>
<DIV
style="float:left;">(Cost $4,705,768)</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:18.34pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">4,707,707
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:4pt;padding-right:0.5pt;padding-top:3.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:4pt;padding-right:1.5pt;padding-top:3.75pt;text-align:left;vertical-align:top;width:57.95%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:1.5pt;padding-right:5pt;padding-top:3.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:8.81%;">Number of<BR>
Contracts
</TD><TD
style="line-height:0pt;padding-bottom:4pt;padding-right:2pt;padding-top:3.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:2pt;padding-right:5pt;padding-top:3.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">Notional<BR>
Amount*<FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="line-height:8pt;padding-bottom:4pt;padding-right:5pt;padding-top:3.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:1pt;padding-bottom:4pt;padding-top:3.75pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:3pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:3pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">Options Purchased 1.0%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:3pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">Calls - Over-the-Counter
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">Currency Options 0.5%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, February Strike Price 82.35 JPY, Expires 2/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:8.81%;">1
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:33.12pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.80%;">869,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:40.57pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">124
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, May Strike Price 84.00 JPY, Expires 5/06/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:8.81%;">1
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:26.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.80%;">3,864,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:33.90pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">1,197
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, May Strike Price 86.63 JPY, Expires 5/06/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:8.81%;">1
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:26.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.80%;">4,250,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:40.57pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">654
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, May Strike Price 85.50 JPY, Expires 5/07/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:8.81%;">1
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:22.01pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.80%;">15,455,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:33.90pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">3,046
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, November Strike Price 84.33 JPY, Expires 11/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:8.81%;">1
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:26.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.80%;">2,898,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:33.90pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">4,313
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">AUD/USD, Counterparty HSBK, April Strike Price $0.77, Expires 4/30/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:8.81%;">1
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:26.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.80%;">4,830,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:33.90pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">1,962
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">AUD/USD, Counterparty HSBK, May Strike Price $0.77, Expires 5/04/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:8.81%;">1
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:26.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.80%;">6,086,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:33.90pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">2,879
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">AUD/USD, Counterparty HSBK, May Strike Price $0.77, Expires 5/07/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:8.81%;">1
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:2.00%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:26.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.80%;">3,864,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:33.90pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">1,494
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:23pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;|&nbsp;&nbsp;2</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:left;text-decoration:none;text-transform:uppercase;">Templeton Global Income Fund<BR>
Statement of Investments (unaudited)</DIV>
</DIV>
<DIV
style="margin-top:40pt;width:100%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.80%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:0.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:1.5pt;text-align:left;vertical-align:top;width:58.06%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:1.5pt;padding-right:5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:10.83%;">Number of<BR>
Contracts
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:5pt;padding-right:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">Notional<BR>
Amount*<FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:3pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:3pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Options Purchased <FONT
style="font-size:8pt;font-weight:Normal;line-height:11pt;">(continued)</FONT>
</TD><TD
style="line-height:10pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Calls - Over-the-Counter<FONT
style="font-weight:Normal;"> (continued)</FONT>
</TD><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Currency Options <FONT
style="font-weight:Normal;">(continued)</FONT>
</TD><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/JPY, Counterparty CITI, March Strike Price 111.15 JPY, Expires 3/20/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;18,670,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;$<FONT
style="padding-left:20.01pt;"></FONT>61,219
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/JPY, Counterparty CITI, March Strike Price 111.40 JPY, Expires 3/30/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;21,782,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;68,265
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/JPY, Counterparty CITI, September Strike Price 112.24 JPY, Expires 9/22/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;24,116,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;120,966
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, December Strike Price 20.50 MXN, Expires 12/05/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;5,844,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;45,718
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, December Strike Price 18.83 MXN, Expires 12/09/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;3,688,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;211,669
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, December Strike Price 21.70 MXN, Expires 12/09/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">3,688,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:33.90pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">7,693
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, March Strike Price 20.78 MXN, Expires 3/09/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">6,147,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">112,066
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, May Strike Price 20.50 MXN, Expires 5/11/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">21,158,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">682,980
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, May Strike Price 20.92 MXN, Expires 5/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">12,594,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">318,338
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, May Strike Price 20.87 MXN, Expires 5/14/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">14,206,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">375,536
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, May Strike Price 20.58 MXN, Expires 5/15/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">4,433,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">139,759
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, September Strike Price 21.94 MXN, Expires 9/03/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">15,368,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">395,680
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, September Strike Price 21.70 MXN, Expires 9/08/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">15,352,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">445,546
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty GSCO, March Strike Price 21.20 MXN, Expires 3/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">14,800,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">204,595
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty JPHQ, November Strike Price 20.11 MXN, Expires 11/14/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">7,103,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">63,082
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty JPHQ, November Strike Price 20.11 MXN, Expires 11/14/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">7,103,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">63,082
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty JPHQ, November Strike Price 22.35 MXN, Expires 11/14/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">7,103,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:33.90pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">2,486
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty JPHQ, December Strike Price 20.14 MXN, Expires 12/19/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">2,670,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">40,832
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty JPHQ, March Strike Price 20.89 MXN, Expires 3/05/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">5,348,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">86,942
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty JPHQ, May Strike Price 20.93 MXN, Expires 5/13/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">8,118,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">205,288
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, December Strike Price 20.56 MXN, Expires 12/10/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">6,147,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">48,955
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, December Strike Price 20.77 MXN, Expires 12/10/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">6,147,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">37,626
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, March Strike Price 21.58 MXN, Expires 3/05/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">12,294,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">121,637
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, March Strike Price 24.81 MXN, Expires 3/05/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">6,147,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:33.90pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">9,528
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, March Strike Price 21.36 MXN, Expires 3/10/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">23,052,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">276,901
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, March Strike Price 20.90 MXN, Expires 3/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">4,000,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">68,976
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, June Strike Price 21.45 MXN, Expires 6/15/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">4,000,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">89,832
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, September Strike Price 22.33 MXN, Expires 9/04/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">12,294,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">270,726
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, September Strike Price 25.97 MXN, Expires 9/04/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">12,294,000
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">75,682
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:58.06%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:18.34pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">4,667,274
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Puts - Over-the-Counter
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Currency Options 0.5%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, May Strike Price 69.54 JPY, Expires 5/06/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">3,091,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">34,705
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, May Strike Price 70.65 JPY, Expires 5/06/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">1,932,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">27,316
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, May Strike Price 74.48 JPY, Expires 5/06/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">14,296,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">438,377
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:23pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;|&nbsp;&nbsp;3</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:uppercase;">Templeton Global Income Fund</DIV>
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:uppercase;">Statement of Investments
(unaudited)</DIV>
</DIV>
<DIV
style="margin-top:40pt;width:100%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.80%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:0.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:1.5pt;text-align:left;vertical-align:top;width:58.06%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:1.5pt;padding-right:5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:10.83%;">Number of<BR>
Contracts
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:5pt;padding-right:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">Notional<BR>
Amount*<FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:3pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:3pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Options Purchased <FONT
style="font-size:8pt;font-weight:Normal;line-height:11pt;">(continued)</FONT>
</TD><TD
style="line-height:10pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Puts - Over-the-Counter<FONT
style="font-weight:Normal;"> (continued)</FONT>
</TD><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Currency Options <FONT
style="font-weight:Normal;">(continued)</FONT>
</TD><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, May Strike Price 75.05 JPY, Expires 5/06/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;5,796,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;$<FONT
style="padding-left:15.56pt;"></FONT>198,053
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, May Strike Price 65.55 JPY, Expires 5/07/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;7,728,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;38,682
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, May Strike Price 73.25 JPY, Expires 5/07/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;7,728,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;186,692
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, November Strike Price 66.78 JPY, Expires 11/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;1,449,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;19,352
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, November Strike Price 69.18 JPY, Expires 11/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;869,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;16,498
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, November Strike Price 72.78 JPY, Expires 11/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">3,622,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">117,021
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, November Strike Price 74.00 JPY, Expires 11/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">2,608,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">100,443
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/USD, Counterparty HSBK, April Strike Price $0.66, Expires 4/30/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">12,880,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">103,121
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/USD, Counterparty HSBK, April Strike Price $0.68, Expires 4/30/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">6,440,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">103,816
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/USD, Counterparty HSBK, May Strike Price $0.65, Expires 5/04/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">16,228,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">65,248
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/USD, Counterparty HSBK, May Strike Price $0.68, Expires 5/04/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">8,050,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">116,393
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/USD, Counterparty HSBK, May Strike Price $0.66, Expires 5/05/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">6,440,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">66,674
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/USD, Counterparty HSBK, May Strike Price $0.65, Expires 5/07/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">7,728,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">55,879
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/USD, Counterparty HSBK, May Strike Price $0.68, Expires 5/07/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">3,864,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">58,104
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/JPY, Counterparty CITI, March Strike Price 100.11 JPY, Expires 3/20/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">18,670,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">79,534
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/JPY, Counterparty CITI, March Strike Price 105.29 JPY, Expires 3/20/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">37,341,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">484,387
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/JPY, Counterparty CITI, March Strike Price 104.61 JPY, Expires 3/30/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">43,564,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">514,796
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/JPY, Counterparty CITI, September Strike Price 104.48 JPY, Expires 9/22/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">48,232,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:18.34pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">1,085,509
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, March Strike Price 18.35 MXN, Expires 3/06/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">6,550,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">11,856
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, March Strike Price 18.68 MXN, Expires 3/09/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">4,610,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">15,038
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, May Strike Price 18.31 MXN, Expires 5/14/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">3,552,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">11,015
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, September Strike Price 19.11 MXN, Expires 9/03/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">7,684,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">91,447
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty GSCO, March Strike Price 18.57 MXN, Expires 3/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">2,460,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:33.90pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">6,745
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty JPHQ, March Strike Price 18.74 MXN, Expires 3/05/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">4,011,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">13,910
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, December Strike Price 18.96 MXN, Expires 12/03/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">21,391,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">32,771
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, December Strike Price 20.31 MXN, Expires 12/03/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">10,696,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">300,451
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, December Strike Price 18.68 MXN, Expires 12/10/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">6,147,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:33.90pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">5,256
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, December Strike Price 18.91 MXN, Expires 12/10/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">6,147,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:33.90pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">9,761
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, March Strike Price 18.92 MXN, Expires 3/10/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">3,074,000
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">15,041
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:58.06%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:18.34pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">4,423,891
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">Total Options Purchased</DIV><BR>
<DIV
style="float:left;">(Cost $10,629,956)</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-top:0.5pt;" noshade="noshade">
</TD><TD
style="line-height:0pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:18.34pt;padding-top:2.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">9,091,165
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">Total Investments before Short Term Investments</DIV><BR>
<DIV
style="float:left;">(Cost $563,189,020)</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-top:0.5pt;" noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:9.45pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">481,765,003
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:106pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;|&nbsp;&nbsp;4</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:left;text-decoration:none;text-transform:uppercase;">Templeton Global Income Fund<BR>
Statement of Investments (unaudited)</DIV>
</DIV>
<DIV
style="margin-top:40pt;width:100%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:0.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:1.5pt;text-align:left;vertical-align:top;width:57.95%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;line-height:0pt;padding-bottom:4pt;padding-right:5pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:5pt;padding-right:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">Principal<BR>
Amount*<FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:3pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:3pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">Short Term Investments 41.7%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">Foreign Government and Agency Securities 6.5%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">Brazil 0.2%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">Letra Tesouro Nacional, Strip, 1/01/20 - 4/01/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;7,460<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">c</SUP>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">BRL
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;&#8199;$<FONT
style="padding-left:8.89pt;"></FONT>1,757,049
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">Japan 4.7%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:top;width:1.29%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">h</SUP>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">Japan Treasury Discount Bill,
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:57.95%;"><DIV
style="float:left;">10/07/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8199;&#8199;1,535,400,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;14,201,970
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:57.95%;"><DIV
style="float:left;">10/15/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8199;&#8199;1,819,600,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;16,831,237
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:57.95%;"><DIV
style="float:left;">12/10/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8199;&#8199;1,287,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">JPY
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;11,907,741
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:57.95%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:13.89pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">42,940,948
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">South Korea 1.6%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">Korea Monetary Stabilization Bond, senior note, 1.85%, 10/02/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:9.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.80%;">17,190,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.46%;">KRW
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:13.89pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">14,335,608
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">Total Foreign Government and Agency Securities</DIV><BR>
<DIV
style="float:left;">(Cost $59,970,761)</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:13.89pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">59,033,605
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">U.S. Government and Agency Securities 10.2%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">United States 10.2%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:top;width:1.29%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">h</SUP>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">U.S. Treasury Bill,
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:57.95%;"><DIV
style="float:left;">10/24/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8201;&#8199;&#8199;&#8199;&#8199;16,300,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;16,281,437
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:57.95%;"><DIV
style="float:left;">11/07/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8201;&#8199;&#8199;&#8199;&#8199;13,600,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;13,576,052
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:57.95%;"><DIV
style="float:left;">11/29/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8201;&#8199;&#8199;&#8199;&#8199;10,148,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;10,118,105
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:57.95%;"><DIV
style="float:left;">12/05/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;9,675,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;&#8199;9,643,971
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:57.95%;"><DIV
style="float:left;">12/12/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8201;&#8199;&#8199;&#8199;&#8199;18,440,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;18,374,492
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">10/29/19 - 1/30/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.80%;">&#8201;&#8199;&#8199;&#8199;&#8199;21,682,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.69%;">&#8199;21,605,989
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">U.S. Treasury Note, 1.25%, 1/31/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.80%;">3,000,000
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:18.34pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">2,993,555
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">Total U.S. Government and Agency Securities</DIV><BR>
<DIV
style="float:left;">(Cost $92,548,758)</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-top:0.5pt;" noshade="noshade">
</TD><TD
style="line-height:0pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:13.89pt;padding-top:2.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">92,593,601
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">Total Investments before Money Market Funds (Cost $715,708,539)</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:9.45pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">633,392,209
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:4pt;padding-right:0.5pt;padding-top:3.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="line-height:8pt;padding-bottom:4pt;padding-right:1.5pt;padding-top:3.75pt;text-align:left;vertical-align:top;width:57.95%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:4pt;padding-right:5pt;padding-top:3.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:5pt;padding-right:2pt;padding-top:3.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.80%;">Shares
</TD><TD
style="line-height:8pt;padding-bottom:4pt;padding-right:5pt;padding-top:3.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:1pt;padding-bottom:4pt;padding-top:3.75pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="padding-bottom:1.75pt;padding-right:0.5pt;padding-top:3pt;text-align:right;vertical-align:top;width:1.29%;">
</TD><TD
style="padding-bottom:1.75pt;padding-right:1.5pt;padding-top:3pt;text-align:left;vertical-align:top;width:57.95%;">
</TD><TD
style="padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:10.81%;">
</TD><TD
style="padding-bottom:1.75pt;padding-right:2pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:13.80%;">
</TD><TD
style="padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:left;vertical-align:bottom;width:5.46%;">
</TD><TD
style="padding-bottom:1.75pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:11.69%;">
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">Money Market Funds (Cost $226,654,980) 25.0%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;">United States 25.0%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.69%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:top;width:1.29%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">i,j</SUP>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">Institutional Fiduciary Trust Money Market Portfolio, 1.71%</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:20.56pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.80%;">226,654,980
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">226,654,980
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">Total Investments (Cost $942,363,519) 94.9%</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:2.5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">860,047,189
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">Options Written (0.7)%</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.68pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">(6,240,113)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">Other Assets, less Liabilities 5.8%</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-top:0.5pt;" noshade="noshade">
</TD><TD
style="line-height:0pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:13.89pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">52,088,448
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:4pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:4pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:57.95%;"><DIV
style="float:left;">Net Assets 100.0%</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-top:0.5pt;" noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:4pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.81%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:4pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.80%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:4pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.46%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:4pt;padding-left:5pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.69%;">$905,895,524
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:118pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;|&nbsp;&nbsp;5</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:uppercase;">Templeton Global Income Fund</DIV>
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:uppercase;">Statement of Investments
(unaudited)</DIV>
</DIV>
<DIV
style="margin-top:40pt;width:100%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.80%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:0.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:1.5pt;text-align:left;vertical-align:top;width:58.06%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:1.5pt;padding-right:5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:10.83%;">Number of<BR>
Contracts
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:5pt;padding-right:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">Notional<BR>
Amount*<FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:3pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:3pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Options Written (0.7)%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Calls - Over-the-Counter
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Currency Options (0.4)%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, November Strike Price 79.77 JPY, Expires 11/06/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;9,273,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;$<FONT
style="padding-left:31.12pt;"></FONT>(81)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, November Strike Price 80.15 JPY, Expires 11/06/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;3,864,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;(23)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, November Strike Price 80.60 JPY, Expires 11/08/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;7,728,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;(42)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, February Strike Price 77.28 JPY, Expires 2/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;2,898,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;(5,197)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, February Strike Price 78.18 JPY, Expires 2/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;1,739,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;&#8199;(1,930)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, February Strike Price 79.45 JPY, Expires 2/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">2,608,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(1,487)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, February Strike Price 80.32 JPY, Expires 2/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">2,898,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(1,068)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, May Strike Price 78.60 JPY, Expires 5/06/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">6,182,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(13,648)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, May Strike Price 79.10 JPY, Expires 5/06/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">3,864,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(7,010)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/JPY, Counterparty CITI, May Strike Price 77.35 JPY, Expires 5/07/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">15,455,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(56,173)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/USD, Counterparty HSBK, April Strike Price $0.71, Expires 4/30/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">4,830,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(22,683)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/USD, Counterparty HSBK, May Strike Price $0.71, Expires 5/04/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">6,086,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(33,963)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/USD, Counterparty HSBK, November Strike Price $0.71, Expires 11/05/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">3,864,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(39,253)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/USD, Counterparty HSBK, November Strike Price $0.80, Expires 11/05/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">7,728,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(8,680)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/USD, Counterparty HSBK, April Strike Price $0.81, Expires 4/29/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">9,660,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(20,655)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/USD, Counterparty HSBK, May Strike Price $0.80, Expires 5/04/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">12,172,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(30,208)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">AUD/USD, Counterparty HSBK, May Strike Price $0.78, Expires 5/05/21</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">6,440,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:2pt;padding-right:5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.47%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(26,832)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/JPY, Counterparty CITI, March Strike Price 108.91 JPY, Expires 3/20/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">37,341,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:20.56pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(328,713)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/JPY, Counterparty CITI, March Strike Price 109.16 JPY, Expires 3/30/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">43,564,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:20.56pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(361,058)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/JPY, Counterparty CITI, September Strike Price 108.77 JPY, Expires 9/22/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">48,232,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:20.56pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(640,376)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, December Strike Price 19.81 MXN, Expires 12/09/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">7,377,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:20.56pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(149,797)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, March Strike Price 21.82 MXN, Expires 3/06/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">3,821,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(32,330)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, May Strike Price 19.55 MXN, Expires 5/11/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">7,053,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:20.56pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(398,974)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, May Strike Price 22.55 MXN, Expires 5/11/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">7,053,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(72,512)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, May Strike Price 19.82 MXN, Expires 5/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">5,038,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:20.56pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(244,711)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, May Strike Price 23.85 MXN, Expires 5/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">5,038,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(28,460)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, May Strike Price 22.85 MXN, Expires 5/14/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">7,103,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(64,531)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, May Strike Price 22.91 MXN, Expires 5/21/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">1,360,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(12,656)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, September Strike Price 23.00 MXN, Expires 9/03/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">7,684,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:20.56pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(128,922)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, September Strike Price 24.30 MXN, Expires 9/08/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">5,117,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(54,593)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty GSCO, March Strike Price 19.49 MXN, Expires 3/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">4,920,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:20.56pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(237,410)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty GSCO, March Strike Price 22.11 MXN, Expires 3/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">4,920,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(36,625)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty JPHQ, November Strike Price 21.00 MXN, Expires 11/14/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">14,207,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(29,309)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty JPHQ, May Strike Price 23.76 MXN, Expires 5/13/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">4,059,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(24,021)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, December Strike Price 19.81 MXN, Expires 12/10/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">12,294,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:20.56pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(252,224)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, March Strike Price 22.56 MXN, Expires 3/05/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">9,221,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(47,866)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, March Strike Price 20.49 MXN, Expires 3/10/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">7,684,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:20.56pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(175,380)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, March Strike Price 22.87 MXN, Expires 3/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">3,000,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(14,001)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, June Strike Price 24.20 MXN, Expires 6/15/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">2,000,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(12,664)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, September Strike Price 24.56 MXN, Expires 9/04/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">18,441,000
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:20.56pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(176,610)
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:39pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;|&nbsp;&nbsp;6</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:left;text-decoration:none;text-transform:uppercase;">Templeton Global Income Fund<BR>
Statement of Investments (unaudited)</DIV>
</DIV>
<DIV
style="margin-top:40pt;width:100%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:99.80%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:0.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:1.5pt;text-align:left;vertical-align:top;width:58.06%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:1.5pt;padding-right:5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:10.83%;">Number of<BR>
Contracts
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:5pt;padding-right:2pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">Notional<BR>
Amount*<FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:4pt;padding-right:5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:4pt;padding-left:5pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">Value
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:3pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:3pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Options Written <FONT
style="font-size:8pt;font-weight:Normal;line-height:11pt;">(continued)</FONT>
</TD><TD
style="line-height:10pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:3pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Calls - Over-the-Counter<FONT
style="font-weight:Normal;"> (continued)</FONT>
</TD><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Currency Options <FONT
style="font-weight:Normal;">(continued)</FONT>
</TD><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, September Strike Price 25.68 MXN, Expires 9/10/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;1,537,000
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8199;&#8199;&#8199;$<FONT
style="padding-left:13.34pt;"></FONT>(10,664)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:58.06%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:11.67pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(3,803,340)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Puts - Over-the-Counter
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;">Currency Options (0.3)%
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:2pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:11.71%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/JPY, Counterparty CITI, March Strike Price 102.84 JPY, Expires 3/20/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:13.82%;">&#8201;&#8199;&#8199;&#8199;&#8199;37,341,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.71%;">&#8201;&#8201;&#8199;(283,456)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/JPY, Counterparty CITI, March Strike Price 100.13 JPY, Expires 3/30/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">21,782,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:18.34pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(101,983)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/JPY, Counterparty CITI, September Strike Price 100.03 JPY, Expires 9/22/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">24,116,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:18.34pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(280,324)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, March Strike Price 18.96 MXN, Expires 3/06/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">6,141,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:22.79pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(30,607)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, March Strike Price 19.38 MXN, Expires 3/06/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">3,685,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:22.79pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(35,350)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, March Strike Price 19.37 MXN, Expires 3/09/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">9,221,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:22.79pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(88,457)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, May Strike Price 19.55 MXN, Expires 5/11/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">7,053,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:18.34pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(103,757)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, May Strike Price 19.69 MXN, Expires 5/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">2,519,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:22.79pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(43,261)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, May Strike Price 19.24 MXN, Expires 5/14/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">10,655,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:18.34pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(110,183)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, May Strike Price 20.58 MXN, Expires 5/15/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">4,433,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:18.34pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(171,163)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, May Strike Price 19.09 MXN, Expires 5/21/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">1,360,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:22.79pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(11,914)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty CITI, September Strike Price 19.76 MXN, Expires 9/03/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">15,368,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:18.34pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(323,788)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty GSCO, March Strike Price 19.40 MXN, Expires 3/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">6,100,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:22.79pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(61,433)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty JPHQ, November Strike Price 19.44 MXN, Expires 11/13/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">4,059,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:22.79pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(15,789)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty JPHQ, November Strike Price 19.36 MXN, Expires 11/14/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">7,103,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:22.79pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(21,281)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty JPHQ, December Strike Price 19.36 MXN, Expires 12/19/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">2,670,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:22.79pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(14,696)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty JPHQ, March Strike Price 19.45 MXN, Expires 3/05/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">8,022,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:22.79pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(84,720)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, December Strike Price 19.74 MXN, Expires 12/03/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">32,087,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:18.34pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(348,946)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, December Strike Price 19.81 MXN, Expires 12/10/19</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:25.01pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">12,294,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:18.34pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(160,301)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, March Strike Price 19.05 MXN, Expires 3/12/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">3,000,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:22.79pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(17,835)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, June Strike Price 19.05 MXN, Expires 6/15/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">3,000,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:22.79pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(27,510)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">USD/MXN, Counterparty MSCO, September Strike Price 19.76 MXN, Expires 9/10/20</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:10.83%;">1
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:29.45pt;padding-right:2pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:13.82%;">4,610,000
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:18.34pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(100,019)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;vertical-align:top;width:58.06%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:11.67pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(2,436,773)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:0.5pt;padding-top:2.5pt;text-align:right;vertical-align:top;width:1.29%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;padding-bottom:2.5pt;padding-left:0.5pt;padding-right:1.5pt;padding-top:2.5pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:58.06%;"><DIV
style="float:left;">Total Options Written (Premiums received $8,402,469)</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:10.83%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:2pt;padding-top:2.5pt;text-align:right;vertical-align:bottom;width:13.82%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:2.5pt;padding-right:5pt;padding-top:2.5pt;text-align:left;vertical-align:bottom;width:5.47%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:2.5pt;padding-left:11.67pt;padding-top:2.5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.71%;">(6,240,113)
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:147pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;|&nbsp;&nbsp;7</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:uppercase;">Templeton Global Income Fund</DIV>
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:uppercase;">Statement of Investments
(unaudited)</DIV>
</DIV>
<DIV
style="margin-top:35pt;width:100%;" type="Block">
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-top:10pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:100%;">*The principal/notional amount is stated in U.S. dollars unless otherwise indicated.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:100%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">a</SUP>The coupon rate shown represents the rate at period end.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:100%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">b</SUP>Redemption price at maturity and coupon payment are adjusted for inflation. &#8202;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:100%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">c</SUP>Principal amount is stated in 1,000 Brazilian Real Units.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:100%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">d</SUP>Principal amount is stated in 100 Mexican Peso Units.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:100%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">e</SUP>Principal amount of security is adjusted for inflation. &#8202;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:100%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">f</SUP>Principal amount is stated in 100 Unidad de Inversion Units.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:100%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">g</SUP>A supranational organization is an entity formed by two or more central governments through international treaties.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:100%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">h</SUP>The security was issued on a discount basis with no stated coupon rate.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:100%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">i</SUP>See &#8202;Note 5 regarding investments in affiliated management investment companies.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:100%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">j</SUP>The rate shown is the annualized seven-day effective yield at period end.
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:18pt;text-align:left;text-decoration:none;text-transform:none;">At September 30, 2019, the Fund had
the following forward exchange contracts outstanding. See &nbsp;Note 3.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:bold;line-height:12.5pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Forward Exchange Contracts</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:1.5pt;padding-top:3pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:22.38%;">Currency
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:1.5pt;padding-right:4pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">Counterparty<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">a</SUP><FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-right:4pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Type
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-right:4pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">Quantity
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-right:1pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:11.57%;">Contract Amount<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">*</SUP><FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="border-bottom:1pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:1.5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:1.5pt;padding-right:5pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:9.62%;">Settlement<BR>
Date
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">Unrealized<BR>
Appreciation
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:5pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.51%;">Unrealized<BR>
Depreciation
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-top:2.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:100%;" colspan="9">OTC Forward Exchange Contracts
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">2,972,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,249,882
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/01/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;$<FONT
style="padding-left:31.12pt;"></FONT>&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;$<FONT
style="padding-left:16.45pt;"></FONT>(10,431)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">2,972,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,386,743
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/01/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;147,292
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Indian Rupee&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">309,946,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,377,150
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/03/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;&#8199;8,529
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Indian Rupee&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">309,946,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,441,442
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/03/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;55,763
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Norwegian Krone&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">17,872,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,972,845
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/03/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;&#8199;(8,460)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Swedish Krona&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">24,303,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">2,500,309
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/03/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(31,367)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">GSCO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">2,676,375
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,044,751
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/04/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;126,805
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Indian Rupee&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BNDP
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">363,139,700
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">5,204,364
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/07/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;68,649
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">2,549,800
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,730,830
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/08/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;&#8199;(9,318)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">2,549,800
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,820,455
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/08/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;98,944
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BOFA
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,257,588
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,372,530
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/08/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;(978)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BOFA
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,257,588
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,431,927
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/08/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;60,375
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">UBSW
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">13,525,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">15,405,043
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/09/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;653,167
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Swedish Krona&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">25,875,233
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">2,653,557
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/09/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(23,764)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">6,321,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,283,771
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/11/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(15,288)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">6,321,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,536,877
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/11/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;268,395
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BZWS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">4,094,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,687,978
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/11/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;221,865
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">13,422,375
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">15,368,485
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/11/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;726,120
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">7,083,554
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">8,112,865
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/11/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;385,471
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">5,634,533
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,825,792
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/15/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(20,593)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">5,634,533
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,038,045
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/15/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;232,845
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">10,311,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">6,988,043
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/15/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(24,661)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">10,311,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">7,390,564
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/15/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;427,182
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">GSCO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:26.23pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">748,727
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">856,012
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/15/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;38,961
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Swedish Krona&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">25,286,200
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">2,371,597
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">EUR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/15/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(16,982)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BOFA
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">6,265,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">6,842,496
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/16/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;&#8199;(4,681)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BOFA
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">6,265,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">7,201,566
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/16/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;363,750
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">GSCO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,183,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,359,657
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/16/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;68,598
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">SCNY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">6,873,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">7,894,259
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/17/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;392,831
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">South Korean Won&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">616,384,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">542,592
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/17/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;28,291
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,305,707,190
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">12,171,837
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/21/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(76,130)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,305,707,190
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">12,341,045
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/21/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;245,337
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">822,634,530
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">7,662,749
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/21/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(42,092)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">822,634,530
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">7,747,932
</TD><TD
style="line-height:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/21/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;127,275
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:25pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;|&nbsp;&nbsp;8</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:left;text-decoration:none;text-transform:uppercase;">Templeton Global Income Fund<BR>
Statement of Investments (unaudited)</DIV>
</DIV>
<DIV
style="margin-top:41pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;margin-top:51pt;text-align:left;text-decoration:none;text-transform:none;">Forward Exchange Contracts<FONT
style="font-size:8pt;font-weight:Normal;line-height:11pt;"> (continued)<BR>
</FONT></DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:1.5pt;padding-top:3pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:22.38%;">Currency
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1.5pt;padding-right:4pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">Counterparty<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">a</SUP><FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-right:4pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Type
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-right:4pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">Quantity
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-right:1pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:11.57%;">Contract Amount<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">*</SUP><FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="border-bottom:1pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:1.5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1.5pt;padding-right:5pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:9.62%;">Settlement<BR>
Date
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">Unrealized<BR>
Appreciation
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:5pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.51%;">Unrealized<BR>
Depreciation
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-top:2.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:100%;" colspan="9">OTC Forward Exchange Contracts&#8201;(continued)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">GSCO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,285,391
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,474,793
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/23/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;$<FONT
style="padding-left:19.12pt;"></FONT>71,176
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;$<FONT
style="padding-left:31.12pt;"></FONT>&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">11,085,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">12,722,809
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/23/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;618,245
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">UBSW
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">5,829,129
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">6,696,387
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/23/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;331,113
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">UBSW
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,228,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,410,229
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/24/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;69,170
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">491,209,600
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,575,175
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/28/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(22,399)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">166,818,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,552,210
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/28/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;&#8199;6,057
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BOFA
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">8,723,695
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">9,535,871
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/29/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;&#8199;(5,060)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BOFA
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">8,723,695
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">9,871,297
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/29/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;340,486
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">GSCO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:26.23pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">451,231
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">510,613
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/29/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;17,634
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:30.68pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">33,330
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">37,706
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/29/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;&#8199;1,292
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">SCNY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">4,300,311
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,866,236
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/29/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;168,060
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Swedish Krona&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">40,231,960
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,180,335
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/29/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(85,557)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BOFA
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">8,723,695
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">9,537,092
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/31/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;&#8199;(4,870)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BOFA
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">8,723,695
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">9,864,144
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/31/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;331,921
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:26.23pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">283,400
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">33,380,916
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/31/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;(211)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">GSCO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,784,250
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">2,016,854
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">10/31/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;67,236
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Indian Rupee&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BNDP
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">366,171,300
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">5,062,369
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/06/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(96,574)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Indian Rupee&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">602,804,357
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">8,288,819
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/06/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(204,019)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Indian Rupee&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">497,014,061
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">6,852,058
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/07/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(149,468)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">4,312,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,896,664
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/08/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;182,562
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">South Korean Won&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">7,321,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">6,042,423
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/12/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(70,519)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">5,614,733
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,815,155
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/13/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(19,701)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">5,614,733
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,929,190
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/13/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;133,736
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">6,321,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,287,475
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/13/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(14,260)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">6,321,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,429,949
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/13/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;156,733
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">3,156,669
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,559,729
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/13/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;107,568
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Indian Rupee&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">425,413,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">5,913,442
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/13/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(75,091)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Swedish Krona&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">25,286,200
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">2,370,963
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">EUR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/13/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(16,997)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">14,547,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">9,866,900
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/14/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(32,792)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">14,547,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">10,217,437
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/14/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;383,328
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">7,662,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">8,738,434
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/14/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;358,658
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Norwegian Krone&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">35,409,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,977,632
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/14/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(83,034)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">5,614,734
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,815,324
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/15/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(19,660)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">5,614,733
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,933,121
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/15/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;137,457
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">7,979,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">5,411,932
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/15/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(17,981)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">7,979,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">5,589,688
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/15/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;195,737
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,417,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,555,016
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/15/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;&#8199;(5,170)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,417,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,619,489
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/15/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;69,644
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:26.23pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">932,604
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,066,041
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/15/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;46,004
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">South Korean Won&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">5,173,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,427,422
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/15/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;107,719
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Indian Rupee&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">553,716,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">7,670,790
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/18/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(119,165)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Norwegian Krone&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">14,610,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,636,856
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/18/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(29,853)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Norwegian Krone&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">59,090,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">6,567,124
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/19/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(67,555)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Swedish Krona&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">4,832,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">503,905
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/19/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(11,496)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">4,614,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,129,953
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/20/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(10,375)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">4,614,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,198,909
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/20/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;79,331
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BOFA
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">13,098,580
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">14,340,011
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/20/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;&#8199;(8,745)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BOFA
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">13,098,580
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:1pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:11.57%;">14,865,055
</TD><TD
style="line-height:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/20/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;533,789
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:16pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;|&nbsp;&nbsp;9</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:uppercase;">Templeton Global Income Fund</DIV>
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:uppercase;">Statement of Investments
(unaudited)</DIV>
</DIV>
<DIV
style="margin-top:41pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;margin-top:51pt;text-align:left;text-decoration:none;text-transform:none;">Forward Exchange Contracts<FONT
style="font-size:8pt;font-weight:Normal;line-height:11pt;"> (continued)<BR>
</FONT></DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:1.5pt;padding-top:3pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:22.38%;">Currency
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1.5pt;padding-right:4pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">Counterparty<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">a</SUP><FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-right:4pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Type
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-right:4pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">Quantity
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-right:1pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:11.57%;">Contract Amount<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">*</SUP><FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="border-bottom:1pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:1.5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1.5pt;padding-right:5pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:9.62%;">Settlement<BR>
Date
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">Unrealized<BR>
Appreciation
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:5pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.51%;">Unrealized<BR>
Depreciation
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-top:2.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:100%;" colspan="9">OTC Forward Exchange Contracts&#8201;(continued)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">GSCO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">3,105,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,522,157
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/20/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;$<FONT
style="padding-left:14.67pt;"></FONT>124,950
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;$<FONT
style="padding-left:31.12pt;"></FONT>&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">36,690,814
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">41,663,336
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/20/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8199;1,519,611
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Indian Rupee&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">299,959,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,165,345
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/20/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(53,612)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">3,926,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">2,663,312
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/21/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;&#8199;(8,825)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">3,926,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">2,711,335
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/21/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;56,848
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">16,082,875
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,156,086,917
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/21/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(143,636)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">GSCO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,285,078
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,457,471
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/21/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;51,365
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">12,683,779
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">14,369,326
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/21/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;490,992
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">UBSW
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">6,199,607
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">7,026,263
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/21/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;242,778
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">South Korean Won&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">6,847,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">5,659,613
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/21/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(58,791)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">7,079,963
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">835,331,580
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/22/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;&#8199;6,510
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">12,683,779
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">14,143,175
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/22/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;263,934
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,040,048,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">9,834,996
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/26/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(178,746)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,040,048,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">9,733,016
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/26/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;76,765
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Norwegian Krone&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">43,803,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,888,156
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/26/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(69,680)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Swedish Krona&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">97,113,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">10,110,093
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/26/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(209,630)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">739,460,800
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">6,986,125
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/27/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(120,259)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BZWS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,087,889
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,230,076
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/29/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;39,108
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">GSCO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,348,769
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,525,828
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/29/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;49,262
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">MSCO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">4,545,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">5,140,486
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/29/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;164,840
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Swedish Krona&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">60,018,807
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">6,238,144
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">11/29/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(118,277)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">2,549,800
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,733,405
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/03/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;&#8199;(8,824)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">2,549,800
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,774,941
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/03/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;50,360
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">GSCO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">26,618,090
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">18,135,379
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/04/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(131,447)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">GSCO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">26,618,090
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">18,553,075
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/04/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;549,143
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BOFA
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">2,616,700
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">2,867,712
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/04/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;&#8199;(1,699)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BOFA
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">7,200,930
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">8,157,033
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/04/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;270,016
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">GSCO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">2,676,375
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,034,260
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/04/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;102,886
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">4,550,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">5,155,241
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/04/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;171,728
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">6,016,524
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">6,832,515
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/05/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;242,117
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">SCNY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,325,806
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,505,559
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/05/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;53,293
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Indian Rupee&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">308,587,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,212,504
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/05/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(119,514)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">432,810,070
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,056,132
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/05/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(34,419)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">432,810,070
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,087,679
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/05/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;65,967
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,329,338,880
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">12,463,433
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/06/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(109,748)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,329,338,880
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">12,599,771
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/06/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;246,087
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">450,247,630
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,220,606
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/06/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(36,408)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">450,247,630
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,252,625
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/06/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;68,427
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BOFA
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,258,386
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,440,009
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/09/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;61,064
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">9,880,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">741,302,960
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/12/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;209,278
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">4,480,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">335,794,368
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/12/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;91,706
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Swedish Krona&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">25,286,200
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">2,370,185
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">EUR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/13/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(16,738)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Indian Rupee&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">213,251,757
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">2,939,174
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/16/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(49,967)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Indian Rupee&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">805,429,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">11,156,692
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/16/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(132,978)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BOFA
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">6,549,290
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">7,466,191
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/18/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;283,233
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">GSCO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:26.23pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">748,727
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:26.23pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">852,650
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/18/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;31,481
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,356,630,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">12,660,717
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/19/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(35,583)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:12.97%;">1,019,822,880
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">9,673,536
</TD><TD
style="line-height:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/19/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;182,812
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:16pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;|&nbsp;&nbsp;10</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:left;text-decoration:none;text-transform:uppercase;">Templeton Global Income Fund<BR>
Statement of Investments (unaudited)</DIV>
</DIV>
<DIV
style="margin-top:41pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;margin-top:51pt;text-align:left;text-decoration:none;text-transform:none;">Forward Exchange Contracts<FONT
style="font-size:8pt;font-weight:Normal;line-height:11pt;"> (continued)<BR>
</FONT></DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:1.5pt;padding-top:3pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:22.38%;">Currency
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1.5pt;padding-right:4pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">Counterparty<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">a</SUP><FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-right:4pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Type
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-right:4pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">Quantity
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-right:1pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:11.57%;">Contract Amount<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">*</SUP><FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="border-bottom:1pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:1.5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1.5pt;padding-right:5pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:9.62%;">Settlement<BR>
Date
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">Unrealized<BR>
Appreciation
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:5pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.51%;">Unrealized<BR>
Depreciation
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-top:2.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:100%;" colspan="9">OTC Forward Exchange Contracts&#8201;(continued)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Norwegian Krone&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">59,090,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">6,569,132
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/19/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;$<FONT
style="padding-left:31.12pt;"></FONT>&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;$<FONT
style="padding-left:16.45pt;"></FONT>(66,104)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">666,398,580
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">6,222,534
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/20/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(20,190)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">666,398,580
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">6,299,293
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/20/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;96,949
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Norwegian Krone&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">35,776,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,998,268
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/23/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(60,618)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:30.68pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">283,400
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">33,393,952
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">12/30/19
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;(40)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Indian Rupee&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BNDP
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">102,165,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,400,528
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">1/13/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(26,175)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:24.01pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">6,470,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">474,567,965
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">1/14/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;44,505
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">10,311,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">7,003,994
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">1/15/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(21,910)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">10,311,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">7,224,041
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">1/15/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;241,957
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Indian Rupee&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">793,162,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">10,831,107
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">1/16/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(240,853)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">South Korean Won&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">12,970,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">11,082,628
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">1/30/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;225,626
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:30.68pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">893,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,009,304
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">2/03/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;26,496
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Indian Rupee&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">309,946,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,304,806
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">2/03/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(11,751)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">South Korean Won&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">5,870,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,864,910
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">2/10/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(50,806)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Swedish Krona&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">25,286,100
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">2,368,544
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">EUR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">2/13/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(16,831)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">16,082,875
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,150,914,665
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">2/21/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(142,181)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">SCNY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:24.01pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">3,955,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,438,894
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">2/24/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;79,999
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">10,996,440
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">786,149,250
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">2/25/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(103,333)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">10,420,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">747,300,947
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">2/25/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(76,171)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:24.01pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">7,079,963
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">835,461,144
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">2/25/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;&#8199;7,481
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,097,248,900
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">10,447,015
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">2/26/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(187,857)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,097,248,900
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">10,261,616
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">2/26/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;&#8199;2,458
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Norwegian Krone&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">43,803,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,891,677
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">2/26/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(69,088)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">748,182,800
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">7,116,496
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">2/27/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(120,642)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">748,182,800
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">7,000,213
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">2/27/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;&#8199;4,359
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">739,475,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">7,033,438
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">2/27/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(119,006)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BZWS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:24.01pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">2,175,778
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">2,445,020
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">2/28/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;46,400
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,436,811,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">13,762,749
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">2/28/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(327,084)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,436,811,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">13,437,119
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">2/28/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;&#8199;1,455
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:24.01pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">5,777,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">413,734,493
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/06/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(46,013)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">520,970,830
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,910,576
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/06/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(36,881)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">494,791,690
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,668,862
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/06/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(40,074)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">494,791,690
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,703,181
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/06/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;74,393
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">South Korean Won&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">5,874,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,885,636
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/06/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(38,034)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:24.01pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">5,850,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">436,559,526
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/12/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;118,970
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:24.01pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">2,520,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">187,363,260
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/13/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;44,829
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Swedish Krona&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">25,286,200
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">2,367,666
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">EUR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/13/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(16,829)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Indian Rupee&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">220,854,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,024,368
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/16/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(34,827)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">South Korean Won&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">2,579,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">2,190,885
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/20/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;27,997
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">GSCO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:24.01pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,285,078
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,440,289
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/23/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;21,305
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,966,726,540
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">18,509,746
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/23/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(91,875)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,583,000,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">15,092,030
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/23/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;267,656
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,331,363,580
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">12,520,037
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/23/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(52,171)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.45pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,331,363,580
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">12,666,960
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/23/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;199,094
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Norwegian Krone&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">35,776,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,001,532
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/23/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(62,380)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">345,545,070
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,280,374
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/24/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(44,239)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">345,545,070
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,291,407
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/24/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;55,272
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Norwegian Krone&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">26,911,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">2,992,738
</TD><TD
style="line-height:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:5.95pt;padding-right:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/24/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;text-transform:none;
vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(29,708)
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:16pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;|&nbsp;&nbsp;11</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:uppercase;">Templeton Global Income Fund</DIV>
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:uppercase;">Statement of Investments
(unaudited)</DIV>
</DIV>
<DIV
style="margin-top:41pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;margin-top:51pt;text-align:left;text-decoration:none;text-transform:none;">Forward Exchange Contracts<FONT
style="font-size:8pt;font-weight:Normal;line-height:11pt;"> (continued)<BR>
</FONT></DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:1.5pt;padding-top:3pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:22.38%;">Currency
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1.5pt;padding-right:4pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">Counterparty<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">a</SUP><FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-right:4pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Type
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-right:4pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">Quantity
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-right:1pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:11.57%;">Contract Amount<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">*</SUP><FONT
style="padding-left:-3pt;"></FONT>
</TD><TD
style="border-bottom:1pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:1.5pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1.5pt;padding-right:5pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:9.62%;">Settlement<BR>
Date
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:5pt;padding-right:5pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">Unrealized<BR>
Appreciation
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:5pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.51%;">Unrealized<BR>
Depreciation
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-top:2.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:100%;" colspan="9">OTC Forward Exchange Contracts&#8201;(continued)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">7,080,147
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">837,015,006
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/25/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;$<FONT
style="padding-left:19.12pt;"></FONT>20,421
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;$<FONT
style="padding-left:31.12pt;"></FONT>&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">3,359,037
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,739,313
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/25/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;29,762
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BZWS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,087,889
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,205,376
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/31/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;&#8199;3,490
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:26.23pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">283,400
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">33,395,794
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/31/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;(202)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">SCNY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">4,385,601
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,861,614
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">3/31/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;16,460
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">2,972,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">3,293,511
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">4/01/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;&#8199;9,873
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">40,685,750
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,795,979,249
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">4/02/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(14,596)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">16,082,875
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,147,022,609
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">5/21/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(140,993)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">7,079,963
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">835,990,017
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">5/22/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;&#8199;8,997
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">520,970,850
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,939,067
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">6/08/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(37,622)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">494,791,690
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,696,337
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">6/08/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(41,193)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">494,791,690
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">4,733,082
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">6/08/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;77,939
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">2,560,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">189,807,360
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">6/12/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;47,096
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">6,990,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">518,468,537
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">6/12/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;130,529
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:26.23pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">916,524
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,065,111
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">6/15/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;47,558
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Swedish Krona&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">25,286,100
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">2,364,645
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">EUR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">6/15/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(16,754)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">666,398,580
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">6,301,528
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">6/22/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(26,556)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">666,398,580
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">6,378,912
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">6/22/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;103,940
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">BNDP
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">1,684,055,930
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">16,084,717
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">6/24/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(225,319)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:26.23pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">283,400
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">33,390,126
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">6/30/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;(385)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">16,082,875
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">1,143,008,300
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">8/21/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(139,466)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">10,967,160
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">778,434,201
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">8/24/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(103,687)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Australian Dollar&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:15.12pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">10,420,500
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">742,095,907
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">8/24/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8199;&#8199;(75,243)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">7,079,963
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">836,619,426
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">8/24/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;11,353
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Buy
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">900,237,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">8,710,604
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">8/31/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:17.01pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;(199,089)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Japanese Yen&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:10.67pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">900,237,000
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:19.56pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">8,512,960
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:4.07%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">8/31/20
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:13pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8199;&#8199;&#8199;&#8199;1,444
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:9.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:22.38%;"><DIV
style="float:left;">Euro&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1.5pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.21%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-right:4pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:5.56%;">Sell
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:26.23pt;padding-right:4pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.97%;">283,400
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:15.12pt;padding-right:1pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:11.57%;">33,401,462
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1pt;padding-right:1.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:4.07%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1.5pt;padding-right:5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.62%;">9/30/20
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:9.45pt;padding-right:5pt;padding-top:1.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;&#8199;&#8199;&#8194;&#8212;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:14.78pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.51%;">&#8201;&#8201;&#8199;&#8199;&#8199;&#8199;(431)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8pt;padding-right:1.5pt;padding-top:2.62pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:77.38%;" colspan="7"><DIV
style="float:left;">Total Forward Exchange Contracts&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1.5pt;padding-right:4pt;padding-top:2.62pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">$<FONT
style="padding-left:3.55pt;"></FONT>17,123,725
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-top:2.62pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.51%;">$<FONT
style="padding-left:5.34pt;"></FONT>(6,269,285)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:16pt;padding-right:1.5pt;padding-top:2.62pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:77.38%;" colspan="7"><DIV
style="float:left;">Net unrealized appreciation (depreciation)&#8201;</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1.5pt;padding-top:2.62pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:11.90%;">$<FONT
style="padding-left:3.55pt;"></FONT>10,854,440
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;</DIV>
<DIV
style="text-align:center;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:auto;margin-right:auto;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-top:10pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:100%;">*In U.S. dollars unless otherwise indicated.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-top:1pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:100%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">a</SUP>May be comprised of multiple contracts with the same counterparty, currency and settlement date.
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:left;text-decoration:none;text-transform:none;">&nbsp;</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:18pt;text-align:left;text-decoration:none;text-transform:none;">At September 30, 2019, the Fund had
the following interest rate swap contracts outstanding. See &nbsp;Note 3.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9.5pt;font-style:Normal;font-weight:bold;line-height:12.5pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">Interest Rate Swap Contracts</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:0.5pt;padding-top:3pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:60.12%;">Description
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:0.5pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.52%;">Payment<BR>
Frequency
</TD><TD
style="border-bottom:1pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:1pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:0.99%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:1pt;padding-right:3.75pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:7.29%;">Maturity<BR>
Date
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:3.75pt;padding-right:0.5pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:8.78%;">Notional<BR>
Amount
</TD><TD
style="border-bottom:1pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:1pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:1.09%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:1pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:12.85%;">Value/Unrealized<BR>
Appreciation<BR>
(Depreciation)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:0.5pt;padding-top:2.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:87.80%;" colspan="6">Centrally Cleared Swap Contracts
</TD><TD
style="line-height:8pt;padding-bottom:1.75pt;padding-top:2.75pt;text-align:right;vertical-align:bottom;width:12.85%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:0.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:60.12%;"><DIV
style="float:left;">Receive Floating 3-month USD LIBOR</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.52%;">Quarterly
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:0.99%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:3.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:7.29%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.78%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:1.09%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:12.85%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:0.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:60.12%;"><DIV
style="float:left;">Pay Fixed 2.378%</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.52%;">Semi-Annual
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:0.99%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:3.75pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:7.29%;">11/18/46
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:3.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:8.78%;">$56,100,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:1.09%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.85%;">&#8199;$<FONT
style="padding-left:4.45pt;"></FONT>(8,681,937)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:0.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:60.12%;"><DIV
style="float:left;">Receive Floating 3-month USD LIBOR</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.52%;">Quarterly
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:0.99%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:3.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:7.29%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.78%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:1.09%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:12.85%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:0.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:60.12%;"><DIV
style="float:left;">Pay Fixed 2.537%</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.52%;">Semi-Annual
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:0.99%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:3.75pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:7.29%;">4/13/47
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:8.20pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:8.78%;">12,300,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:1.09%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:5.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.85%;">&#8199;(2,375,324)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:0.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:60.12%;"><DIV
style="float:left;">Receive Floating 3-month USD LIBOR</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.52%;">Quarterly
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:0.99%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:3.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:7.29%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.78%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:1.09%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:12.85%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-right:0.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:60.12%;"><DIV
style="float:left;">Pay Fixed 2.980%</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0.5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.52%;">Semi-Annual
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:1pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:0.99%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1pt;padding-right:3.75pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:7.29%;">2/20/48
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8.20pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:8.78%;">12,196,000
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:1pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:1.09%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:5.45pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.85%;">&#8199;(3,591,467)
</TD></TR></TABLE>
</DIV>
</DIV>
<DIV
style="margin-top:26pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;|&nbsp;&nbsp;12</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:left;text-decoration:none;text-transform:uppercase;">Templeton Global Income Fund<BR>
Statement of Investments (unaudited)</DIV>
</DIV>
<DIV
style="margin-top:41pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;margin-top:51pt;text-align:left;text-decoration:none;text-transform:none;">Interest Rate Swap Contracts<FONT
style="font-size:8pt;font-weight:Normal;line-height:11pt;"> (continued)<BR>
</FONT></DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:0.5pt;padding-top:3pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:60.12%;">Description
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0.5pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:9.52%;">Payment<BR>
Frequency
</TD><TD
style="border-bottom:1pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:1pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:0.99%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1pt;padding-right:3.75pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:7.29%;">Maturity<BR>
Date
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:3.75pt;padding-right:0.5pt;padding-top:3pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:8.78%;">Notional<BR>
Amount
</TD><TD
style="border-bottom:1pt solid #999999;line-height:0pt;padding-bottom:3pt;padding-right:1pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:1.09%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1pt;padding-top:3pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:12.85%;">Value/Unrealized<BR>
Appreciation<BR>
(Depreciation)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:0.5pt;padding-top:2.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:87.80%;" colspan="6">Centrally Cleared Swap Contracts&#8201;(continued)
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:2.75pt;text-align:right;vertical-align:bottom;width:12.85%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:0.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:60.12%;"><DIV
style="float:left;">Receive Floating 3-month USD LIBOR</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.52%;">Quarterly
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:0.99%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:3.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:7.29%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.78%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:1.09%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:12.85%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:4pt;padding-right:0.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:60.12%;"><DIV
style="float:left;">Pay Fixed 3.002%</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.52%;">Semi-Annual
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:0.99%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-right:3.75pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:7.29%;">2/22/48
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:3.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:8.78%;">$12,196,000
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:1.09%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:1pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:12.85%;">&#8199;$<FONT
style="padding-left:4.45pt;"></FONT>(3,654,737)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0pt;padding-right:0.5pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:60.12%;"><DIV
style="float:left;">Receive Floating 3-month USD LIBOR</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.75pt;padding-left:0.5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.52%;">Quarterly
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:0.99%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:3.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:7.29%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:8.78%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-right:1pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:1.09%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.75pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:12.85%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:4pt;padding-right:0.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:60.12%;"><DIV
style="float:left;">Pay Fixed 3.019%</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0.5pt;padding-top:1.75pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.52%;">Semi-Annual
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:1pt;padding-top:1.75pt;text-align:right;vertical-align:bottom;width:0.99%;">&#160;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:1pt;padding-right:3.75pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:7.29%;">2/23/48
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:8.20pt;padding-right:0.5pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:8.78%;">12,196,000
</TD><TD
style="line-height:0pt;padding-bottom:3pt;padding-right:1pt;padding-top:1.75pt;text-align:left;vertical-align:bottom;width:1.09%;">&#160;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:5.45pt;padding-top:1.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:12.85%;">&#8199;(3,702,700)
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:16pt;padding-right:0.5pt;padding-top:2.62pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:87.80%;" colspan="6"><DIV
style="float:left;">Total Interest Rate Swap Contracts</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0.5pt;padding-top:2.62pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:12.85%;">$(22,006,165)
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:6pt;text-align:left;text-decoration:none;text-transform:none;">See Abbreviations on page
17.</DIV>
</DIV>
<DIV
style="margin-top:489pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;|&nbsp;&nbsp;13</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:uppercase;">Templeton Global Income Fund<BR>
</DIV>
</DIV>
<DIV
style="margin-top:47pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:18pt;font-style:Normal;font-weight:Normal;line-height:21pt;text-align:left;text-decoration:none;text-transform:none;">Notes to Statement of Investments
(unaudited)</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;margin-top:18pt;text-align:left;text-decoration:none;text-transform:none;">1.&nbsp;&nbsp; ORGANIZATION</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:5pt;text-align:left;text-decoration:none;text-transform:none;">Templeton Global Income Fund (Fund)
is registered under the Investment Company Act of 1940 (1940 Act) as a closed-end management investment company and applies the specialized accounting and reporting guidance in U.S. Generally Accepted Accounting
Principles (U.S. GAAP).&nbsp;</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;margin-top:18pt;text-align:left;text-decoration:none;text-transform:none;">2.&nbsp;&nbsp;FINANCIAL INSTRUMENT
VALUATION</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">The Fund&#8217;s investments in
financial instruments are carried at fair value daily. Fair value is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants on the
measurement date. The Fund calculates the net asset value (NAV) per share each business day as of 4 p.m. Eastern time or the regularly scheduled close of the New York Stock Exchange (NYSE), whichever is earlier. Under
compliance policies and procedures approved by the Fund&#8217;s Board of Trustees (the Board), the Fund&#8217;s administrator has responsibility for oversight of valuation, including leading the cross-functional
Valuation Committee (VC). The Fund may utilize independent pricing services, quotations from securities and financial instrument dealers, and other market sources to determine fair value.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">Debt securities generally trade in
the over-the-counter (OTC) market rather than on a securities exchange. The Fund&#8217;s pricing services use multiple valuation techniques to determine fair value. In instances where sufficient market activity
exists, the pricing services may utilize a market-based approach through which quotes from market makers are used to determine fair value. In instances where sufficient market activity may not exist or is limited, the
pricing services also utilize proprietary valuation models which may consider market characteristics such as benchmark yield curves, credit spreads, estimated default rates, anticipated market interest rate
volatility, coupon rates, anticipated timing of principal repayments, underlying collateral, and other unique security features in order to estimate the relevant cash flows, which are then discounted to calculate the
fair value. Securities denominated in a foreign currency are converted into their U.S. dollar equivalent at the foreign exchange rate in effect at 4 p.m. Eastern time on the date that the values of the foreign debt
securities are determined.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">Investments in open-end mutual funds
are valued at the closing NAV.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">Certain derivative financial
instruments are centrally cleared or trade in the OTC market. The Fund&#8217;s pricing services use various techniques including industry standard option pricing models and proprietary discounted cash flow models to
determine the fair value of those instruments. The Fund&#8217;s net benefit or obligation under the derivative contract, as measured by the fair value of the contract, is included in net assets.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">The Fund has procedures to determine
the fair value of financial instruments for which market prices are not reliable or readily available. Under these procedures, the Fund primarily employs a market-based approach which may use related or comparable
assets or liabilities, recent transactions, market multiples, book values, and other relevant information for the investment to determine the fair value of the investment. An income-based valuation approach may also
be used in which the anticipated future cash flows of the investment are discounted to calculate fair value. Discounts may also be applied due to the nature or duration of any restrictions on the disposition of the
investments. Due to the inherent uncertainty of valuations of such investments, the fair values may differ significantly from the values that would have been used had an active market existed. &nbsp;</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;margin-top:18pt;text-align:left;text-decoration:none;text-transform:none;">3.&nbsp;&nbsp;DERIVATIVE FINANCIAL
INSTRUMENTS</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">The Fund invested in derivative
financial instruments in order to manage risk or gain exposure to various other investments or markets. Derivatives are financial contracts based on an underlying or notional amount, require no initial investment or
an initial net investment that is smaller than would normally be required to have a similar response to changes in market factors, and require or permit net settlement. Derivatives contain various risks including the
potential inability of the counterparty to fulfill their obligations under the terms of the contract, the potential for an illiquid secondary market, and/or the potential for market movements.</DIV>
</DIV>
<DIV
style="margin-top:28pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;|&nbsp;&nbsp;14</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:left;text-decoration:none;text-transform:uppercase;">Templeton Global Income Fund<BR>
Notes to Statements of Investments (unaudited)</DIV>
</DIV>
<DIV
style="margin-top:21pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;margin-top:31pt;text-align:left;text-decoration:none;text-transform:none;">3.&nbsp;&nbsp;DERIVATIVE FINANCIAL
INSTRUMENTS<FONT
style="font-size:8pt;font-weight:Normal;line-height:11pt;"> (continued)<BR>
</FONT></DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:left;text-decoration:none;text-transform:none;">Derivative counterparty credit risk is managed
through a formal evaluation of the creditworthiness of all potential counterparties. The Funds attempts to reduce its exposure to counterparty credit risk on OTC derivatives, whenever possible, by entering into
International Swaps and Derivatives Association (ISDA) master agreements with certain counterparties. These agreements contain various provisions, including but not limited to collateral requirements, events of
default, or early termination. Termination events applicable to the counterparty include certain deteriorations in the credit quality of the counterparty. Termination events applicable to the Fund include failure of
the Fund to maintain certain net asset levels and/or limit the decline in net assets over various periods of time. In the event of default or early termination, the ISDA master agreement gives the non-defaulting party
the right to net and close-out all transactions traded, whether or not arising under the ISDA agreement, to one net amount payable by one counterparty to the other. Early termination by the counterparty may result in
an immediate payment by the Fund of any net liability owed to that counterparty under the ISDA agreement.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">Collateral requirements differ by
type of derivative. Collateral or initial margin requirements are set by the broker or exchange clearing house for exchange traded and centrally cleared derivatives. Initial margin deposited is held at the exchange
and can be in the form of cash and/or securities. For OTC derivatives traded under an ISDA master agreement, posting of collateral is required by either the Fund or the applicable counterparty if the total net
exposure of all OTC derivatives with the applicable counterparty exceeds the minimum transfer amount, which typically ranges from $100,000 to $250,000, and can vary depending on the counterparty and the type of the
agreement. Generally, collateral is determined at the close of Fund business each day and any additional collateral required due to changes in derivative values may be delivered by the Fund or the counterparty the
next business day, or within a few business days. Collateral pledged and/or received by the Fund for OTC derivatives, if any, is held in segregated accounts with the Fund&#8217;s custodian/counterparty broker and can
be in the form of cash and/or securities. Unrestricted cash may be invested according to the Fund&#8217;s investment objectives. To the extent that the amounts due to the Fund from its counterparties are not subject
to collateralization or are not fully collateralized, the Fund bears the risk of loss from counterparty non-performance.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">At September 30, 2019, the Fund
received $10,893,885 in U.K. Treasury Bonds and U.S. Treasury Bills, Bonds and Notes as collateral for derivatives.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">The Fund entered into OTC forward
exchange contracts primarily to manage and/or gain exposure to certain foreign currencies. A forward exchange contract is an agreement between the Fund and a counterparty to buy or sell a foreign currency for a
specific exchange rate on a future date.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">The Fund entered into interest rate
swap contracts primarily to manage interest rate risk. An interest rate swap is an agreement between the Fund and a counterparty to exchange cash flows based on the difference between two interest rates, applied to a
notional amount. These agreements may be privately negotiated in the over-the-counter market (OTC interest rate swaps) or may be executed on a registered exchange (centrally cleared interest rate swaps). For centrally
cleared interest rate swaps, required initial margins are pledged by the Fund, and the daily change in fair value is accounted for as a variation margin payable or receivable. Over the term of the contract,
contractually required payments to be paid and to be received are accrued daily and recorded as unrealized depreciation and appreciation until the payments are made, at which time they are realized.</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">The Fund purchased or wrote OTC
option contracts primarily to manage and/or gain exposure to foreign exchange rate risk. An option is a contract entitling the holder to purchase or sell a specific amount of shares or units of an asset or notional
amount of a swap (swaption), at a specified price. When an option is purchased or written, an amount equal to the premium paid or received is recorded as an asset or liability, respectively. Upon exercise of an
option, the acquisition cost or sales proceeds of the underlying investment is adjusted by any premium received or paid. Upon expiration of an option, any premium received or paid is recorded as a realized gain or
loss. Upon closing an option other than through expiration or exercise, the difference between the premium received or paid and the cost to close the position is recorded as a realized gain or loss.</DIV>
</DIV>
<DIV
style="margin-top:71pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;|&nbsp;&nbsp;15</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:uppercase;">Templeton Global Income Fund</DIV>
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:uppercase;">Notes to Statements of Investments
(unaudited)</DIV>
</DIV>
<DIV
style="margin-top:21pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;margin-top:31pt;text-align:left;text-decoration:none;text-transform:none;">The Fund invests in value recovery
instruments (VRI) primarily to gain exposure to economic growth. Periodic payments from VRI are dependent on established benchmarks for underlying variables. VRI has a notional amount, which is used to calculate
amounts of payments to holders. Payments are recorded upon receipt as realized gains. The risks of investing in VRI include growth risk, liquidity, and the potential loss of investment.&nbsp;</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;margin-top:18pt;text-align:left;text-decoration:none;text-transform:none;">4.&nbsp;&nbsp;CONCENTRATION OF RISK</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">Investing in foreign securities may
include certain risks and considerations not typically associated with investing in U.S. securities, such as fluctuating currency values and changing local, regional and global economic, political and social
conditions, which may result in greater market volatility. Current political and financial uncertainty surrounding the European Union may increase market volatility and the economic risk of investing in securities in
Europe. In addition, certain foreign securities may not be as liquid as U.S. securities.&nbsp;</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;margin-top:18pt;text-align:left;text-decoration:none;text-transform:none;">5.&nbsp;&nbsp;INVESTMENTS IN AFFILIATED
MANAGEMENT INVESTMENT COMPANIES</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">The Fund invests in one or more
affiliated management investment companies for purposes other than exercising a controlling influence over the management or policies. During the period ended September 30, 2019, the Fund held investments in
affiliated management investment companies as follows:</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:3.5pt;padding-right:4pt;padding-top:6pt;text-align:left;vertical-align:bottom;width:26.17%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3.5pt;padding-left:4pt;padding-right:4pt;padding-top:6pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:9.55%;">Value at<BR>
Beginning<BR>
of Period
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3.5pt;padding-left:4pt;padding-right:4pt;padding-top:6pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.55%;">Purchases
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3.5pt;padding-left:4pt;padding-right:4pt;padding-top:6pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:9.98%;">Sales
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3.5pt;padding-left:4pt;padding-right:4pt;padding-top:6pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:8.74%;">Realized<BR>
Gain (Loss)
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3.5pt;padding-left:4pt;padding-right:4pt;padding-top:6pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:10.33%;">Net Change in<BR>
Unrealized<BR>
Appreciation<BR>
(Depreciation)
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3.5pt;padding-left:4pt;padding-right:4pt;padding-top:6pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:9.55%;">Value at<BR>
End of<BR>
Period
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3.5pt;padding-left:4pt;padding-right:4pt;padding-top:6pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:8.83%;">Number of<BR>
Shares<BR>
Held at End<BR>
of Period
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3.5pt;padding-left:4pt;padding-top:6pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:8.10%;">Dividend<BR>
Income
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.88pt;padding-left:0pt;padding-top:2.38pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:100%;" colspan="9">Non-Controlled Affiliates
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3.5pt;padding-left:0pt;padding-right:4pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:26.17%;"><DIV
style="float:left;">Institutional Fiduciary Trust Money Market Portfolio, 1.71%</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3.5pt;padding-left:8pt;padding-right:4pt;
padding-top:1.88pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:9.55%;">$236,712,686
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3.5pt;padding-left:8pt;padding-right:4pt;
padding-top:1.88pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:9.55%;">$126,393,343
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3.5pt;padding-left:8pt;padding-right:4pt;
padding-top:1.88pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:9.98%;">$(136,451,049)
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3.5pt;padding-left:8pt;padding-right:4pt;
padding-top:1.88pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:8.74%;">$&#8195;&#8194;&#8212;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3.5pt;padding-left:8pt;padding-right:4pt;
padding-top:1.88pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:10.33%;">$&#8195;&#8194;&#8212;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3.5pt;padding-left:8pt;padding-right:4pt;
padding-top:1.88pt;text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:9.55%;">$226,654,980
</TD><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3.5pt;padding-left:8pt;padding-right:4pt;padding-top:1.88pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:8.83%;">226,654,980
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3.5pt;padding-left:8pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:8.10%;">$3,445,836
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;margin-top:18pt;text-align:left;text-decoration:none;text-transform:none;">6.&nbsp;&nbsp;FAIR VALUE MEASUREMENTS</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">The Fund follows a fair value
hierarchy that distinguishes between market data obtained from independent sources (observable inputs) and the Fund&#8217;s own market assumptions (unobservable inputs). These inputs are used in determining the value
of the Fund&#8217;s financial instruments and are summarized in the following fair value hierarchy:</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:3.57%;margin-top:4pt;width:96.43%;" cellpadding="9" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:0pt;padding-right:2pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
white-space:nowrap;width:1.03%;">&#8226;&#8194;
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:2pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:98.97%;
">Level 1 &#8211; quoted prices in active markets for identical financial instruments<BR>

</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:0pt;padding-right:2pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
white-space:nowrap;width:1.03%;">&#8226;&#8194;
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-left:2pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;width:98.97%;
">Level 2 &#8211; other significant observable inputs (including quoted prices for similar financial instruments, interest rates, prepayment speed, credit risk, etc.)<BR>

</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:0pt;padding-left:0pt;padding-right:2pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:1.03%;">&#8226;&#8194;
</TD><TD
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;padding-bottom:0pt;padding-left:2pt;text-align:left;text-decoration:none;text-transform:none;vertical-align:top;
width:98.97%;">Level 3 &#8211; significant unobservable inputs (including the Fund&#8217;s own assumptions in determining the fair value of financial instruments)
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">The input levels are not necessarily
an indication of the risk or liquidity associated with financial instruments at that level.</DIV>
</DIV>
<DIV
style="margin-top:174pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;|&nbsp;&nbsp;16</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
<HR
style="margin-bottom:0pt;">
<!--PAGE BREAK-->
<DIV
style="width:100%;">
<DIV
style="width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:left;text-decoration:none;text-transform:uppercase;">Templeton Global Income Fund<BR>
Notes to Statements of Investments (unaudited)</DIV>
</DIV>
<DIV
style="margin-top:21pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;margin-top:31pt;text-align:left;text-decoration:none;text-transform:none;">6.&nbsp;&nbsp;FAIR VALUE
MEASUREMENTS<FONT
style="font-size:8pt;font-weight:Normal;line-height:11pt;"> (continued)<BR>
</FONT></DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:left;text-decoration:none;text-transform:none;">A summary of inputs used as of September 30, 2019,
in valuing the Fund&#8217;s assets and liabilities carried at fair value, is as follows:</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;line-height:8pt;padding-bottom:3pt;padding-right:9pt;padding-top:5pt;text-align:left;vertical-align:bottom;width:39.09%;">&#160;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:9pt;padding-right:9pt;padding-top:5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">Level 1
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:9pt;padding-right:9pt;padding-top:5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">Level 2
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:9pt;padding-right:9pt;padding-top:5pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">Level 3
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:3pt;padding-left:9pt;padding-top:5pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.67%;">Total
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.88pt;padding-left:0pt;padding-right:9pt;padding-top:2.88pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:39.09%;">Assets:
</TD><TD
style="line-height:8pt;padding-bottom:1.88pt;padding-right:9pt;padding-top:2.88pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.88pt;padding-right:9pt;padding-top:2.88pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.88pt;padding-right:9pt;padding-top:2.88pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.88pt;padding-top:2.88pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:8pt;padding-right:9pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:39.09%;">Investments in Securities:<SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">a</SUP>
</TD><TD
style="line-height:0pt;padding-bottom:1.88pt;padding-right:9pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.88pt;padding-right:9pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.88pt;padding-right:9pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.88pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:14pt;padding-right:9pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:39.09%;"><DIV
style="float:left;">Foreign Government and Agency Securities</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:0pt;padding-right:9pt;padding-top:1.88pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:48.55pt;">&#8212;</FONT>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:0pt;padding-right:9pt;padding-top:1.88pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:12.09pt;">467,966,131</FONT>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:0pt;padding-right:9pt;padding-top:1.88pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:48.55pt;">&#8212;</FONT>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:0pt;padding-top:1.88pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:12.09pt;">467,966,131</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:14pt;padding-right:9pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:39.09%;"><DIV
style="float:left;">U.S. Government and Agency Securities</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;line-height:11pt;
padding-bottom:1.88pt;padding-left:53pt;padding-right:9pt;padding-top:1.88pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.67%;">&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:34.43pt;padding-right:9pt;padding-top:1.88pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.67%;">4,707,707
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;line-height:11pt;
padding-bottom:1.88pt;padding-left:53pt;padding-right:9pt;padding-top:1.88pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.67%;">&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:34.43pt;padding-top:1.88pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.67%;">4,707,707
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:14pt;padding-right:9pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:39.09%;"><DIV
style="float:left;">Options Purchased</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;line-height:11pt;
padding-bottom:1.88pt;padding-left:53pt;padding-right:9pt;padding-top:1.88pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.67%;">&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:34.43pt;padding-right:9pt;padding-top:1.88pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.67%;">9,091,165
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;line-height:11pt;
padding-bottom:1.88pt;padding-left:53pt;padding-right:9pt;padding-top:1.88pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.67%;">&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:34.43pt;padding-top:1.88pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.67%;">9,091,165
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:14pt;padding-right:9pt;padding-top:1.88pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:bottom;width:39.09%;"><DIV
style="float:left;">Short Term Investments</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-top:0.5pt;" noshade="noshade">
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:25.54pt;padding-right:9pt;padding-top:1.88pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.67%;">316,255,026
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:29.98pt;padding-right:9pt;padding-top:1.88pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.67%;">62,027,160
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11pt;line-height:11pt;padding-left:53pt;padding-right:9pt;padding-top:1.88pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.67%;">&#8212;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:25.54pt;padding-top:1.88pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.67%;">378,282,186
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:26pt;padding-right:9pt;padding-top:2.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:39.09%;"><DIV
style="float:left;">Total Investments in Securities</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:9pt;padding-top:2.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:12.09pt;"></FONT>316,255,026
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:9pt;padding-top:2.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:12.09pt;"></FONT>543,792,163
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:9pt;padding-top:2.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:44.11pt;"></FONT>&#8194;&#8212;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:12.09pt;"></FONT>860,047,189
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:8pt;padding-right:9pt;padding-top:3pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:bottom;width:39.09%;">Other Financial Instruments:
</TD><TD
style="line-height:0pt;padding-right:9pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:9pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD><TD
style="line-height:0pt;padding-right:9pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD><TD
style="line-height:0pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:14pt;padding-right:9pt;padding-top:1.88pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:39.09%;"><DIV
style="float:left;">Forward Exchange Contracts</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:9pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:48.55pt;">&#8212;</FONT>
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:9pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:16.54pt;">17,123,725</FONT>
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:9pt;padding-top:1.88pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:48.55pt;">&#8212;</FONT>
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-top:1.88pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:16.54pt;">17,123,725</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:1.88pt;padding-left:0pt;padding-right:9pt;padding-top:3pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:39.09%;">Liabilities:
</TD><TD
style="line-height:8pt;padding-bottom:1.88pt;padding-right:9pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.88pt;padding-right:9pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.88pt;padding-right:9pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.88pt;padding-top:3pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:8pt;padding-right:9pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:39.09%;">Other Financial Instruments:
</TD><TD
style="line-height:0pt;padding-bottom:1.88pt;padding-right:9pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.88pt;padding-right:9pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.88pt;padding-right:9pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD><TD
style="line-height:0pt;padding-bottom:1.88pt;padding-top:1.88pt;text-align:right;vertical-align:bottom;width:15.67%;">&#160;
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:14pt;padding-right:9pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:39.09%;"><DIV
style="float:left;">Options Written</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:0pt;padding-right:9pt;padding-top:1.88pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:48.55pt;">&#8212;</FONT>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:0pt;padding-right:9pt;padding-top:1.88pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:20.98pt;">6,240,113</FONT>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:0pt;padding-right:9pt;padding-top:1.88pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:48.55pt;">&#8212;</FONT>
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:0pt;padding-top:1.88pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:20.98pt;">6,240,113</FONT>
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:14pt;padding-right:9pt;padding-top:1.88pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:39.09%;"><DIV
style="float:left;">Forward Exchange Contracts</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-bottom:-4pt;margin-top:4pt;padding-top:2pt;vertical-align:auto;"
noshade="noshade">
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;line-height:11pt;
padding-bottom:1.88pt;padding-left:53pt;padding-right:9pt;padding-top:1.88pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.67%;">&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:34.43pt;padding-right:9pt;padding-top:1.88pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.67%;">6,269,285
</TD><TD
style="color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;line-height:11pt;line-height:11pt;
padding-bottom:1.88pt;padding-left:53pt;padding-right:9pt;padding-top:1.88pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;white-space:nowrap;
width:15.67%;">&#8212;
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:1.88pt;padding-left:34.43pt;padding-top:1.88pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.67%;">6,269,285
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:14pt;padding-right:9pt;padding-top:1.88pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:bottom;width:39.09%;"><DIV
style="float:left;">Swap Contracts</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-top:0.5pt;" noshade="noshade">
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11pt;line-height:11pt;padding-left:53pt;padding-right:9pt;padding-top:1.88pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.67%;">&#8212;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:29.98pt;padding-right:9pt;padding-top:1.88pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.67%;">22,006,165
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;color:#000000;font-family:Arial;font-family:Arial;font-size:8pt;font-size:8pt;font-style:Normal;font-style:Normal;font-weight:Normal;font-weight:Normal;
line-height:11pt;line-height:11pt;padding-left:53pt;padding-right:9pt;padding-top:1.88pt;text-align:right;text-decoration:none;text-decoration:none;text-transform:none;text-transform:none;vertical-align:bottom;
white-space:nowrap;width:15.67%;">&#8212;
</TD><TD
style="border-bottom:0.5pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:29.98pt;padding-top:1.88pt;text-align:right;text-decoration:none;
text-transform:none;vertical-align:bottom;white-space:nowrap;width:15.67%;">22,006,165
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:26pt;padding-right:9pt;padding-top:2.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:bottom;width:39.09%;"><DIV
style="float:left;">Total Other Financial Instruments</DIV><HR
style="background-color:transparent;border-bottom:dotted medium Black;border-left:transparent;border-right:transparent;border-top:transparent;margin-top:0.5pt;" noshade="noshade">
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:9pt;padding-top:2.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:44.11pt;"></FONT>&#8194;&#8212;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:9pt;padding-top:2.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:16.54pt;"></FONT>34,515,563
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-right:9pt;padding-top:2.75pt;
text-align:right;text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:44.11pt;"></FONT>&#8194;&#8212;
</TD><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:3pt;padding-left:0pt;padding-top:2.75pt;text-align:right;
text-decoration:none;text-transform:none;vertical-align:bottom;width:15.67%;">$<FONT
style="padding-left:16.54pt;"></FONT>34,515,563
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;</DIV>
<DIV
style="text-align:left;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:100%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial Narrow;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:0pt;padding-top:3pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:100%;"><SUP
style="font-size:85%;font-style:Normal;text-transform:none;vertical-align:text-top;">a</SUP>For detailed categories, see the accompanying Statement of Investments.&#8202;
</TD></TR></TABLE>
</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;margin-top:18pt;text-align:left;text-decoration:none;text-transform:none;">7.&nbsp;&nbsp;SUBSEQUENT EVENTS</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">The Fund has evaluated subsequent
events through the issuance of the Statement of Investments and determined that no events have occurred that require disclosure.&nbsp;</DIV>
<DIV
style="color:#000000;font-family:Arial;font-size:10pt;font-style:Normal;font-weight:bold;line-height:13pt;margin-top:15pt;text-align:left;text-decoration:none;text-transform:none;">Abbreviations&nbsp;&nbsp;&nbsp;&nbsp;</DIV>
<DIV
style="float:left;overflow:hidden;position:relative;text-align:left;width:31.00%;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:98%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;padding-bottom:3pt;padding-left:0pt;padding-right:18pt;padding-top:6pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:bottom;white-space:nowrap;width:97.12%;" colspan="2">Counterparty
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:2.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:18.52%;">BNDP
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:2.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:78.60%;">BNP Paribas
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:18.52%;">BOFA
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:78.60%;">Bank of America Corp.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:18.52%;">BZWS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:78.60%;">Barclays Bank PLC
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:18.52%;">CITI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:78.60%;">Citigroup, Inc.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:18.52%;">DBAB
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:78.60%;">Deutsche Bank AG
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:18.52%;">GSCO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:78.60%;">The Goldman Sachs Group, Inc.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:18.52%;">HSBK
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:78.60%;">HSBC Bank PLC
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:18.52%;">JPHQ
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:78.60%;">JP Morgan Chase &amp; Co.
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:18.52%;">MSCO
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:78.60%;">Morgan Stanley
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:18.52%;">SCNY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:78.60%;">Standard Chartered Bank
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:6pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:18.52%;">UBSW
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:78.60%;">UBS AG
</TD></TR></TABLE>
</DIV>
<DIV
style="float:left;overflow:hidden;position:relative;text-align:left;width:21.45%;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-left:9.01pt;margin-top:0pt;width:98%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;padding-bottom:3pt;padding-left:0pt;padding-right:18pt;padding-top:6pt;
text-align:left;text-decoration:none;text-transform:none;vertical-align:top;white-space:nowrap;width:95.85%;" colspan="2">Currency
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:2.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:21.83%;">ARS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:2.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:74.01%;">Argentine Peso
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:21.83%;">AUD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:74.01%;">Australian Dollar
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:21.83%;">BRL
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:74.01%;">Brazilian Real
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:21.83%;">COP
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:74.01%;">Colombian Peso
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:21.83%;">EUR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:74.01%;">Euro
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:21.83%;">GHS
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:74.01%;">Ghanaian Cedi
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:21.83%;">IDR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:74.01%;">Indonesian Rupiah
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:21.83%;">INR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:74.01%;">Indian Rupee
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:21.83%;">JPY
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:74.01%;">Japanese Yen
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:21.83%;">KRW
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:74.01%;">South Korean Won
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:21.83%;">MXN
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:74.01%;">Mexican Peso
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:6pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:21.83%;">USD
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:4.5pt;padding-right:18pt;padding-top:1.75pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:top;width:74.01%;">United States Dollar
</TD></TR></TABLE>
</DIV>
<DIV
style="float:right;overflow:hidden;position:relative;text-align:left;width:41.10%;">
<TABLE
style="border-collapse:collapse;empty-cells:show;margin-top:0pt;width:98%;" cellpadding="0" cellspacing="0">
<TR
style="page-break-inside:avoid;"><TD
style="border-bottom:1pt solid #999999;color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:bold;line-height:12pt;padding-bottom:3pt;padding-left:0pt;padding-top:6pt;text-align:left;
text-decoration:none;text-transform:none;vertical-align:bottom;width:97.83%;" colspan="2">Selected Portfolio
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:2.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:23.40%;">ARPP7DRR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-top:2.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:74.42%;">Argentina Central Bank 7 Day Repo Rate
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:23.40%;">BADLAR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:74.42%;">Argentina Deposit Rates Badlar Private
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:23.40%;">FRN
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:74.42%;">Floating Rate Note
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;white-space:nowrap;width:23.40%;">LIBOR
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-left:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;text-transform:none;
vertical-align:top;width:74.42%;">London InterBank Offered Rate
</TD></TR>
<TR
style="page-break-inside:avoid;"><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:bold;line-height:11pt;padding-bottom:6pt;padding-left:0pt;padding-right:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;white-space:nowrap;width:23.40%;">VRI
</TD><TD
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;padding-bottom:6pt;padding-left:4.5pt;padding-top:1.75pt;text-align:left;text-decoration:none;
text-transform:none;vertical-align:top;width:74.42%;">Value Recovery Instruments
</TD></TR></TABLE>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;"></DIV>
<DIV
style="clear:both;color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:9pt;text-align:left;text-decoration:none;text-transform:none;">&nbsp;</DIV>
<DIV
style="clear:both;color:#000000;font-family:Arial;font-size:9pt;font-style:Normal;font-weight:Normal;line-height:12pt;margin-top:91pt;text-align:left;text-decoration:none;text-transform:none;">For additional
information on the Fund&#8217;s significant accounting policies, please refer to the Fund&#8217;s most recent semiannual or annual shareholder report.</DIV>
</DIV>
<DIV
style="margin-top:21pt;width:100%;" type="Block">
<DIV
style="color:#000000;font-family:Arial;font-size:8pt;font-style:Normal;font-weight:Normal;line-height:11pt;text-align:right;text-decoration:none;text-transform:none;">&nbsp;&nbsp;|&nbsp;&nbsp;17</DIV>
</DIV>
</DIV>
<DIV
style="clear:both;font-size:12pt;height:0pt;">
</DIV>
</BODY>
</HTML>
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
